Independent Bank (INDB) 10-Q 3 Nov 16 2016 Q3 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	9 Months Ended
	Sep. 30, 2016	Nov. 01, 2016
Document and Entity Information [Abstract]
Entity Registrant Name	Independent Bank Corp
Entity Central Index Key	776,901
Document Type	10-Q
Document Period End Date	Sep. 30, 2016
Amendment Flag	false
Document Fiscal Year Focus	2,016
Document Fiscal Period Focus	Q3
Current Fiscal Year End Date	--12-31
Entity Filer Category	Accelerated Filer
Entity Common Stock, Shares Outstanding	26,320,467	26,329,185

Consolidated Balance Sheets (Un

Consolidated Balance Sheets (Unaudited) - USD ($)	Sep. 30, 2016	Dec. 31, 2015
Assets
Cash and due from banks	$ 92,185,000	$ 84,813,000
Interest-earning deposits with banks	265,618,000	190,952,000
Securities
Trading Securities	809,000	356,000
Securities - available for sale	387,008,000	367,249,000
Securities - held to maturity (fair value $441,834 and $478,749)	430,763,000	477,507,000
Total securities	818,580,000	845,112,000
Loans held for sale	13,334,000	5,990,000
Loans
Loans Receivable, Gross, Commercial and Industrial	857,713,000	843,276,000
Loans Receivable, Gross, Commercial, Mortgage	2,787,660,000	2,653,434,000
Loans Receivable, Gross, Commercial, Construction	376,245,000	373,368,000
Small Business	115,054,000	96,246,000
Loans and Leases Receivable, Gross, Consumer, Mortgage	632,685,000	638,606,000
Loans and Leases Receivable Consumer Home Equity in First Position	559,867,000	543,092,000
Loans and Leases Receivable Consumer Home Equity in Subordinated Position	405,245,000	384,711,000
Loans and Leases Receivable, Gross, Consumer, Other	11,664,000	14,988,000
Loans and Leases Receivable, Gross	5,746,133,000	5,547,721,000
Less: allowance for loan losses	(58,205,000)	(55,825,000)
Net loans	5,687,928,000	5,491,896,000
Federal Home Loan Bank stock	11,304,000	14,431,000
Bank premises and equipment, net	76,429,000	75,663,000
Goodwill	201,083,000	201,083,000
Other intangible assets	9,751,000	11,826,000
Cash surrender value of life insurance policies	137,723,000	134,627,000
Other real estate owned and other foreclosed assets	1,798,000	2,159,000
Other assets	186,276,000	150,917,000
Total assets	7,502,009,000	7,209,469,000
Deposits
Demand deposits	2,024,235,000	1,846,593,000
Savings and interest checking accounts	2,417,195,000	2,370,141,000
Money market	1,198,959,000	1,089,139,000
Time certificates of deposit of $100,000 and over	257,638,000	274,701,000
Other time certificates of deposits	371,433,000	410,129,000
Total deposits	6,269,460,000	5,990,703,000
Borrowings
Federal Home Loan Bank borrowings(c)	50,826,000	102,080,000
Customer Repurchase Agreements and other short-term borrowings	140,914,000	133,958,000
Junior subordinated debentures (less unamortized debt issuance costs of $141 and $158)	73,157,000	73,306,000
Subordinated debentures (less unamortized debt issuance costs of $376 and $411)	34,624,000	34,589,000
Total borrowings	299,521,000	343,933,000
Other liabilities	114,786,000	103,370,000
Total liabilities	6,683,767,000	6,438,006,000
Commitments and contingencies
Stockholders' equity
Preferred stock, $.01 par value. authorized: 1,000,000 shares, outstanding: none	0	0
Common Stock, $.01 par value. Authorized: 75,000,000; Issued and Outstanding : 26,293,565 shares at March 31, 2016 and 26,236,352 Shares at December 31, 2015 (includes 223,753 and 230,900 shares of unvested participating restricted stock awards, respectively)	261,000	260,000
Shares held in rabbi trust at cost: 169,075 shares at September 30, 2016 and 173,378 shares at December 31, 2015	(4,199,000)	(3,958,000)
Deferred Compensation Equity	4,199,000	3,958,000
Additional paid in capital	409,731,000	405,486,000
Retained earnings	404,750,000	368,169,000
Accumulated other comprehensive income (loss), net of tax	3,500,000	(2,452,000)
Total stockholders’ equity	818,242,000	771,463,000
Total liabilities and stockholders' equity	$ 7,502,009,000	$ 7,209,469,000

Consolidated Balance Sheets (U3

Consolidated Balance Sheets (Unaudited) (Parenthetical) - USD ($)	Sep. 30, 2016	Dec. 31, 2015
Time certificates of deposit least amount	$ 100,000	$ 100,000
Held to Maturity, Fair Value, Total	$ 441,834,000	$ 478,749,000
Preferred Stock, par value	$ 0.01	$ 0.01
Preferred Stock, Shares Authorized	1,000,000	1,000,000
Preferred Stock, shares outstanding	0	0
Common Stock, par value	$ 0.01	$ 0.01
Common Stock, shares authorized	75,000,000	75,000,000
Common Stock, shares issued	26,320,467	26,236,352
Common Stock, unvested restricted Stock awards	212,673	230,900
Shares Held in Rabbi Trust	169,075	173,378
Common Stock Outstanding
Common Stock, shares outstanding	26,320,467	26,236,352
Junior Subordinated Debt [Member]
Unamortized Debt Issuance Expense	$ 141,000	$ 158,000
Subordinated Debt [Member]
Unamortized Debt Issuance Expense	$ 376,000	$ 411,000

Consolidated Statements of Inco

Consolidated Statements of Income (Unaudited) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Interest income
Interest and fees on loans	$ 56,778	$ 54,557	$ 166,683	$ 160,261
Taxable interest and dividends on securities	5,034	5,455	15,500	14,934
Nontaxable interest and dividends on securities	28	31	89	95
Interest on loans held for sale	81	64	170	173
Interest on federal funds sold and short-term investments	387	121	767	212
Total interest and dividend income	62,308	60,228	183,209	175,675
Interest expense
Interest on deposits	2,733	2,951	8,339	8,636
Interest on borrowings	1,907	2,232	5,778	6,997
Total interest expense	4,640	5,183	14,117	15,633
Net interest income	57,668	55,045	169,092	160,042
Provision for loan losses	950	800	2,075	1,000
Net interest income after provision for loan losses	56,718	54,245	167,017	159,042
Noninterest income
Deposit account fees	4,622	4,754	13,563	13,385
Interchange and ATM fees	4,190	3,949	12,050	10,817
Investment management	5,446	4,981	16,183	15,616
Mortgage banking income	1,963	1,480	4,458	3,832
Available-For-Sale- Securities - Equity - Gross Realized Gains	0	0	5	19
Available-For-Sale Securities - Fixed Income Gross Realized Gains	0	0	0	798
Increase in cash surrender value of life insurance policies	984	958	2,980	2,685
Loan level derivative income	810	968	4,627	2,816
Other noninterest income	2,401	2,157	6,800	6,096
Total noninterest income	20,416	19,247	60,666	56,064
Noninterest expenses
Salaries and employee benefits	27,395	26,685	81,561	78,291
Occupancy and equipment expenses	5,433	5,443	16,927	17,509
Data processing & facilities management	1,400	1,112	3,831	3,462
FDIC assessment	725	1,020	2,655	2,993
Advertising expense	1,654	1,414	4,134	4,101
Consulting expense	770	867	2,235	2,451
Legal Fees	321	746	1,132	1,462
Loss on extinguishment of debt	0	0	437	122
Available-For-Sale Securities - Equity Gross Realized Losses	0	0	32	8
Available-for-Sale Securities - Fixed Income Gross Realized Losses	0	0	0	1,124
Business Combination, Acquisition Related Costs	151	0	691	10,501
Other noninterest expenses	9,008	9,744	26,850	28,628
Total noninterest expenses	46,857	47,031	140,485	150,652
Income before income taxes	30,277	26,461	87,198	64,454
Provision for income taxes	9,793	7,867	27,729	18,949
Net income	$ 20,484	$ 18,594	$ 59,469	$ 45,505
Basic earnings per share (in dollars per share)	$ 0.78	$ 0.71	$ 2.26	$ 1.77
Diluted earnings per share (in dollars per share)	$ 0.78	$ 0.71	$ 2.26	$ 1.76
Weighted average common shares (basic) (in shares)	26,324,316	26,200,621	26,301,340	25,774,571
Common shares equivalents (in shares)	53,072	63,493	48,354	72,921
Weighted average common shares (diluted) (in shares)	26,377,388	26,264,114	26,349,694	25,847,492
Retained Earnings [Member]
Noninterest expenses
Net income			$ 59,469	$ 45,505
Cash dividends declared per common share (in dollars per share)	$ 0.29	$ 0.26	$ 0.87	$ 0.78

Consolidated Statements of Comp

Consolidated Statements of Comprehensive Income (Unaudited) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Statement of Comprehensive Income [Abstract]
Net income	$ 20,484	$ 18,594	$ 59,469	$ 45,505
Other comprehensive income (loss), net of tax
Net change in fair value of securities available for sale	(816)	1,211	5,119	544
Net change in fair value of cash flow hedges	674	132	653	596
Net change in other comprehensive income for defined benefit postretirement plans	59	110	180	309
Total other comprehensive income (loss)	(83)	1,453	5,952	1,449
Total comprehensive income	$ 20,401	$ 20,047	$ 65,421	$ 46,954

Consolidated Statements of Stoc

Consolidated Statements of Stockholders' Equity (Unaudited) - USD ($) $ in Thousands	Total	Common Stock Outstanding	Common Stock	Value of Shares Held in Rabbi Trust at Cost	Deferred Compensation and Other Retirement Benefit Obligations	Additional Paid in Capital	Retained Earnings	Accumulated Other Comprehensive Income (Loss)
Balance September 30, 2016 at Dec. 31, 2014		23,998,738
Balance September 30, 2015 at Dec. 31, 2014	$ 640,527		$ 237	$ (3,666)	$ 3,666	$ 311,978	$ 330,444	$ (2,132)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	45,505						45,505
Other comprehensive income	1,449							1,449
Common dividend declared ($0.87 and $0.78 per share for 2016 and 2015, respectively)	(20,412)						(20,412)
Common stock issued for acquisition		2,052,137
Common stock issued for acquisition	86,415		21			86,394
Proceeds from exercise of stock options, net of cash paid		78,240
Proceeds from exercise of stock options, net of cash paid	1,365		1			1,364
Tax benefit related to equity award activity	776					776
Stock based compensation	2,028					2,028
Restricted stock awards issued, net of awards surrendered		36,901
Restricted stock awards issued, net of awards surrendered	(645)		1			(646)
Shares issued under direct stock purchase plan		46,222
Shares issued under direct stock purchase plan	2,023					2,023
Deferred compensation and other retirement benefit obligations				(217)	217
Increase (Decrease) in Deferred Compensation	0
Tax benefit related to deferred compensation distributions	172					172
Balance December 31, 2015 at Sep. 30, 2015	759,203		260	(3,883)	3,883	404,089	355,537	(683)
Balance December 31, 2014 at Sep. 30, 2015		26,212,238
Balance September 30, 2016 at Dec. 31, 2015		26,236,352
Balance September 30, 2015 at Dec. 31, 2015	771,463		260	(3,958)	3,958	405,486	368,169	(2,452)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	59,469						59,469
Other comprehensive income	5,952							5,952
Common dividend declared ($0.87 and $0.78 per share for 2016 and 2015, respectively)	(22,888)						(22,888)
Common stock issued for acquisition	0
Proceeds from exercise of stock options, net of cash paid		9,022
Proceeds from exercise of stock options, net of cash paid	160					160
Tax benefit related to equity award activity	354					354
Stock based compensation	2,308					2,308
Restricted stock awards issued, net of awards surrendered		32,567
Restricted stock awards issued, net of awards surrendered	(673)		1			(674)
Shares issued under direct stock purchase plan		42,526
Shares issued under direct stock purchase plan	1,918					1,918
Deferred compensation and other retirement benefit obligations				(241)	241
Tax benefit related to deferred compensation distributions	179					179
Balance December 31, 2015 at Sep. 30, 2016	$ 818,242		$ 261	$ (4,199)	$ 4,199	$ 409,731	$ 404,750	$ 3,500
Balance December 31, 2014 at Sep. 30, 2016		26,320,467

Consolidated Statements of Sto7

Consolidated Statements of Stockholders' Equity (Unaudited) (Parenthetical) - $ / shares	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Retained Earnings
CASH DIVIDENDS DECLARED PER COMMON SHARE	$ 0.29	$ 0.26	$ 0.87	$ 0.78

Consolidated Statements of Cash

Consolidated Statements of Cash Flows (Unaudited) - USD ($)	9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015
CASH FLOWS FROM OPERATING ACTIVITIES:
Net Income	$ 59,469,000	$ 45,505,000
Adjustments to reconcile net income to net cash provided by operating activities
Depreciation and amortization	10,729,000	9,327,000
Provision for loan losses	2,075,000	1,000,000
Deferred income tax expense	314,000	5,372,000
Net loss on sale of securities	27,000	315,000
Net loss on fixed assets	10,000	213,000
Loss on extinguishment of debt	437,000	122,000
Net loss on other real estate owned and foreclosed assets	41,000	1,070,000
Realized gain on sale leaseback transaction	(775,000)	(775,000)
Stock based compensation	2,308,000	2,028,000
Excess tax benefit related to equity award activity	(354,000)	(776,000)
Increase in cash surrender value of life insurance policies	(2,980,000)	(2,685,000)
Change in fair value on loans held for sale	(60,000)	(3,000)
Net change in:
Trading assets	(453,000)	(454,000)
Loans held for sale	(7,284,000)	(4,585,000)
Other assets	(42,044,000)	4,366,000
Increase (Decrease) in Other Operating Liabilities	18,314,000	2,035,000
Total adjustments	(19,695,000)	16,570,000
Net cash provided by operating activities	39,774,000	62,075,000
Cash flows used in investing activities
Proceeds from sales of securities available for sale	285,000	14,344,000
Proceeds from maturities and principal repayments of securities available for sale	48,421,000	60,507,000
Purchases of securities available for sale	(60,888,000)	(49,086,000)
Proceeds from maturities and principal repayments of securities held to maturity	62,005,000	44,706,000
Purchases of securities held to maturity	(14,998,000)	(117,286,000)
Redemption of Federal Home Loan Bank stock	3,127,000	0
Investments in low income housing projects	(5,473,000)	(14,817,000)
Purchases of life insurance policies	(116,000)	(115,000)
Net increase in loans	(198,731,000)	(65,650,000)
Cash used in business combinations, net of cash acquired	0	(13,448,000)
Purchases of bank premises and equipment	(6,022,000)	(6,846,000)
Proceeds from the sale of bank premises and equipment	26,000	1,233,000
Proceeds from the sale of other real estate owned and foreclosed assets	842,000	7,378,000
Net payments relating to other real estate owned and foreclosed assets	(145,000)	(961,000)
Net cash used in investing activities	(171,667,000)	(140,041,000)
Cash flows provided by financing activities
Net decrease in time deposits	(55,759,000)	(54,293,000)
Net increase in other deposits	334,516,000	326,440,000
Net repayments of short-term Federal Home Loan Bank borrowings	0	(10,000,000)
Repayments of long-term Federal Home Loan Bank borrowings	(51,641,000)	(7,000,000)
Net increase (decrease) in customer repurchase agreements	6,956,000	(9,441,000)
Increase (Decrease) in Payables under Repurchase Agreements	0	(50,000,000)
Repayments of subordinated debentures	0	(30,000,000)
Net proceeds from exercise of stock options	160,000	1,365,000
Restricted stock awards issued, net of awards surrendered	(673,000)	(645,000)
Excess tax benefit from stock based compensation	354,000	776,000
Tax benefit from deferred compensation distribution	179,000	172,000
Proceeds from shares issued under direct stock purchase plan	1,918,000	2,023,000
Common dividends paid	(22,079,000)	(19,357,000)
Net cash provided by financing activities	213,931,000	150,040,000
Net increase in cash and cash equivalents	82,038,000	72,074,000
Cash and cash equivalents at beginning of year	275,765,000	178,254,000
Cash and cash equivalents at end of period	357,803,000	250,328,000
Supplemental schedule of noncash investing and financing activities
Real Estate Owned, Transfer from Real Estate Owned	377,000	2,134,000
Other net transfers to other real estate owned	0	142,000
Net increase in capital commitments relating to low income housing project investments	163,000	2,085,000
Common stock issued for acquisition	0	86,415,000
Fair value of assets acquired, net of cash acquired	0	598,376,000
Fair value of liabilities assumed	$ 0	$ 498,513,000

Basis of Presentation

Basis of Presentation	9 Months Ended
	Sep. 30, 2016
Organization, Consolidation and Presentation of Financial Statements [Abstract]
BASIS OF PRESENTATION	BASIS OF PRESENTATION Independent Bank Corp. (the “Company”) is a state chartered, federally registered bank holding company, incorporated in 1985. The Company is the sole stockholder of Rockland Trust Company (“Rockland Trust” or the “Bank”), a Massachusetts trust company chartered in 1907. All material intercompany balances and transactions have been eliminated in consolidation. Certain previously reported amounts may have been reclassified to conform to the current year’s presentation. The accompanying unaudited consolidated financial statements have been prepared in accordance with accounting principles generally accepted in the United States of America ("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 notes required by GAAP for complete financial statements. In the opinion of management, all adjustments considered necessary for a fair presentation of the financial statements, primarily consisting of normal recurring adjustments, have been included. Operating results for the quarter ended September 30, 2016 are not necessarily indicative of the results that may be expected for the year ending December 31, 2016 or any other interim period. For further information, refer to the consolidated financial statements and notes thereto included in the Company’s Annual Report on Form 10-K for the year ended December 31, 2015 , filed with the Securities and Exchange Commission.

Recent Accounting Standards

Recent Accounting Standards	9 Months Ended
	Sep. 30, 2016
Recent Accounting Standards [Abstract]
RECENT ACCOUNTING STANDARDS	RECENT ACCOUNTING STANDARDS UPDATES Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC") Topic 606 "Revenue from Contracts with Customers" Update No. 2014-09. Update No. 2014-09 was issued in May 2014 to address the previous revenue recognition requirements in GAAP that differ from those in International Financial Reporting Standards (IFRS). Accordingly, the FASB and the International Accounting Standards Board (IASB) initiated a joint project to clarify the principles for recognizing revenue and to develop a common revenue standard for U.S. GAAP and IFRS. The largely converged revenue recognition standards will supersede virtually all revenue recognition guidance in GAAP and IFRS. The core principle of the guidance is that an entity should recognize revenue to depict the transfer of promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled in exchange for those goods or services. Since the issuance of Update 2014-09, the FASB has finalized various amendments to the standard as summarized below: FASB ASC Topic 606 "Revenue from Contracts with Customers" Update No. 2016-12 FASB ASC Topic 606 "Revenue from Contracts with Customers" Update No. 2016-10 FASB ASC Topic 606 "Revenue from Contracts with Customers" Update No. 2016-08 . FASB ASC Topic 606 "Revenue from Contracts with Customers" Update No. 2015-14. Through Updates 2016-12, 2016-10 and 2016-08, the FASB amended its new revenue guidance on licenses of intellectual property, identification of performance obligations, collectability, noncash consideration and the presentation of sales and other similar taxes. The FASB also clarified the definition of a completed contract at transition and added a practical expedient to ease transition for contracts that were modified prior to adoption. The FASB also amended the new revenue recognition guidance on determining whether an entity is a principal or an agent in an arrangement which affects whether revenue should be reported gross or net. Following the issuance of Update 2015-14, Update 2014-09, as amended, is effective for the Company for annual reporting periods beginning after December 15, 2017, including interim reporting periods within that reporting period. Earlier adoption is permitted only as of annual reporting periods beginning after December 15, 2016, including interim reporting periods within that reporting period. A full or modified retrospective transition method is required. The Company's revenue is comprised of net interest income on financial assets and liabilities, which is explicitly excluded from the scope of the new guidance, and noninterest income. The Company plans to adopt the revenue recognition guidance in the first quarter of 2018 and is currently evaluating the potential impact on noninterest income on the Company's consolidated financial position, other presentation and disclosure issues, as well as evaluating its selection of transition method. FASB ASC Topic 230 "Statement of Cash Flows" Update No. 2016-15. Update No. 2016-15 was issued in August 2016 to reduce diversity of practice in how certain cash receipts and cash payments are presented and classified in the statement of cash flows. The amendments in this update provide guidance on the following eight specific cash flow issues; (1) debt prepayment or debt extinguishment costs, (2) settlement of zero-coupon debt instruments or other debt instruments with coupon interest rates that are insignificant in relation to the effective interest rate of the borrowing, (3) contingent consideration payments made after a business combination, (4) proceeds from the settlement of insurance claims, (5) proceeds from the settlement of corporate-owned life insurance policies, including bank-owned life insurance policies, (6) distributions received from equity method investees, (7) beneficial interests in securitization transactions, and (8) separately identifiable cash flows and application of the Predominance Principle. The amendments in this topic will provide guidance for these eight issues, thereby reducing the current and potential future diversity in practice. The amendments in this update are effective for annual periods and interim periods within those annual periods beginning after December 31, 2017. Earlier adoption is permitted, including interim reporting periods within that reporting period. If an entity early adopts the amendments in an interim period, any adjustments should be reflected as of the beginning of the fiscal year that includes that interim period. An entity that elects early adoption must adopt all of the amendments in the same period. The adoption of this standard is not expected to have a material impact on the Company's consolidated financial position. FASB ASC Topic 326 "Financial Instruments - Credit Losses" Update No. 2016-13. Update No. 2016-13 was issued in June 2016 to provide financial statement users with more decision-useful information about the expected credit losses on financial instruments and other commitments to extend credit held by a reporting entity at each reporting date. To achieve this objective, the amendments in this update replace the incurred loss impairment methodology in current GAAP with a methodology that reflects expected credit losses and requires consideration of a broader range of reasonable and supportable information to inform credit loss estimates. The amendments affect entities holding financial assets and net investment in leases that are not accounted for at fair value through net income. The amendments affect loans, debt securities, trade receivables, net investments in leases, off-balance sheet credit exposures, reinsurance receivables, and any other financial assets not excluded from the scope that have the contractual right to receive cash. The amendments in this update are effective for fiscal years beginning after December 15, 2019, including interim periods within those fiscal years, with earlier adoption permitted as of fiscal years beginning after December 15, 2018, including interim periods with those fiscal years. The Company is currently assessing the impact of the adoption of this standard on the Company's consolidated financial position. FASB ASC Topic 605 "Revenue Recognition" and Topic 815 "Derivatives and Hedging" Update No. 2016-11. Update No. 2016-11 was issued in May 2016 and is a rescission of SEC guidance because of ASU Updates 2014-09 and 2014-16 pursuant to staff announcements at the March 3, 2016 Emerging Issues Task Force meeting. The amendments in this update are effective upon adoption of Topic 606 "Revenue from Contracts with Customers." The Company is currently assessing the impact of the adoption of this standard on the Company's consolidated financial position. FASB ASC Topic 718 "Compensation - Stock Compensation" Update No. 2016-09. Update No. 2016-09 was issued in March 2016 and affects all entities that issue share-based awards to their employees. This update was issued as part of the FASB’s simplification initiative. The areas for simplification in this update involve several aspects of the accounting for share-based payment transactions, including the income tax consequences, classification of awards as either equity or liabilities, and classification on the statement of cash flows. The amendments in this update are effective for fiscal years beginning after December 15, 2016, including interim periods within those fiscal years. The Company is currently assessing the impact of the adoption of this standard on the Company's consolidated financial position. FASB ASC Topic 323 "Investments -Equity Method and Joint Ventures" Update No. 2016-07. Update No. 2016-07 was issued in March 2016 and eliminates the requirement that when an investment qualifies for use of the equity method as a result of an increase in the level of ownership interest or degree of influence, an investor must adjust the investment, results of operations, and retained earnings retroactively on a step-by-step basis as if the equity method had been in effect during all previous periods that the investment had been held. The amendments require that the equity method investor add the cost of acquiring the additional interest in the investee to the current basis of the investor's previously held interest and adopt the equity method of accounting as of the date the investment becomes qualified for equity method accounting. Therefore, upon qualifying for the equity method of accounting, no retroactive adjustment of the investment is required. The amendments in this update require that an entity that has an available-for-sale equity security that becomes qualified for the equity method of accounting recognize through earnings the unrealized holding gain or loss in accumulated other comprehensive income at the date the investment becomes qualified for use of the equity method. The amendments in this update are effective for fiscal years beginning after December 15, 2016, including interim periods within those fiscal years. The amendments should be applied prospectively upon their effective date to increases in the level of ownership interest or degree of influence that result in the adoption of the equity method. Early adoption is permitted. The adoption of this standard is not expected to have a material impact on the Company's consolidated financial position. FASB ASC Topic 815 "Derivative and Hedging - Contingent Put and Call Options in Debt Instruments" Update No. 2016-6. Update No. 2016-6 was issued in March 2016 to clarify the requirements for assessing whether contingent call (put) options that can accelerate the payment of principal on debt instruments are clearly and closely related to their debt hosts. An entity performing the assessment under the amendments in this update is required to assess the embedded call (put) options solely in accordance with the four-step decision sequence. For public entities, the amendments in this update are effective for fiscal years beginning after December 15, 2016, including interim periods within those fiscal years. An entity has an option to apply the amendments in this update on either a prospective basis or a modified retrospective basis. Early adoption is permitted, including adoption in an interim period. The adoption of this standard is not expected to have a material impact on the Company's consolidated financial position. FASB ASC Topic 815 "Derivative and Hedging - Effect of Derivative Contract Novations on Existing Hedge Accounting Relationships" Update No. 2016-05. Update No. 2016-05 was issued in March 2016 and applies to all reporting entities for which there is a change in the counterpart to a derivative instrument that has been designated as a hedging instrument under Topic 815. The amendments in this update clarify that a change in the counterparty to a derivative instrument that has been designated as the hedging instrument under Topic 815 does not, in and of itself, require dedesignation of that hedging relationship provided that all other hedge accounting criteria (including those in paragraphs 815-20-35-14 through 35-18) continue to be met. For public entities, the amendments in this update are effective for fiscal years beginning after December 15, 2016, including interim periods within those fiscal years. An entity has an option to apply the amendments in this update on either a prospective basis or a modified retrospective basis. Early adoption is permitted, including adoption in an interim period. The adoption of this standard is not expected to have a material impact on the Company's consolidated financial position. FASB ASC Topic 842 "Leases" Update No. 2016-02. Update No. 2016-02 was issued in February 2016 and affects any entity that enters into a lease (as that term is defined in this update), with some specified scope exemptions. The core principle of this update is that a lessee should recognize in the statement of financial position a liability to make lease payments and a right-of-use asset representing its right to use the underlying asset for the lease term. For leases with a term of 12 months or less, a lessee is permitted to make an accounting policy election by class of underlying asset not to recognize lease assets and lease liabilities. The recognition, measurement, and presentation of expenses and cash flows arising from a lease have not significantly changed from previous GAAP. In addition, the accounting applied by a lessor is largely unchanged from that applied under previous GAAP. For public companies, the amendments in this update are effective for fiscal years beginning after December 15, 2018, including interim periods within those fiscal years. The Company is currently assessing the impact of the adoption of this standard on the Company's consolidated financial position. FASB ASC Topic 825-10 "Financial Instruments - Overall Recognition and Measurement of Financial Assets and Financial Liabilities" Update No. 2016-01. Update No. 2016-01 was issued in January 2016 to amend the guidance in U.S. GAAP on the classification and measurement of financial instruments. Although the update retains many current requirements, it significantly revises an entity's accounting related to (1) the classification and measurement of investments in equity securities and (2) the presentation of certain fair value changes for financial liabilities measured at fair value. The update also amends certain disclosure requirements associated with the fair value of financial instruments and various other aspects of recognition, measurement, presentation and disclosure of financial instruments. For public entities, the amendments in this update are effective for fiscal years beginning after December 15, 2017, including interim periods within those fiscal years. Early adoption is permitted for only certain guidance. The Company is currently assessing the impact of the adoption of this standard on the Company's consolidated financial position. FASB ASC Subtopic 835-30 "Interest - Imputation of Interest" Update No. 2015-03. Update No. 2015-03 was issued in April 2015 to simplify presentation of debt issuance costs. The amendments in this update require that debt issuance costs related to a recognized debt liability be presented in the balance sheet as a direct deduction from the carrying amount of that debt liability, consistent with debt discounts. The recognition and measurement guidance for debt issuances costs are not affected by the amendments in this update. The amendments in this update were adopted by the Company effective January 1, 2016, with applicable prior period presentation updated as well. The adoption of this standard did not have a material impact on the Company's consolidated financial position.

Securities

Securities	9 Months Ended
	Sep. 30, 2016
Investments, Debt and Equity Securities [Abstract]
SECURITIES	SECURITIES Trading Securities The Company had trading securities of $809,000 and $356,000 as of September 30, 2016 and December 31, 2015 , respectively. These securities are held in a rabbi trust and will be used for future payments associated with the Company’s non-qualified 401(k) Restoration Plan and Non-Qualified Deferred Compensation Plan. Available for Sale and Held to Maturity Securities The following table presents a summary of the amortized cost and gross unrealized holding gains and losses recorded in other comprehensive income and fair value of securities available for sale and securities held to maturity for the periods below: September 30, 2016 December 31, 2015 Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value (Dollars in thousands) Available for sale securities U.S. government agency securities $ 24,502 $ 804 $ — $ 25,306 $ 29,958 $ 261 $ (4 ) $ 30,215 Agency mortgage-backed securities 178,095 7,481 (3 ) 185,573 207,693 4,227 (983 ) 210,937 Agency collateralized mortgage obligations 107,466 1,286 (156 ) 108,596 64,157 179 (752 ) 63,584 State, county, and municipal securities 4,255 105 — 4,360 4,543 116 — 4,659 Single issuer trust preferred securities issued by banks 2,324 4 (31 ) 2,297 2,865 8 (81 ) 2,792 Pooled trust preferred securities issued by banks and insurers 2,200 — (662 ) 1,538 2,217 — (645 ) 1,572 Small business administration pooled securities 38,678 1,202 — 39,880 40,472 87 (110 ) 40,449 Equity securities 19,000 701 (243 ) 19,458 13,235 374 (568 ) 13,041 Total available for sale securities $ 376,520 $ 11,583 $ (1,095 ) $ 387,008 $ 365,140 $ 5,252 $ (3,143 ) $ 367,249 Held to maturity securities U.S. Treasury securities $ 1,008 $ 81 $ — $ 1,089 $ 1,009 $ 55 $ — $ 1,064 Agency mortgage-backed securities 148,822 6,309 — 155,131 167,134 3,460 (219 ) 170,375 Agency collateralized mortgage obligations 246,744 4,072 (556 ) 250,260 267,348 1,195 (3,652 ) 264,891 State, county, and municipal securities — — — — 225 2 — 227 Single issuer trust preferred securities issued by banks 1,500 47 — 1,547 1,500 22 — 1,522 Small business administration pooled securities 32,689 1,118 — 33,807 35,291 437 (64 ) 35,664 Corporate debt securities — — — — 5,000 6 — 5,006 Total held to maturity securities $ 430,763 $ 11,627 $ (556 ) $ 441,834 $ 477,507 $ 5,177 $ (3,935 ) $ 478,749 Total $ 807,283 $ 23,210 $ (1,651 ) $ 828,842 $ 842,647 $ 10,429 $ (7,078 ) $ 845,998 When securities are sold, the adjusted cost of the specific security sold is used to compute the gain or loss on the sale. The actual maturities of certain securities may differ from the contractual maturities because borrowers may have the right to call or prepay obligations with or without call or prepayment penalties. A schedule of the contractual maturities of securities available for sale and securities held to maturity as of September 30, 2016 is presented below: Available for Sale Held to Maturity Amortized Cost Fair Value Amortized Cost Fair Value (Dollars in thousands) Due in one year or less $ 999 $ 1,003 $ 11 $ 11 Due after one year to five years 30,422 31,258 16,099 16,739 Due after five to ten years 86,511 89,455 24,594 25,602 Due after ten years 239,588 245,834 390,059 399,482 Total debt securities $ 357,520 $ 367,550 $ 430,763 $ 441,834 Equity securities $ 19,000 $ 19,458 $ — $ — Total $ 376,520 $ 387,008 $ 430,763 $ 441,834 Inclusive in the table above is $11.9 million of callable securities in the Company’s investment portfolio at September 30, 2016 . The carrying value of securities pledged to secure public funds, trust deposits, repurchase agreements and for other purposes, as required or permitted by law, was $451.7 million and $444.8 million at September 30, 2016 and December 31, 2015 , respectively. At September 30, 2016 and December 31, 2015 , the Company had no investments in obligations of individual states, counties, or municipalities which exceeded 10% of stockholders’ equity . Other-Than-Temporary Impairment ("OTTI") The Company continually reviews investment securities for the existence of OTTI, taking into consideration current market conditions, the extent and nature of changes in fair value, issuer rating changes and trends, the credit worthiness of the obligor of the security, volatility of earnings, current analysts’ evaluations, the Company’s intent to sell the security, or whether it is more likely than not that the Company will be required to sell the debt security before its anticipated recovery, as well as other qualitative factors. The term “other-than-temporary” is not intended to indicate that the decline is permanent, but indicates that the prospects for a near-term recovery of value is not necessarily favorable, or that there is a lack of evidence to support a realizable value equal to or greater than the carrying value of the investment. The following tables show the gross unrealized losses and fair value of the Company’s investments in an unrealized loss position, which the Company has not deemed to be OTTI, aggregated by investment category and length of time that individual securities have been in a continuous unrealized loss position: September 30, 2016 Less than 12 months 12 months or longer Total # of holdings Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses (Dollars in thousands) Agency mortgage-backed securities 2 $ 1,016 $ (3 ) $ — $ — $ 1,016 $ (3 ) Agency collateralized mortgage obligations 9 14,530 (30 ) 51,578 (682 ) 66,108 (712 ) Single issuer trust preferred securities issued by banks and insurers 2 — — 2,048 (31 ) 2,048 (31 ) Pooled trust preferred securities issued by banks and insurers 1 — — 1,537 (662 ) 1,537 (662 ) Equity securities 21 515 (16 ) 6,903 (227 ) 7,418 (243 ) Total temporarily impaired securities 35 $ 16,061 $ (49 ) $ 62,066 $ (1,602 ) $ 78,127 $ (1,651 ) December 31, 2015 Less than 12 months 12 months or longer Total # of holdings Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses (Dollars in thousands) U.S.government agency securities 3 $ 1,990 $ (4 ) $ — $ — $ 1,990 $ (4 ) Agency mortgage-backed securities 57 112,648 (1,062 ) 4,297 (140 ) 116,945 (1,202 ) Agency collateralized mortgage obligations 23 147,707 (1,420 ) 80,927 (2,984 ) 228,634 (4,404 ) Single issuer trust preferred securities issued by banks and insurers 2 1,018 (33 ) 1,018 (48 ) 2,036 (81 ) Pooled trust preferred securities issued by banks and insurers 1 — — 1,572 (645 ) 1,572 (645 ) Small business administration pooled securities 3 37,986 (174 ) — — 37,986 (174 ) Equity securities 34 3,481 (189 ) 4,971 (379 ) 8,452 (568 ) Total temporarily impaired securities 123 $ 304,830 $ (2,882 ) $ 92,785 $ (4,196 ) $ 397,615 $ (7,078 ) The Company does not intend to sell these investments and has determined based upon available evidence that it is more likely than not that the Company will not be required to sell the security before the recovery of its amortized cost basis. As a result, the Company does not consider these investments to be OTTI. The Company made this determination by reviewing various qualitative and quantitative factors regarding each investment category, such as current market conditions, extent and nature of changes in fair value, issuer rating changes and trends, volatility of earnings, and current analysts’ evaluations. As a result of the Company’s review of these qualitative and quantitative factors, the causes of the impairments listed in the table above by category are as follows at September 30, 2016 : • Agency Mortgage-Backed Securities and Agency Collateralized Mortgage Obligations: These portfolios have contractual terms that generally do not permit the issuer to settle the securities at a price less than the current par value of the investment. The decline in market value of these securities is attributable to changes in interest rates and not credit quality. Additionally, these securities are either implicitly or explicitly guaranteed by the U.S. Government or one of its agencies. • Single Issuer Trust Preferred Securities: This portfolio consists of two securities, one of which is below investment grade. The unrealized loss on these securities is attributable to the illiquid nature of the trust preferred market in the current economic environment. Management evaluates various financial metrics for the issuers, including regulatory capital ratios of the issuers. • Pooled Trust Preferred Securities: This portfolio consists of one below investment grade security which is performing. The unrealized loss on this security is attributable to the illiquid nature of the trust preferred market in the current economic and regulatory environment. Management evaluates collateral credit and instrument structure, including current and expected deferral and default rates and timing. In addition, discount rates are determined by evaluating comparable spreads observed currently in the market for similar instruments. • Equity Securities : This portfolio consists of mutual funds and other equity investments. During some periods, the mutual funds in the Company’s investment portfolio may have unrealized losses resulting from market fluctuations as well as the risk premium associated with that particular asset class. For example, emerging market equities tend to trade at a higher risk premium than U.S. government bonds and thus, will fluctuate to a greater degree on both the upside and the downside. In the context of a well-diversified portfolio, however, the correlation amongst the various asset classes represented by the funds serves to minimize downside risk. The Company evaluates each mutual fund in the portfolio regularly and measures performance on both an absolute and relative basis. A reasonable recovery period for positions with an unrealized loss is based on management’s assessment of general economic data, trends within a particular asset class, valuations, earnings forecasts and bond durations. The Company has the ability and intent to hold these equity securities until a recovery of fair value. The following table shows the total OTTI that the Company recorded for the periods indicated: Three Months Ended Nine Months Ended September 30 September 30 2016 2015 2016 2015 (Dollars in thousands) Gross change in OTTI recorded on certain investments $ — $ — $ — $ 84 Portion of OTTI recognized in OCI — — — (84 ) Total credit related OTTI recognized in earnings $ — $ — $ — $ — The following table shows the cumulative credit related component of OTTI for the periods indicated: Three Months Ended Nine Months Ended September 30 September 30 2016 2015 2016 2015 (Dollars in thousands) Balance at beginning of period $ — $ — $ — $ (9,997 ) Add Incurred on securities not previously impaired — — — — Incurred on securities previously impaired — — — — Less Securities sold during the period — — — 9,997 Reclassification due to changes in Company's intent — — — — Increases in cash flow expected to be collected — — — — Balance at end of period $ — $ — $ — $ —

Loans, Allowance for Loan Losse

Loans, Allowance for Loan Losses and Credit Quality	9 Months Ended
	Sep. 30, 2016
Loans, Allowance for Loan Losses and Credit Quality [Abstract]
LOANS, ALLOWANCE FOR LOAN LOSSES AND CREDIT QUALITY	90 Days and Accruing Number of Loans Principal Balance Number of Loans Principal Balance Number of Loans Principal Balance Number of Loans Principal Balance Current (Dollars in thousands) Loan Portfolio Commercial and industrial 5 $ 436 2 $ 205 6 $ 2,584 13 $ 3,225 $ 854,488 $ 857,713 $ — Commercial real estate 6 3,396 9 2,200 8 3,772 23 9,368 2,778,292 2,787,660 — Commercial construction — — — — — — — — 376,245 376,245 — Small business 16 218 5 90 18 203 39 511 114,543 115,054 — Residential real estate 13 2,621 11 1,692 27 4,222 51 8,535 624,150 632,685 — Home equity 14 1,199 11 611 30 1,794 55 3,604 961,508 965,112 — Other consumer (1) 250 230 19 32 15 11 284 273 11,391 11,664 2 Total 304 $ 8,100 57 $ 4,830 104 $ 12,586 465 $ 25,516 $ 5,720,617 $ 5,746,133 $ 2 December 31, 2015 30-59 days 60-89 days 90 days or more Total Past Due Total Financing Receivables Recorded Investment >90 Days and Accruing Number of Loans Principal Balance Number of Loans Principal Balance Number of Loans Principal Balance Number of Loans Principal Balance Current (Dollars in thousands) Loan Portfolio Commercial and industrial 9 $ 399 4 $ 1,021 8 $ 3,039 21 $ 4,459 $ 838,817 $ 843,276 $ — Commercial real estate 19 7,349 6 1,627 13 4,458 38 13,434 2,640,000 2,653,434 — Commercial construction — — — — 1 304 1 304 373,064 373,368 — Small business 11 93 4 9 13 69 28 171 96,075 96,246 — Residential real estate 20 3,119 11 2,049 19 3,433 50 8,601 630,005 638,606 — Home equity 21 1,526 11 903 20 1,338 52 3,767 924,036 927,803 — Other consumer (1) 297 231 12 65 13 25 322 321 14,667 14,988 — Total 377 $ 12,717 48 $ 5,674 87 $ 12,666 512 $ 31,057 $ 5,516,664 $ 5,547,721 $ — (1) Other consumer portfolio is inclusive of deposit account overdrafts recorded as loan balances. Troubled Debt Restructurings In the course of resolving nonperforming loans, the Bank may choose to restructure the contractual terms of certain loans. The Bank attempts to work out an alternative payment schedule with the borrower in order to avoid foreclosure actions. Any loans that are modified are reviewed by the Bank to identify if a TDR has occurred, which is when, for economic or legal reasons related to a borrower’s financial difficulties, the Bank grants a concession to the borrower that it would not otherwise consider. Terms may be modified to fit the ability of the borrower to repay in line with its current financial status and the restructuring of the loan may include the transfer of assets from the borrower to satisfy the debt, a modification of loan terms, or a combination of the two. The following table shows the Company’s total TDRs and other pertinent information as of the dates indicated: September 30, 2016 December 31, 2015 (Dollars in thousands) TDRs on accrual status $ 27,644 $ 32,849 TDRs on nonaccrual 5,910 5,225 Total TDRs $ 33,554 $ 38,074 Amount of specific reserves included in the allowance for loan losses associated with TDRs $ 1,515 $ 1,628 Additional commitments to lend to a borrower who has been a party to a TDR $ 1,097 $ 972 The Company’s policy is to have any restructured loan which is on nonaccrual status prior to being modified remain on nonaccrual status for six months subsequent to being modified before management considers its return to accrual status. If the restructured loan is on accrual status prior to being modified, it is reviewed to determine if the modified loan should remain on accrual status. Additionally, loans classified as TDRs are adjusted to reflect the changes in value of the recorded investment in the loan, if any, resulting from the granting of a concession. For all residential loan modifications, the borrower must perform during a 90 day trial period before the modification is finalized. The following table shows the modifications which occurred during the periods indicated and the change in the recorded investment subsequent to the modifications occurring: Three Months Ended Nine Months Ended September 30, 2016 September 30, 2016 Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (1) Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (1) (Dollars in thousands) Troubled debt restructurings Commercial and industrial — $ — $ — 7 $ 528 $ 528 Commercial real estate 3 986 986 9 2,329 2,329 Small business 1 59 59 3 168 168 Residential real estate — — — 5 1,167 1,209 Home equity 4 328 328 8 632 632 Other consumer — — — 5 107 107 Total 8 $ 1,373 $ 1,373 37 $ 4,931 $ 4,973 Three Months Ended Nine Months Ended September 30, 2015 September 30, 2015 Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (1) Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (1) (Dollars in thousands) Troubled debt restructurings Commercial and industrial 1 $ 100 $ 100 10 $ 1,153 $ 1,153 Commercial real estate 1 653 653 6 2,963 2,963 Small business 2 103 103 7 269 269 Residential real estate 2 218 245 5 376 403 Home equity 1 36 36 4 251 251 Total 7 $ 1,110 $ 1,137 32 $ 5,012 $ 5,039 (1) The post-modification balances represent the legal principal balance of the loan on the date of modification. These amounts may show an increase when modifications include a capitalization of interest. The following table shows the Company’s post-modification balance of TDRs listed by type of modification as of the periods indicated: Three Months Ended September 30 Nine Months Ended September 30 2016 2015 2016 2015 (Dollars in thousands) (Dollars in thousands) Extended maturity $ 256 $ 855 $ 2,638 $ 2,204 Adjusted interest rate — — 92 — Combination rate and maturity 730 246 990 2,769 Court ordered concession 387 36 1,253 66 Total $ 1,373 $ 1,137 $ 4,973 $ 5,039 The Company considers a loan to have defaulted when it reaches 90 days past due. The following table shows loans that have been modified during the past twelve months which have subsequently defaulted during the periods indicated: Three Months Ended September 30 2016 2015 Number Recorded Number Recorded (Dollars in thousands) Troubled debt restructurings that subsequently defaulted Home equity 1 $ 141 — $ — 1 $ 141 — $ — Nine Months Ended September 30 2016 2015 Number of Contracts Recorded Investment Number of Contracts Recorded Investment (Dollars in thousands) Troubled debt restructurings that subsequently defaulted Commercial real estate — $ — 2 $ 880 Commercial and industrial — — 3 339 Home equity 1 $ 141 — $ — 1 $ 141 5 $ 1,219 All TDR loans are considered impaired and therefore are subject to a specific review for impairment. The impairment analysis appropriately discounts the present value of the anticipated cash flows by the loan’s contractual rate of interest in effect prior to the loan’s modification. The amount of impairment, if any, is recorded as a specific loss allocation to each individual loan in the allowance for loan losses. Commercial loans (commercial and industrial, commercial construction, commercial real estate and small business loans), residential loans, and home equity loans that have been classified as TDRs and which subsequently default are reviewed to determine if the loan should be deemed collateral dependent. In such an instance, any shortfall between the value of the collateral and the carrying value of the loan is determined by measuring the recorded investment in the loan against the fair value of the collateral less costs to sell. The Company charges off the amount of any confirmed loan loss in the period when the loans, or portion of loans, are deemed uncollectible. Smaller balance consumer TDR loans are reviewed for performance to determine when a charge-off is appropriate. Impaired Loans A loan is considered impaired when, based on current information and events, it is probable that the Company will be unable to collect the scheduled payments of principal or interest when due according to the contractual terms of the loan agreement. Factors considered by management in determining impairment include payment status, collateral value, and the probability of collecting scheduled principal and interest payments when due. Loans that experience insignificant payment delays and payment shortfalls generally are not classified as impaired. Management determines the significance of payment delays and payment shortfalls on a case-by-case basis, taking into consideration all of the circumstances surrounding the loan and the borrower, including the length of the delay, the reasons for the delay, the borrower’s prior payment record, and the amount of the shortfall in relation to the principal and interest owed. The tables below set forth information regarding the Company’s impaired loans by loan portfolio at the dates indicated: September 30, 2016 Recorded Investment Unpaid Principal Balance Related Allowance (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 2,382 $ 2,750 $ — Commercial real estate 11,481 12,567 — Small business 612 703 — Residential real estate 4,226 4,399 — Home equity 4,611 4,733 — Other consumer 158 159 — Subtotal 23,470 25,311 — With an allowance recorded Commercial and industrial $ 2,086 $ 2,252 $ 134 Commercial real estate 6,596 7,023 355 Small business 357 369 2 Residential real estate 9,967 10,968 1,156 Home equity 1,293 1,459 223 Other consumer 260 261 23 Subtotal 20,559 22,332 1,893 Total $ 44,029 $ 47,643 $ 1,893 December 31, 2015 Recorded Investment Unpaid Principal Balance Related Allowance (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 2,613 $ 3,002 $ — Commercial real estate 12,008 13,128 — Commercial construction 304 305 — Small business 527 618 — Residential real estate 3,874 4,033 — Home equity 4,893 5,005 — Other consumer 184 185 — Subtotal 24,403 26,276 — With an allowance recorded Commercial and industrial $ 2,534 $ 2,648 $ 183 Commercial real estate 10,978 11,047 204 Small business 494 523 4 Residential real estate 11,531 12,652 1,278 Home equity 1,096 1,287 238 Other consumer 374 389 23 Subtotal 27,007 28,546 1,930 Total $ 51,410 $ 54,822 $ 1,930 The following tables set forth information regarding interest income recognized on impaired loans, by portfolio, for the periods indicated: Three Months Ended Nine Months Ended September 30, 2016 September 30, 2016 Average Recorded Investment Interest Income Recognized Average Recorded Investment Interest Income Recognized (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 2,444 $ 16 $ 2,584 $ 48 Commercial real estate 11,549 115 11,775 348 Small business 646 5 679 18 Residential real estate 4,255 42 4,286 134 Home equity 4,616 45 4,677 138 Other consumer 162 3 168 9 Subtotal 23,672 226 24,169 695 With an allowance recorded Commercial and industrial $ 2,097 $ 4 $ 2,135 $ 13 Commercial real estate 6,854 42 6,977 126 Small business 367 6 384 17 Residential real estate 10,004 92 10,071 272 Home equity 1,299 13 1,310 36 Other consumer 265 2 272 6 Subtotal 20,886 159 21,149 470 Total $ 44,558 $ 385 $ 45,318 $ 1,165 Three Months Ended Nine Months Ended September 30, 2015 September 30, 2015 Average Recorded Investment Interest Income Recognized Average Recorded Investment Interest Income Recognized (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 2,080 $ 11 $ 2,204 $ 41 Commercial real estate 13,876 89 14,433 337 Commercial construction 307 — 309 — Small business 465 4 484 14 Residential real estate 3,566 42 3,601 123 Home equity 4,585 44 4,670 134 Other consumer 198 4 207 12 Subtotal 25,077 194 25,908 661 With an allowance recorded Commercial and industrial $ 3,687 $ 10 $ 3,894 $ 57 Commercial real estate 15,830 204 15,993 609 Small business 540 7 564 22 Residential real estate 11,698 106 11,764 358 Home equity 1,221 4 1,238 13 Other consumer 421 4 443 11 Subtotal 33,397 335 33,896 1,070 Total $ 58,474 $ 529 $ 59,804 $ 1,731 Purchased Credit Impaired Loans Certain loans acquired by the Company may have shown evidence of deterioration of credit quality since origination and it was therefore deemed unlikely that the Company would be able to collect all contractually required payments. As such, these loans were deemed to be PCI loans and the carrying value and prospective income recognition are predicated upon future cash flows expected to be collected. The following table displays certain information pertaining to PCI loans at the dates indicated: September 30, 2016 December 31, 2015 (Dollars in thousands) Outstanding balance $ 21,481 $ 23,199 Carrying amount $ 19,274 $ 20,595 The following table summarizes activity in the accretable yield for the PCI loan portfolio: Three Months Ended September 30 Nine Months Ended September 30 2016 2015 2016 2015 (Dollars in thousands) Beginning balance $ 2,625 $ 2,527 $ 2,827 $ 2,974 Acquisition — — — 319 Accretion (359 ) (592 ) (1,188 ) (2,138 ) Other change in expected cash flows (1) 213 278 744 978 Reclassification from nonaccretable difference for loans which have paid off (2) — 218 96 298 Ending balance $ 2,479 $ 2,431 $ 2,479 $ 2,431 (1) Represents changes in cash flows expected to be collected and resulting in increased interest income as a prospective yield adjustment over the remaining life of the loan(s). (2) Results in increased interest income during the period in which the loan paid off at amount greater than originally expected." id="sjs-B4">LOANS, ALLOWANCE FOR LOAN LOSSES, AND CREDIT QUALITY The following tables bifurcate the amount of loans and the allowance allocated to each loan category based on the type of impairment analysis as of the periods indicated: September 30, 2016 (Dollars in thousands) Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Residential Real Estate Home Equity Other Consumer Total Financing receivables ending balance: Collectively evaluated for impairment $ 853,245 $ 2,759,158 $ 376,245 $ 114,085 $ 609,854 $ 958,999 $ 11,244 $ 5,682,830 Individually evaluated for impairment $ 4,468 $ 18,077 $ — $ 969 $ 14,193 $ 5,904 $ 418 $ 44,029 Purchased credit impaired loans $ — $ 10,425 $ — $ — $ 8,638 $ 209 $ 2 $ 19,274 Total loans by group $ 857,713 $ 2,787,660 $ 376,245 $ 115,054 $ 632,685 $ 965,112 $ 11,664 $ 5,746,133 (1 ) December 31, 2015 (Dollars in thousands) Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Residential Real Estate Home Equity Other Consumer Total Financing receivables ending balance: Collectively evaluated for impairment $ 838,129 $ 2,619,294 $ 373,064 $ 95,225 $ 614,014 $ 921,563 $ 14,427 $ 5,475,716 Individually evaluated for impairment $ 5,147 $ 22,986 $ 304 $ 1,021 $ 15,405 $ 5,989 $ 558 $ 51,410 Purchased credit impaired loans $ — $ 11,154 $ — $ — $ 9,187 $ 251 $ 3 $ 20,595 Total loans by group $ 843,276 $ 2,653,434 $ 373,368 $ 96,246 $ 638,606 $ 927,803 $ 14,988 $ 5,547,721 (1 ) (1) The amount of net deferred fees on loans and net unamortized discounts on acquired loans not deemed to be purchased credit impaired ("PCI") included in the ending balance was $10.9 million at both September 30, 2016 and December 31, 2015 respectively. The following tables summarize changes in allowance for loan losses by loan category for the periods indicated: Three Months Ended September 30, 2016 (Dollars in thousands) Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Residential Real Estate Home Equity Other Consumer Total Allowance for loan losses Beginning balance $ 14,027 $ 29,011 $ 5,216 $ 1,441 $ 2,578 $ 4,986 $ 468 $ 57,727 Charge-offs (27 ) (341 ) — (98 ) — (154 ) (523 ) (1,143 ) Recoveries 63 124 — 28 130 24 302 671 Provision (benefit) (189 ) 609 117 113 (44 ) 196 148 950 Ending balance $ 13,874 $ 29,403 $ 5,333 $ 1,484 $ 2,664 $ 5,052 $ 395 $ 58,205 Three Months Ended September 30, 2015 (Dollars in thousands) Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Residential Real Estate Home Equity Other Consumer Total Allowance for loan losses Beginning balance $ 15,279 $ 26,359 $ 4,071 $ 1,248 $ 2,551 $ 4,871 $ 616 $ 54,995 Charge-offs (497 ) (28 ) — (2 ) (40 ) (249 ) (349 ) (1,165 ) Recoveries 22 152 — 57 6 130 208 575 Provision (benefit) (518 ) 582 422 (20 ) 75 128 131 800 Ending balance $ 14,286 $ 27,065 $ 4,493 $ 1,283 $ 2,592 $ 4,880 $ 606 $ 55,205 Nine Months Ended September 30, 2016 (Dollars in thousands) Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Residential Real Estate Home Equity Other Consumer Total Allowance for loan losses Beginning balance $ 13,802 $ 27,327 $ 5,366 $ 1,264 $ 2,590 $ 4,889 $ 587 $ 55,825 Charge-offs (31 ) (365 ) — (191 ) (27 ) (491 ) (1,152 ) (2,257 ) Recoveries 850 535 — 122 182 77 796 2,562 Provision (benefit) (747 ) 1,906 (33 ) 289 (81 ) 577 164 2,075 Ending balance $ 13,874 $ 29,403 $ 5,333 $ 1,484 $ 2,664 $ 5,052 $ 395 $ 58,205 Ending balance: individually evaluated for impairment $ 134 $ 355 $ — $ 2 $ 1,156 $ 223 $ 23 $ 1,893 Ending balance: collectively evaluated for impairment $ 13,740 $ 29,048 $ 5,333 $ 1,482 $ 1,508 $ 4,829 $ 372 $ 56,312 Nine Months Ended September 30, 2015 (Dollars in thousands) Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Residential Real Estate Home Equity Other Consumer Total Allowance for loan losses Beginning balance $ 15,573 $ 25,873 $ 3,945 $ 1,171 $ 2,834 $ 4,956 $ 748 $ 55,100 Charge-offs (1,531 ) (236 ) — (198 ) (242 ) (659 ) (922 ) (3,788 ) Recoveries 903 1,006 — 189 52 234 509 2,893 Provision (benefit) (659 ) 422 548 121 (52 ) 349 271 1,000 Ending balance $ 14,286 $ 27,065 $ 4,493 $ 1,283 $ 2,592 $ 4,880 $ 606 $ 55,205 Ending balance: individually evaluated for impairment $ 252 $ 225 $ — $ 28 $ 1,313 $ 245 $ 27 $ 2,090 Ending balance: collectively evaluated for impairment $ 14,034 $ 26,840 $ 4,493 $ 1,255 $ 1,279 $ 4,635 $ 579 $ 53,115 For the purpose of estimating the allowance for loan losses, management segregates the loan portfolio into the portfolio segments detailed in the above tables. Each of these loan categories possesses unique risk characteristics that are considered when determining the appropriate level of allowance for each segment. Some of the risk characteristics unique to each loan category include: Commercial Portfolio • Commercial and Industrial : Loans in this category consist of revolving and term loan obligations extended to business and corporate enterprises for the purpose of financing working capital and/or capital investment. Collateral generally consists of pledges of business assets including, but not limited to: accounts receivable, inventory, plant and equipment, or real estate, if applicable. Repayment sources consist of primarily, operating cash flow, and secondarily, liquidation of assets. • Commercial Real Estate : Loans in this category consist of mortgage loans to finance investment in real property such as multi-family residential, commercial/retail, office, industrial, hotels, educational and healthcare facilities and other specific use properties. Loans are typically written with amortizing payment structures. Collateral values are determined based upon third party appraisals and evaluations. Loan to value ratios at origination are governed by established policy and regulatory guidelines. Repayment sources consist of primarily, cash flow from operating leases and rents, and secondarily, liquidation of assets. • Commercial Construction : Loans in this category consist of short-term construction loans, revolving and nonrevolving credit lines and construction/permanent loans to finance the acquisition, development and construction or rehabilitation of real property. Project types include residential 1-4 family, condominium and multi-family homes, commercial/retail, office, industrial, hotels, educational and healthcare facilities and other specific use properties. Loans may be written with nonamortizing or hybrid payment structures depending upon the type of project. Collateral values are determined based upon third party appraisals and evaluations. Loan to value ratios at origination are governed by established policy and regulatory guidelines. Repayment sources vary depending upon the type of project and may consist of sale or lease of units, operating cash flows or liquidation of other assets. • Small Business: Loans in this category consist of revolving, term loan and mortgage obligations extended to sole proprietors and small businesses for purposes of financing working capital and/or capital investment. Collateral generally consists of pledges of business assets including, but not limited to, accounts receivable, inventory, plant and equipment, or real estate if applicable. Repayment sources consist primarily of operating cash flows, and secondarily, liquidation of assets. For the commercial portfolio it is the Company’s policy to obtain personal guarantees for payment from individuals holding material ownership interests of the borrowing entities. Consumer Portfolio • Residential Real Estate : Residential mortgage loans held in the Company’s portfolio are made to borrowers who demonstrate the ability to make scheduled payments with full consideration to underwriting factors such as current and expected income, employment status, current assets, other financial resources, credit history and the value of the collateral. Collateral consists of mortgage liens on 1-4 family residential properties. The Company does not originate or purchase sub-prime loans. • Home Equity : Home equity loans and lines are made to qualified individuals and are primarily secured by senior or junior mortgage liens on owner-occupied 1-4 family homes, condominiums or vacation homes. The home equity loan has a fixed rate and is billed in equal payments comprised of principal and interest. The home equity line of credit has a variable rate and is billed in interest-only payments during the draw period. At the end of the draw period, the home equity line of credit is billed as a percentage of the principal balance plus all accrued interest. Additionally, the Company has the option of renewing the line of credit for additional draw periods. Borrower qualifications include favorable credit history combined with supportive income requirements and combined loan to value ratios within established policy guidelines. • Other Consumer: Other consumer loan products include personal lines of credit and amortizing loans made to qualified individuals for various purposes such as education, debt consolidation, personal expenses or overdraft protection. Borrower qualifications include favorable credit history combined with supportive income and collateral requirements within established policy guidelines. These loans may be secured or unsecured. Credit Quality The Company continually monitors the asset quality of the loan portfolio using all available information. Based on this information, loans demonstrating certain payment issues or other weaknesses may be categorized as delinquent, impaired, nonperforming and/or put on nonaccrual status. Additionally, in the course of resolving such loans, the Company may choose to restructure the contractual terms of certain loans to match the borrower’s ability to repay the loan based on their current financial condition. If a restructured loan meets certain criteria, it may be categorized as a troubled debt restructuring (“TDR”). The Company reviews numerous credit quality indicators when assessing the risk in its loan portfolio. For the commercial portfolio, the Company utilizes a 10-point commercial risk-rating system, which assigns a risk-grade to each borrower based on a number of quantitative and qualitative factors associated with a commercial loan transaction. Factors considered include industry and market conditions, position within the industry, earnings trends, operating cash flow, asset/liability values, debt capacity, guarantor strength, management and controls, financial reporting, collateral, and other considerations. The risk-ratings categories are defined as follows: • 1- 6 Rating — Pass: Risk-rating grades “1” through “6” comprise those loans ranging from ‘Substantially Risk Free’ which indicates borrowers are of unquestioned credit standing and the pinnacle of credit quality, well established companies with a very strong financial condition, and loans fully secured by cash collateral, through ‘Acceptable Risk’, which indicates borrowers may exhibit declining earnings, strained cash flow, increasing or above average leverage and/or weakening market fundamentals that indicate below average asset quality, margins and market share. Collateral coverage is protective. • 7 Rating — Potential Weakness: Borrowers exhibit potential credit weaknesses or downward trends deserving management’s close attention. If not checked or corrected, these trends will weaken the Company’s asset and position. While potentially weak, currently these borrowers are marginally acceptable; no loss of principal or interest is envisioned. • 8 Rating — Definite Weakness Loss Unlikely: Borrowers exhibit well defined weaknesses that jeopardize the orderly liquidation of debt. Loan may be inadequately protected by the current net worth and paying capacity of the obligor or by the collateral pledged, if any. Normal repayment from the borrower is in jeopardy, although no loss of principal is envisioned. However, there is a distinct possibility that a partial loss of interest and/or principal will occur if the deficiencies are not corrected. Collateral coverage may be inadequate to cover the principal obligation. • 9 Rating — Partial Loss Probable: Borrowers exhibit well defined weaknesses that jeopardize the orderly liquidation of debt with the added provision that the weaknesses make collection of the debt in full, on the basis of currently existing facts, conditions, and values, highly questionable and improbable. Serious problems exist to the point where partial loss of principal is likely. • 10 Rating — Definite Loss: Borrowers deemed incapable of repayment. Loans to such borrowers are considered uncollectible and of such little value that continuation as active assets of the Company is not warranted. The credit quality of the commercial loan portfolio is actively monitored and any changes in credit quality are reflected in risk-rating changes. Risk-ratings are assigned or reviewed for all new loans, when advancing significant additions to existing relationships (over $50,000 ), at least quarterly for all actively managed loans, and any time a significant event occurs, including at renewal of the loan. The Company utilizes a comprehensive strategy for monitoring commercial credit quality. Borrowers are required to provide updated financial information at least annually which is carefully evaluated for any changes in credit quality. Larger loan relationships are subject to a full annual credit review by an experienced credit analysis group. Additionally, the Company retains an independent loan review firm to evaluate the credit quality of the commercial loan portfolio. The independent loan review process achieves significant penetration into the commercial loan portfolio and reports the results of these reviews to the Audit Committee of the Board of Directors on a quarterly basis. The following table details the amount of outstanding principal balances relative to each of the risk-rating categories for the Company’s commercial portfolio: September 30, 2016 Category Risk Rating Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Total (Dollars in thousands) Pass 1 - 6 $ 746,616 $ 2,648,658 $ 370,149 $ 112,442 $ 3,877,865 Potential weakness 7 83,166 86,408 4,516 1,965 176,055 Definite weakness-loss unlikely 8 27,909 50,162 1,580 619 80,270 Partial loss probable 9 22 2,432 — 28 2,482 Definite loss 10 — — — — — Total $ 857,713 $ 2,787,660 $ 376,245 $ 115,054 $ 4,136,672 December 31, 2015 Category Risk Rating Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Total (Dollars in thousands) Pass 1 - 6 $ 765,753 $ 2,484,025 $ 363,781 $ 93,008 $ 3,706,567 Potential weakness 7 54,375 112,022 7,678 2,444 176,519 Definite weakness-loss unlikely 8 23,073 56,276 1,909 732 81,990 Partial loss probable 9 75 1,111 — 62 1,248 Definite loss 10 — — — — — Total $ 843,276 $ 2,653,434 $ 373,368 $ 96,246 $ 3,966,324 For the Company’s consumer portfolio, the quality of the loan is best indicated by the repayment performance of an individual borrower. However, the Company does supplement performance data with current Fair Isaac Corporation (“FICO”) scores and Loan to Value (“LTV”) estimates. Current FICO data is purchased and appended to all consumer loans on a quarterly basis. In addition, automated valuation services and broker opinions of value are used to supplement original value data for the residential and home equity portfolios, periodically. The following table shows the weighted average FICO scores and the weighted average combined LTV ratios as of the periods indicated below: September 30, December 31, Residential portfolio FICO score (re-scored)(1) 743 742 LTV (re-valued)(2) 62.7 % 61.4 % Home equity portfolio FICO score (re-scored)(1) 767 765 LTV (re-valued)(2) 56.2 % 55.8 % (1) The average FICO scores for September 30, 2016 are based upon rescores available from August 31, 2016 and origination score data for loans booked between September 1, 2016 and September 30, 2016. The average FICO scores for December 31, 2015 are based upon rescores available from November 30, 2015 and origination score data for loans booked between December 1, 2015 and December 31, 2015. (2) The combined LTV ratios for September 30, 2016 are based upon updated automated valuations as of March 31, 2015 and origination value data for loans booked between April 1, 2015 and September 30, 2016. The combined LTV ratios for December 31, 2015 are based upon updated automated valuations as of March 31, 2015 and actual score data for loans booked from April 1, 2015 through December 31, 2015. For home equity loans and lines in a subordinate lien position, the LTV data represents a combined LTV, taking into account the senior lien data for loans and lines. Asset Quality The Company’s philosophy toward managing its loan portfolios is predicated upon careful monitoring, which stresses early detection and response to delinquent and default situations. Delinquent loans are managed by a team of seasoned collection specialists and the Company seeks to make arrangements to resolve any delinquent or default situation over the shortest possible time frame. As a general rule, loans more than 90 days past due with respect to principal or interest are classified as nonaccrual loans. The Company also may use discretion regarding other loans over 90 days delinquent if the loan is well secured and/or in process of collection. Set forth is information regarding the Company’s nonperforming loans at the period shown: The following table shows information regarding nonaccrual loans at the dates indicated: September 30, 2016 December 31, 2015 (Dollars in thousands) Commercial and industrial $ 3,065 $ 3,699 Commercial real estate 7,399 7,856 Commercial construction — 304 Small business 288 239 Residential real estate 7,684 8,795 Home equity 6,311 6,742 Other consumer 44 55 Total nonaccrual loans(1) $ 24,791 $ 27,690 (1) Included in these amounts were $5.9 million and $5.2 million of nonaccruing TDRs at September 30, 2016 and December 31, 2015 , respectively. The following table shows information regarding foreclosed residential real estate property at the dates indicated: September 30, 2016 December 31, 2015 (Dollars in thousands) Foreclosed residential real estate property held by the creditor $ 1,384 $ 1,430 Recorded investment in mortgage loans collateralized by residential real estate property that are in the process of foreclosure $ 1,557 $ 1,059 The following table shows the age analysis of past due financing receivables as of the dates indicated: September 30, 2016 30-59 days 60-89 days 90 days or more Total Past Due Total Financing Receivables Recorded Investment >90 Days and Accruing Number of Loans Principal Balance Number of Loans Principal Balance Number of Loans Principal Balance Number of Loans Principal Balance Current (Dollars in thousands) Loan Portfolio Commercial and industrial 5 $ 436 2 $ 205 6 $ 2,584 13 $ 3,225 $ 854,488 $ 857,713 $ — Commercial real estate 6 3,396 9 2,200 8 3,772 23 9,368 2,778,292 2,787,660 — Commercial construction — — — — — — — — 376,245 376,245 — Small business 16 218 5 90 18 203 39 511 114,543 115,054 — Residential real estate 13 2,621 11 1,692 27 4,222 51 8,535 624,150 632,685 — Home equity 14 1,199 11 611 30 1,794 55 3,604 961,508 965,112 — Other consumer (1) 250 230 19 32 15 11 284 273 11,391 11,664 2 Total 304 $ 8,100 57 $ 4,830 104 $ 12,586 465 $ 25,516 $ 5,720,617 $ 5,746,133 $ 2 December 31, 2015 30-59 days 60-89 days 90 days or more Total Past Due Total Financing Receivables Recorded Investment >90 Days and Accruing Number of Loans Principal Balance Number of Loans Principal Balance Number of Loans Principal Balance Number of Loans Principal Balance Current (Dollars in thousands) Loan Portfolio Commercial and industrial 9 $ 399 4 $ 1,021 8 $ 3,039 21 $ 4,459 $ 838,817 $ 843,276 $ — Commercial real estate 19 7,349 6 1,627 13 4,458 38 13,434 2,640,000 2,653,434 — Commercial construction — — — — 1 304 1 304 373,064 373,368 — Small business 11 93 4 9 13 69 28 171 96,075 96,246 — Residential real estate 20 3,119 11 2,049 19 3,433 50 8,601 630,005 638,606 — Home equity 21 1,526 11 903 20 1,338 52 3,767 924,036 927,803 — Other consumer (1) 297 231 12 65 13 25 322 321 14,667 14,988 — Total 377 $ 12,717 48 $ 5,674 87 $ 12,666 512 $ 31,057 $ 5,516,664 $ 5,547,721 $ — (1) Other consumer portfolio is inclusive of deposit account overdrafts recorded as loan balances. Troubled Debt Restructurings In the course of resolving nonperforming loans, the Bank may choose to restructure the contractual terms of certain loans. The Bank attempts to work out an alternative payment schedule with the borrower in order to avoid foreclosure actions. Any loans that are modified are reviewed by the Bank to identify if a TDR has occurred, which is when, for economic or legal reasons related to a borrower’s financial difficulties, the Bank grants a concession to the borrower that it would not otherwise consider. Terms may be modified to fit the ability of the borrower to repay in line with its current financial status and the restructuring of the loan may include the transfer of assets from the borrower to satisfy the debt, a modification of loan terms, or a combination of the two. The following table shows the Company’s total TDRs and other pertinent information as of the dates indicated: September 30, 2016 December 31, 2015 (Dollars in thousands) TDRs on accrual status $ 27,644 $ 32,849 TDRs on nonaccrual 5,910 5,225 Total TDRs $ 33,554 $ 38,074 Amount of specific reserves included in the allowance for loan losses associated with TDRs $ 1,515 $ 1,628 Additional commitments to lend to a borrower who has been a party to a TDR $ 1,097 $ 972 The Company’s policy is to have any restructured loan which is on nonaccrual status prior to being modified remain on nonaccrual status for six months subsequent to being modified before management considers its return to accrual status. If the restructured loan is on accrual status prior to being modified, it is reviewed to determine if the modified loan should remain on accrual status. Additionally, loans classified as TDRs are adjusted to reflect the changes in value of the recorded investment in the loan, if any, resulting from the granting of a concession. For all residential loan modifications, the borrower must perform during a 90 day trial period before the modification is finalized. The following table shows the modifications which occurred during the periods indicated and the change in the recorded investment subsequent to the modifications occurring: Three Months Ended Nine Months Ended September 30, 2016 September 30, 2016 Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (1) Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (1) (Dollars in thousands) Troubled debt restructurings Commercial and industrial — $ — $ — 7 $ 528 $ 528 Commercial real estate 3 986 986 9 2,329 2,329 Small business 1 59 59 3 168 168 Residential real estate — — — 5 1,167 1,209 Home equity 4 328 328 8 632 632 Other consumer — — — 5 107 107 Total 8 $ 1,373 $ 1,373 37 $ 4,931 $ 4,973 Three Months Ended Nine Months Ended September 30, 2015 September 30, 2015 Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (1) Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (1) (Dollars in thousands) Troubled debt restructurings Commercial and industrial 1 $ 100 $ 100 10 $ 1,153 $ 1,153 Commercial real estate 1 653 653 6 2,963 2,963 Small business 2 103 103 7 269 269 Residential real estate 2 218 245 5 376 403 Home equity 1 36 36 4 251 251 Total 7 $ 1,110 $ 1,137 32 $ 5,012 $ 5,039 (1) The post-modification balances represent the legal principal balance of the loan on the date of modification. These amounts may show an increase when modifications include a capitalization of interest. The following table shows the Company’s post-modification balance of TDRs listed by type of modification as of the periods indicated: Three Months Ended September 30 Nine Months Ended September 30 2016 2015 2016 2015 (Dollars in thousands) (Dollars in thousands) Extended maturity $ 256 $ 855 $ 2,638 $ 2,204 Adjusted interest rate — — 92 — Combination rate and maturity 730 246 990 2,769 Court ordered concession 387 36 1,253 66 Total $ 1,373 $ 1,137 $ 4,973 $ 5,039 The Company considers a loan to have defaulted when it reaches 90 days past due. The following table shows loans that have been modified during the past twelve months which have subsequently defaulted during the periods indicated: Three Months Ended September 30 2016 2015 Number Recorded Number Recorded (Dollars in thousands) Troubled debt restructurings that subsequently defaulted Home equity 1 $ 141 — $ — 1 $ 141 — $ — Nine Months Ended September 30 2016 2015 Number of Contracts Recorded Investment Number of Contracts Recorded Investment (Dollars in thousands) Troubled debt restructurings that subsequently defaulted Commercial real estate — $ — 2 $ 880 Commercial and industrial — — 3 339 Home equity 1 $ 141 — $ — 1 $ 141 5 $ 1,219 All TDR loans are considered impaired and therefore are subject to a specific review for impairment. The impairment analysis appropriately discounts the present value of the anticipated cash flows by the loan’s contractual rate of interest in effect prior to the loan’s modification. The amount of impairment, if any, is recorded as a specific loss allocation to each individual loan in the allowance for loan losses. Commercial loans (commercial and industrial, commercial construction, commercial real estate and small business loans), residential loans, and home equity loans that have been classified as TDRs and which subsequently default are reviewed to determine if the loan should be deemed collateral dependent. In such an instance, any shortfall between the value of the collateral and the carrying value of the loan is determined by measuring the recorded investment in the loan against the fair value of the collateral less costs to sell. The Company charges off the amount of any confirmed loan loss in the period when the loans, or portion of loans, are deemed uncollectible. Smaller balance consumer TDR loans are reviewed for performance to determine when a charge-off is appropriate. Impaired Loans A loan is considered impaired when, based on current information and events, it is probable that the Company will be unable to collect the scheduled payments of principal or interest when due according to the contractual terms of the loan agreement. Factors considered by management in determining impairment include payment status, collateral value, and the probability of collecting scheduled principal and interest payments when due. Loans that experience insignificant payment delays and payment shortfalls generally are not classified as impaired. Management determines the significance of payment delays and payment shortfalls on a case-by-case basis, taking into consideration all of the circumstances surrounding the loan and the borrower, including the length of the delay, the reasons for the delay, the borrower’s prior payment record, and the amount of the shortfall in relation to the principal and interest owed. The tables below set forth information regarding the Company’s impaired loans by loan portfolio at the dates indicated: September 30, 2016 Recorded Investment Unpaid Principal Balance Related Allowance (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 2,382 $ 2,750 $ — Commercial real estate 11,481 12,567 — Small business 612 703 — Residential real estate 4,226 4,399 — Home equity 4,611 4,733 — Other consumer 158 159 — Subtotal 23,470 25,311 — With an allowance recorded Commercial and industrial $ 2,086 $ 2,252 $ 134 Commercial real estate 6,596 7,023 355 Small business 357 369 2 Residential real estate 9,967 10,968 1,156 Home equity 1,293 1,459 223 Other consumer 260 261 23 Subtotal 20,559 22,332 1,893 Total $ 44,029 $ 47,643 $ 1,893 December 31, 2015 Recorded Investment Unpaid Principal Balance Related Allowance (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 2,613 $ 3,002 $ — Commercial real estate 12,008 13,128 — Commercial construction 304 305 — Small business 527 618 — Residential real estate 3,874 4,033 — Home equity 4,893 5,005 — Other consumer 184 185 — Subtotal 24,403 26,276 — With an allowance recorded Commercial and industrial $ 2,534 $ 2,648 $ 183 Commercial real estate 10,978 11,047 204 Small business 494 523 4 Residential real estate 11,531 12,652 1,278 Home equity 1,096 1,287 238 Other consumer 374 389 23 Subtotal 27,007 28,546 1,930 Total $ 51,410 $ 54,822 $ 1,930 The following tables set forth information regarding interest income recognized on impaired loans, by portfolio, for the periods indicated: Three Months Ended Nine Months Ended September 30, 2016 September 30, 2016 Average Recorded Investment Interest Income Recognized Average Recorded Investment Interest Income Recognized (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 2,444 $ 16 $ 2,584 $ 48 Commercial real estate 11,549 115 11,775 348 Small business 646 5 679 18 Residential real estate 4,255 42 4,286 134 Home equity 4,616 45 4,677 138 Other consumer 162 3 168 9 Subtotal 23,672 226 24,169 695 With an allowance recorded Commercial and industrial $ 2,097 $ 4 $ 2,135 $ 13 Commercial real estate 6,854 42 6,977 126 Small business 367 6 384 17 Residential real estate 10,004 92 10,071 272 Home equity 1,299 13 1,310 36 Other consumer 265 2 272 6 Subtotal 20,886 159 21,149 470 Total $ 44,558 $ 385 $ 45,318 $ 1,165 Three Months Ended Nine Months Ended September 30, 2015 September 30, 2015 Average Recorded Investment Interest Income Recognized Average Recorded Investment Interest Income Recognized (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 2,080 $ 11 $ 2,204 $ 41 Commercial real estate 13,876 89 14,433 337 Commercial construction 307 — 309 — Small business 465 4 484 14 Residential real estate 3,566 42 3,601 123 Home equity 4,585 44 4,670 134 Other consumer 198 4 207 12 Subtotal 25,077 194 25,908 661 With an allowance recorded Commercial and industrial $ 3,687 $ 10 $ 3,894 $ 57 Commercial real estate 15,830 204 15,993 609 Small business 540 7 564 22 Residential real estate 11,698 106 11,764 358 Home equity 1,221 4 1,238 13 Other consumer 421 4 443 11 Subtotal 33,397 335 33,896 1,070 Total $ 58,474 $ 529 $ 59,804 $ 1,731 Purchased Credit Impaired Loans Certain loans acquired by the Company may have shown evidence of deterioration of credit quality since origination and it was therefore deemed unlikely that the Company would be able to collect all contractually required payments. As such, these loans were deemed to be PCI loans and the carrying value and prospective income recognition are predicated upon future cash flows expected to be collected. The following table displays certain information pertaining to PCI loans at the dates indicated: September 30, 2016 December 31, 2015 (Dollars in thousands) Outstanding balance $ 21,481 $ 23,199 Carrying amount $ 19,274 $ 20,595 The following table summarizes activity in the accretable yield for the PCI loan portfolio: Three Months Ended September 30 Nine Months Ended September 30 2016 2015 2016 2015 (Dollars in thousands) Beginning balance $ 2,625 $ 2,527 $ 2,827 $ 2,974 Acquisition — — — 319 Accretion (359 ) (592 ) (1,188 ) (2,138 ) Other change in expected cash flows (1) 213 278 744 978 Reclassification from nonaccretable difference for loans which have paid off (2) — 218 96 298 Ending balance $ 2,479 $ 2,431 $ 2,479 $ 2,431 (1) Represents changes in cash flows expected to be collected and resulting in increased interest income as a prospective yield adjustment over the remaining life of the loan(s). (2) Results in increased interest income during the period in which the loan paid off at amount greater than originally expected.

Earnings Per Share

Earnings Per Share	9 Months Ended
	Sep. 30, 2016
Earnings Per Share [Abstract]
EARNINGS PER SHARE	EARNINGS PER SHARE Earnings per share consisted of the following components for the periods indicated: Three Months Ended Nine Months Ended September 30 September 30 2016 2015 2016 2015 (Dollars in thousands, except share and per share data) Net income $ 20,484 $ 18,594 $ 59,469 $ 45,505 Weighted Average Shares Basic shares 26,324,316 26,200,621 26,301,340 25,774,571 Effect of dilutive securities 53,072 63,493 48,354 72,921 Diluted shares 26,377,388 26,264,114 26,349,694 25,847,492 Net income per share Basic EPS $ 0.78 $ 0.71 $ 2.26 $ 1.77 Effect of dilutive securities — — — (0.01 ) Diluted EPS $ 0.78 $ 0.71 $ 2.26 $ 1.76 The following table illustrates the options to purchase common stock or shares of performance-based restricted stock that were excluded from the calculation of diluted earnings per share because they were anti-dilutive for the periods indicated: Three Months Ended Nine Months Ended September 30 September 30 2016 2015 2016 2015 Stock options 4,293 — 1,441 — Performance-based restricted stock — — — —

Stock Based Compensation

Stock Based Compensation	9 Months Ended
	Sep. 30, 2016
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
STOCK BASED COMPENSATION	STOCK BASED COMPENSATION Time Vested Restricted Stock Awards During the nine months ended September 30, 2016 , the Company made the following awards of restricted stock: Date Shares Granted Plan Grant Date Fair Value Per Share Vesting Period 2/11/2016 51,475 2005 Employee Stock Plan $ 41.96 Ratably over 5 years from grant date 3/1/2016 600 2005 Employee Stock Plan $ 44.37 Ratably over 5 years from grant date 5/24/2016 8,700 2010 NonEmployee Director Stock Plan $ 48.34 Cliff vest 5 years from grant date 9/19/2016 800 2005 Employee Stock Plan $ 52.92 Ratably over 5 years from grant date The fair value of the restricted stock awards is based upon the average of the high and low price at which the Company’s common stock traded on the date of grant. The holders of restricted stock awards participate fully in the rewards of stock ownership of the Company, including voting and dividend rights. Performance-Based Restricted Stock Awards On February 11, 2016, the Company granted 20,450 performance-based restricted stock awards to certain executive level employees. These performance-based restricted stock awards were issued from the 2005 Employee Stock Plan and were determined to have a grant date fair value per share of $41.96 . The number of shares to be vested will be contingent upon the Company's attainment of certain performance measures outlined in the award agreement and will be measured as of the end of the three year performance period (January 1, 2016 - December 31, 2018). These awards will be accounted for as equity awards due to the nature of these awards and the fact that these shares will not be settled in cash. The fair value of the performance-based restricted stock awards, assuming achievement at target, is based upon the average of the high and low price at which the Company’s common stock traded on the date of grant. The holders of these awards are not entitled to receive dividends or vote until the shares are vested. Stock Options The Company has made the following awards of nonqualified options to purchase shares of common stock during the nine months ended September 30, 2016 : Nine Months Ended September 30, 2016 Date of grant 7/14/2016 2/20/2016 Plan 2010 2010 Options granted 5,000 5,000 Vesting period (beginning on grant date) 18 months 22 months Expiration date 7/14/2026 2/20/2026 Expected volatility 32.28 % 32.44 % Expected life (years) 5.5 5.5 Expected dividend yield 2.37 % 2.28 % Risk free interest rate 1.14 % 1.29 % Fair value per option $ 11.46 $ 10.59

Repurchase Agreements Disclosur

Repurchase Agreements Disclosure of Repurchase Agreements (Notes)	9 Months Ended
	Sep. 30, 2016
Repurchase Agreements [Abstract]
Repurchase Agreements, Resale Agreements, Securities Borrowed, and Securities Loaned Disclosure [Text Block]	REPURCHASE AGREEMENTS The Company can raise additional liquidity by entering into repurchase agreements at its discretion. In a security repurchase agreement transaction, the Company will generally sell a security, agreeing to repurchase either the same or substantially identical security on a specified later date, at a greater price than the original sales price. The difference between the sale price and purchase price is the cost of the proceeds, which is recorded as interest expense. The securities underlying the agreements are delivered to counterparties as security for the repurchase obligations. Since the securities are treated as collateral and the agreement does not qualify for a full transfer of effective control, the transactions does not meet the criteria to be classified as a sale, and is therefore considered a secured borrowing transaction for accounting purposes. Payments on such borrowings are interest only until the scheduled repurchase date. In a repurchase agreement the Company is subject to the risk that the purchaser may default at maturity and not return the securities underlying the agreements. In order to minimize this potential risk, the Company either deals with established firms when entering into these transactions or with customers whose agreements stipulate that the securities underlying the agreement are not delivered to the customer and instead are held in segregated safekeeping accounts by the Company's safekeeping agents. The tables below set forth information regarding the Company’s repurchase agreements allocated by source of collateral at the dates indicated: September 30, 2016 Remaining Contractual Maturity of the Agreements Overnight and Continuous Up to 30 Days 30-90 Days Greater than 90 Days Total (Dollars in thousands) Sources of collateral U.S. government agency securities $ 15,608 $ — $ — $ — $ 15,608 Agency mortgage-backed securities 54,535 — — — 54,535 Agency collateralized mortgage obligations 70,771 — — — 70,771 Total borrowings $ 140,914 $ — $ — $ — $ 140,914 December 31, 2015 Remaining Contractual Maturity of the Agreements Overnight and Continuous Up to 30 Days 30-90 Days Greater than 90 Days Total (Dollars in thousands) Sources of Collateral U.S. government agency securities $ 10,157 $ — $ — $ — $ 10,157 Agency mortgage-backed securities 69,142 — — — 69,142 Agency collateralized mortgage obligations 54,659 — — — 54,659 Total borrowings $ 133,958 $ — $ — $ — $ 133,958 Certain counterparties monitor collateral, and may request additional collateral to be posted from time to time. For further information regarding the Company's repurchase agreements see Note 9 - Balance Sheet Offsetting .

Derivatives and Hedging Activit

Derivatives and Hedging Activities	9 Months Ended
	Sep. 30, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]
DERIVATIVES AND HEDGING ACTIVITIES	DERIVATIVE AND HEDGING ACTIVITIES The Company’s derivative financial instruments are used to manage differences in the amount, timing, and duration of the Company’s known or expected cash receipts and its known or expected cash payments principally to manage the Company’s interest rate risk. Additionally, the Company enters into interest rate derivatives and foreign exchange contracts to accommodate the business requirements of its customers (“customer related positions”). The Company minimizes the market and liquidity risks of customer related positions by entering into similar offsetting positions with broker-dealers. Derivative instruments are carried at fair value in the Company’s financial statements. The accounting for changes in the fair value of a derivative instrument is dependent upon whether or not it qualifies as a hedge for accounting purposes, and further, by the type of hedging relationship. The Company does not enter into proprietary trading positions for any derivatives. Interest Rate Positions The Company currently utilizes interest rate swap agreements as hedging instruments against interest rate risk associated with the Company’s borrowings. An interest rate swap is an agreement whereby one party agrees to pay a floating rate of interest on a notional principal amount in exchange for receiving a fixed rate of interest on the same notional amount, for a predetermined period of time, from a second party. The amounts relating to the notional principal amount are not actually exchanged. The maximum length of time over which the Company is currently hedging its exposure to the variability in future cash flows for forecasted transactions related to the payment of variable interest on existing financial instruments is five years. The following table reflects the Company’s derivative positions for the periods indicated below for interest rate swaps which qualify as cash flow hedges for accounting purposes: September 30, 2016 Notional Amount Trade Date Effective Date Maturity Date Receive (Variable) Index Current Rate Received Pay Fixed Swap Rate Fair Value (Dollars in thousands) $ 25,000 16-Feb-06 28-Dec-06 28-Dec-16 3 Month LIBOR 0.85 % 5.04 % $ (255 ) 25,000 16-Feb-06 28-Dec-06 28-Dec-16 3 Month LIBOR 0.85 % 5.04 % (255 ) 25,000 9-Dec-08 10-Dec-08 10-Dec-18 3 Month LIBOR 0.85 % 2.94 % (1,068 ) 25,000 1-Apr-16 17-Jan-17 15-Dec-21 (1) 3 Month LIBOR TBD 1.36 % (208 ) 25,000 1-Apr-16 17-Jan-17 15-Dec-21 (1) 3 Month LIBOR TBD 1.36 % (207 ) $ 125,000 $ (1,993 ) December 31, 2015 Notional Amount Trade Date Effective Date Maturity Date Receive (Variable) Index Current Rate Received Pay Fixed Swap Rate Fair Value (Dollars in thousands) $ 25,000 16-Feb-06 28-Dec-06 28-Dec-16 3 Month LIBOR 0.51 % 5.04 % $ (1,054 ) 25,000 16-Feb-06 28-Dec-06 28-Dec-16 3 Month LIBOR 0.51 % 5.04 % (1,055 ) 25,000 9-Dec-08 10-Dec-08 10-Dec-18 3 Month LIBOR 0.49 % 2.94 % (1,164 ) $ 75,000 $ (3,273 ) (1) In April 2016, the Company entered into two forward starting swaps with notional amounts of $25.0 million each, with the intention of hedging $50.0 million of existing junior subordinated debentures, as the current hedges on this borrowing expire in December 2016. For derivative instruments that are designated and qualify as cash flow hedging instruments, the effective portion of the gains or losses is reported as a component of other comprehensive income ("OCI"), and is subsequently reclassified into earnings in the period that the hedged forecasted transaction affects earnings. The Company expects approximately $914,000 (pre-tax) to be reclassified to interest expense from OCI related to the Company’s cash flow hedges in the next twelve months. This reclassification is due to anticipated payments that will be made and/or received on the swaps based upon the forward curve as of September 30, 2016 . The Company recognized $61,000 and $ 183,000 of net amortization income that was an offset to interest expense related to previously terminated swaps for the three and nine month periods ended September 30, 2016 and 2015 , respectively. The Company had no fair value hedges as of September 30, 2016 or December 31, 2015 . Customer Related Positions Loan level derivatives, primarily interest rate swaps, offered to commercial borrowers through the Company’s loan level derivative program do not qualify as hedges for accounting purposes. The Company believes that its exposure to commercial customer derivatives is limited because these contracts are simultaneously matched at inception with an offsetting dealer transaction. The commercial customer derivative program allows the Company to retain variable-rate commercial loans while allowing the customer to synthetically fix the loan rate by entering into a variable-to-fixed interest rate swap. Foreign exchange contracts offered to commercial borrowers through the Company’s derivative program do not qualify as hedges for accounting purposes. The Company acts as a seller and buyer of foreign exchange contracts to accommodate its customers. To mitigate the market and liquidity risk associated with these derivatives, the Company enters into similar offsetting positions. The following table reflects the Company’s customer related derivative positions for the periods indicated below for those derivatives not designated as hedging: Notional Amount Maturing Number of Positions (1) Less than 1 year Less than 2 years Less than 3 years Less than 4 years Thereafter Total Fair Value September 30, 2016 (Dollars in thousands) Loan level swaps Receive fixed, pay variable 201 $ 29,006 $ 33,125 $ 79,593 $ 79,123 $ 559,208 $ 780,055 $ 41,390 Pay fixed, receive variable 186 $ 29,006 $ 33,125 $ 79,593 $ 79,123 $ 559,208 $ 780,055 $ (41,357 ) Foreign exchange contracts Buys foreign currency, sells U.S. currency 24 $ 48,831 $ — $ — $ — $ — $ 48,831 $ 91 Buys U.S. currency, sells foreign currency 24 $ 48,831 $ — $ — $ — $ — $ 48,831 $ (66 ) December 31, 2015 (Dollars in thousands) Loan level swaps Receive fixed, pay variable 171 $ 37,732 $ 34,424 $ 29,629 $ 77,041 $ 488,110 $ 666,936 $ 22,467 Pay fixed, receive variable 165 $ 37,732 $ 34,424 $ 29,629 $ 77,041 $ 488,110 $ 666,936 $ (22,462 ) Foreign exchange contracts Buys foreign currency, sells U.S. currency 21 $ 38,416 $ — $ — $ — $ — $ 38,416 $ (354 ) Buys U.S. currency, sells foreign currency 21 $ 38,416 $ — $ — $ — $ — $ 38,416 $ 382 (1) The Company may enter into one dealer swap agreement which offsets multiple commercial borrower swap agreements. Mortgage Derivatives Prior to closing and funding certain 1- 4 family residential mortgage loans, an interest rate lock commitment is generally extended to the borrower. During the period from commitment date to closing date, the Company is subject to the risk that market rates of interest may change. If market rates rise, investors generally will pay less to purchase such loans resulting in a reduction in the gain on sale of the loans or, possibly, a loss. In an effort to mitigate such risk, forward delivery sales commitments are executed, under which the Company agrees to deliver whole mortgage loans to various investors. These forward commitments carry a market price that has a strong inverse relationship to that of mortgage prices. Certain assumptions, including pull through rates and rate lock periods, are used in managing the existing and future hedges. The effectiveness of the economic hedges rely on the accuracy of these assumptions. The change in fair value on the interest rate lock commitments and forward delivery sale commitments are recorded in current period earnings as a component of mortgage banking income. In addition, the Company has elected the fair value option to carry loans held for sale at fair value. The change in fair value of loans held for sale is recorded in current period earnings as a component of mortgage banking income in accordance with the Company's fair value election. The change in fair value associated with loans held for sale was an increase of $47,000 and a decrease of $181,000 for the three month periods ended September 30, 2016 and 2015 , respectively, and increases of $60,000 and $3,000 for the nine month periods ended September 30, 2016 and 2015 , respectively. These amounts were offset in earnings by the change in the fair value of mortgage derivatives. The table below presents the fair value of the Company’s derivative financial instruments as well as their classification on the balance sheet at the periods indicated: Asset Derivatives Liability Derivatives Fair Value at Fair Value at Fair Value at Fair Value at Balance Sheet September 30 December 31 Balance Sheet September 30 December 31 (Dollars in thousands) Derivatives designated as hedges Interest rate derivatives Other assets $ — $ — Other liabilities $ 1,993 $ 3,273 Derivatives not designated as hedges Customer Related Positions Loan level derivatives Other assets $ 41,411 $ 22,470 Other liabilities $ 41,378 $ 22,465 Foreign exchange contracts Other assets 494 602 Other liabilities 469 574 Mortgage Derivatives Interest rate lock commitments Other assets 488 233 Other liabilities — — Forward sales agreements Other assets 163 — Other liabilities — 1 $ 42,556 $ 23,305 $ 41,847 $ 23,040 Total $ 42,556 $ 23,305 $ 43,840 $ 26,313 The table below presents the effect of the Company’s derivative financial instruments included in OCI and current earnings for the periods indicated: Three Months Ended Nine Months Ended September 30 September 30 2016 2015 2016 2015 (Dollars in thousands) Derivatives designated as hedges Gain in OCI on derivatives (effective portion), net of tax $ 674 $ 132 $ 653 $ 596 Loss reclassified from OCI into interest expense (effective portion) $ (648 ) $ (715 ) $ (1,949 ) $ (2,130 ) Loss recognized in income on derivatives (ineffective portion and amount excluded from effectiveness testing) Interest expense $ — $ — $ — $ — Other expense — — — — Total $ — $ — $ — $ — Derivatives not designated as hedges Changes in fair value of customer related positions Other income $ (42 ) $ 39 $ 71 $ 56 Other expense (12 ) — (46 ) (51 ) Changes in fair value of mortgage derivatives Mortgage banking income 115 174 $ 419 67 Total $ 61 $ 213 $ 444 $ 72 By using derivatives, the Company is exposed to credit risk to the extent that counterparties to the derivative contracts do not perform as required. Should a counterparty fail to perform under the terms of a derivative contract, the Company's credit exposure on interest rate swaps is limited to the net positive fair value and accrued interest of all swaps with each counterparty. The Company seeks to minimize counterparty credit risk through credit approvals, limits, monitoring procedures, and obtaining collateral, where appropriate. Institutional counterparties must have an investment grade credit rating and be approved by the Company's Board of Directors. As such, management believes the risk of incurring credit losses on derivative contracts with those counterparties is remote and losses, if any, would be immaterial. The Company had $10,000 exposure at September 30, 2016 and $2,000 in exposure relating to institutional counterparties at December 31, 2015 . The Company’s exposure relating to customer counterparties was approximately $42.1 million and $23.2 million at September 30, 2016 and December 31, 2015 , respectively. Credit exposure may be reduced by the amount of collateral pledged by the counterparty.

Balance Sheet Offsetting

Balance Sheet Offsetting	9 Months Ended
	Sep. 30, 2016
Offsetting [Abstract]
Balance Sheet Offsetting Disclosure [Text Block]	BALANCE SHEET OFFSETTING The Company does not offset fair value amounts recognized for derivative instruments or repurchase agreements. The Company does net the amount recognized for the right to reclaim cash collateral against the obligation to return cash collateral arising from derivative instruments executed with the same counterparty under a master netting arrangement. Collateral legally required to be maintained at dealer banks by the Company is monitored and adjusted as necessary. At September 30, 2016 , it was determined that no additional collateral would have to be posted to immediately settle these instruments. The following tables present the Company's asset and liability derivative positions and the potential effect of netting arrangements on its financial position, as of the periods indicated: Gross Amounts Not Offset in the Statement of Financial Position Gross Amounts Recognized in the Statement of Financial Position Gross Amounts Offset in the Statement of Financial Position Net Amounts Presented in the Statement of Financial Position Financial Instruments Collateral Pledged (Received) Net Amount September 30, 2016 (Dollars in thousands) Derivative Assets Loan level derivatives $ 41,411 $ — $ 41,411 $ 10 $ — $ 41,401 Customer foreign exchange contracts 494 — 494 — — 494 $ 41,905 $ — $ 41,905 $ 10 $ — $ 41,895 Derivative Liabilities Interest rate swaps $ 1,993 $ — $ 1,993 $ — $ 1,993 $ — Loan level derivatives 41,378 — 41,378 10 41,358 10 Customer foreign exchange contracts 469 — 469 — — 469 Repurchase agreements Customer repurchase agreements 140,914 — 140,914 — 140,914 — $ 184,754 $ — $ 184,754 $ 10 $ 184,265 $ 479 Gross Amounts Not Offset in the Statement of Financial Position Gross Amounts Recognized in the Statement of Financial Position Gross Amounts Offset in the Statement of Financial Position Net Amounts Presented in the Statement of Financial Position Financial Instruments (1) Collateral Pledged (Received) Net Amount December 31, 2015 (Dollars in thousands) Derivative Assets Loan level derivatives $ 22,470 $ — $ 22,470 $ 2 $ — $ 22,468 Customer foreign exchange contracts 602 — 602 — — 602 $ 23,072 $ — $ 23,072 $ 2 $ — $ 23,070 Derivative Liabilities Interest rate swaps $ 3,273 $ — $ 3,273 $ — $ 3,273 $ — Loan level derivatives 22,465 — 22,465 2 22,461 2 Customer foreign exchange contracts 574 — 574 — — 574 Repurchase agreements Customer repurchase agreements 133,958 — 133,958 — 133,958 — $ 160,270 $ — $ 160,270 $ 2 $ 159,692 $ 576 (1) Reflects offsetting derivative positions with the same counterparty. The Company has agreements with certain of its derivative counterparties that contain a provision where if the Company fails to maintain its status as a well capitalized institution, then the Company could be required to terminate any outstanding derivatives with the counterparty. All liability position interest rate swap and customer loan level swap counterparties have credit-risk contingent features as of the dates indicated in the table above. In addition, derivative instruments that contain credit-risk related contingent features that are in a net liability position require the Company to assign collateral as noted in the table above.

Fair Value Measurements

Fair Value Measurements	9 Months Ended
	Sep. 30, 2016
Fair Value Disclosures [Abstract]
FAIR VALUE MEASUREMENTS	FAIR VALUE MEASUREMENTS Fair value is a market-based measure considered from the perspective of a market participant rather than an entity-specific measure. Therefore, even when market assumptions are not readily available, the Company’s own assumptions are set to reflect those that market participants would use in pricing the asset or liability at the measurement date. If there has been a significant decrease in the volume and level of activity for the asset or liability, regardless of the valuation technique(s) used, the objective of a fair value measurement remains the same. Fair value is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction (that is, not a forced liquidation or distressed sale) between market participants at the measurement date under current market conditions. The Company uses prices and inputs that are current as of the measurement date. In periods of market dislocation, the observability of prices and inputs may be reduced for many instruments. This condition could cause an instrument to be reclassified from one level to another. The Fair Value Measurements and Disclosures Topic of the FASB ASC defines fair value and establishes a fair value hierarchy that prioritizes the inputs to valuation techniques used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). The three levels of the fair value hierarchy under the Fair Value Measurements and Disclosures Topic of the FASB ASC are described below: Level 1 – Inputs are quoted prices (unadjusted) in active markets for identical assets or liabilities that the reporting entity has the ability to access at the measurement date. Level 2 – Valuations based on quoted prices in markets that are not active or for which all significant inputs are observable, either directly or indirectly. Level 3 – Prices or valuations that require inputs that are both significant to the fair value measurement and unobservable. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. Accordingly, the degree of judgment exercised by the Company in determining fair value is greatest for instruments categorized in Level 3. A financial instrument’s level within the fair value hierarchy is based on the lowest level of any input that is significant to the fair value measurement. Valuation Techniques There have been no changes in the valuation techniques used during the current period. Securities: Trading Securities These equity securities are valued based on market quoted prices. These securities are categorized in Level 1 as they are actively traded and no valuation adjustments have been applied. U.S. Government Agency Securities Fair value is estimated using either multi-dimensional spread tables or benchmarks. The inputs used include benchmark yields, reported trades, and broker/dealer quotes. These securities are classified as Level 2. Agency Mortgage-Backed Securities Fair value is estimated using either a matrix or benchmarks. The inputs used include benchmark yields, reported trades, broker/dealer quotes, and issuer spreads. These securities are categorized as Level 2. Agency Collateralized Mortgage Obligations and Small Business Administration Pooled Securities The valuation model for these securities is volatility-driven and ratings based, and uses multi-dimensional spread tables. The inputs used include benchmark yields, reported trades, new issue data, broker dealer quotes, and collateral performance. If there is at least one significant model assumption or input that is not observable, these securities are categorized as Level 3 within the fair value hierarchy; otherwise, they are classified as Level 2. State, County, and Municipal Securities The fair value is estimated using a valuation matrix with inputs including bond interest rate tables, recent transaction, and yield relationships. These securities are categorized as Level 2. Single and Pooled Issuer Trust Preferred Securities The fair value of trust preferred securities, including pooled and single issuer preferred securities, is estimated using external pricing models, discounted cash flow methodologies or similar techniques. The inputs used in these valuations include benchmark yields, reported trades, new issue data, broker dealer quotes, and collateral performance. If there is at least one significant model assumption or input that is not observable, these securities are classified as Level 3 within the fair value hierarchy; otherwise, they are classified as Level 2. Equity Securities These equity securities are valued based on market quoted prices. These securities are classified as Level 1 as they are actively traded and no valuation adjustments have been applied. Loans Held for Sale The Company has elected the fair value option to account for originated closed loans intended for sale. The fair value is measured on an individual loan basis using quoted market prices and when not available, comparable market value or discounted cash flow analysis may be utilized. These assets are typically classified as Level 2. Derivative Instruments Derivatives The valuation of these instruments is determined using widely accepted valuation techniques including discounted cash flow analysis on the expected cash flows of each derivative. This analysis reflects the contractual terms of the derivatives, including the period to maturity, and uses observable market-based inputs, including interest rate curves and implied volatilities. The Company incorporates credit valuation adjustments to appropriately reflect nonperformance risk in the fair value measurements. In adjusting the fair value of its derivative contracts for the effect of nonperformance risk, the Company has considered the impact of netting and any applicable credit enhancements, such as collateral postings. Additionally, in conjunction with fair value measurement guidance, the Company has made an accounting policy election to measure the credit risk of its derivative financial instruments that are subject to master netting agreements on a net basis by counterparty portfolio. Although the Company has determined that the majority of the inputs used to value its interest rate derivatives fall within Level 2 of the fair value hierarchy, the credit valuation adjustments associated with its derivatives utilize Level 3 inputs, such as estimates of current credit spreads to evaluate the likelihood of default by the Company and its counterparties. However, as of September 30, 2016 and December 31, 2015 , the Company has assessed the significance of the impact of the credit valuation adjustments on the overall valuation of its derivative positions and has determined that the credit valuation adjustments are not significant to the overall valuation of its derivatives. As a result, the Company has determined that its derivative valuations in their entirety are classified as Level 2. Mortgage Derivatives The fair value of mortgage derivatives is determined based on current market prices for similar assets in the secondary market and, therefore, classified as Level 2 within the fair value hierarchy. Impaired Loans Collateral dependent loans that are deemed to be impaired are valued based upon the lower of cost or fair value of the underlying collateral less costs to sell. The inputs used in the appraisals of the collateral are not always observable, and therefore the loans may be classified as Level 3 within the fair value hierarchy; otherwise, they are classified as Level 2. Other Real Estate Owned and Other Foreclosed Assets The fair values are generally estimated based upon recent appraisal values of the property less costs to sell the property, as Other Real Estate Owned ("OREO") and Other Foreclosed Assets are valued at the lower of cost or fair value of the property, less estimated costs to sell. Certain inputs used in appraisals are not always observable, and therefore OREO and Other Foreclosed Assets may be classified as Level 3 within the fair value hierarchy. Goodwill and Other Intangible Assets Goodwill and other intangible assets are subject to impairment testing. The Company conducts an annual impairment test of goodwill in the third quarter of each year, or more frequently if necessary, and other intangible assets are reviewed for impairment whenever events or changes in circumstances indicate that the carrying amount of the assets may not be recoverable. To estimate the fair value of goodwill and, if necessary, other intangible assets, the Company utilizes both a comparable analysis of relevant price multiples in recent market transactions and discounted cash flow analysis. Both valuation models require a significant degree of management judgment. In the event the fair value as determined by the valuation model is less than the carrying value, the intangibles may be impaired. If the impairment testing resulted in impairment, the Company would classify the impaired goodwill and other intangible assets subjected to nonrecurring fair value adjustments as Level 3. Assets and liabilities measured at fair value at the periods indicated were as follows: Fair Value Measurements at Reporting Date Using Balance Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) September 30, 2016 (Dollars in thousands) Recurring fair value measurements Assets Trading securities $ 809 $ 809 $ — $ — Securities available for sale U.S. Government agency securities 25,306 — 25,306 $ — Agency mortgage-backed securities 185,573 — 185,573 — Agency collateralized mortgage obligations 108,596 — 108,596 — State, county, and municipal securities 4,360 — 4,360 — Single issuer trust preferred securities issued by banks and insurers 2,297 — 2,297 — Pooled trust preferred securities issued by banks and insurers 1,538 — — 1,538 Small business administration pooled securities 39,880 — 39,880 — Equity securities 19,458 19,458 — — Loans held for sale 13,334 — 13,334 — Derivative instruments 42,556 — 42,556 — Liabilities Derivative instruments 43,840 — 43,840 — Total recurring fair value measurements $ 399,867 $ 20,267 $ 378,062 $ 1,538 Nonrecurring fair value measurements Assets Collateral dependent impaired loans $ 3,056 $ — $ — $ 3,056 Other real estate owned and other foreclosed assets 1,798 — — 1,798 Total nonrecurring fair value measurements $ 4,854 $ — $ — $ 4,854 Fair Value Measurements at Reporting Date Using Balance Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) December 31, 2015 (Dollars in thousands) Recurring fair value measurements Assets Trading securities $ 356 $ 356 $ — $ — Securities available for sale U.S. Government agency securities $ 30,215 $ — $ 30,215 $ — Agency mortgage-backed securities 210,937 — 210,937 — Agency collateralized mortgage obligations 63,584 — 63,584 — State, county, and municipal securities 4,659 — 4,659 — Single issuer trust preferred securities issued by banks and insurers 2,792 — 2,792 — Pooled trust preferred securities issued by banks and insurers 1,572 — — 1,572 Small business administration pooled securities 40,449 — 40,449 — Equity securities 13,041 13,041 — — Loans held for sale 5,990 — 5,990 — Derivative instruments 23,305 — 23,305 — Liabilities Derivative instruments 26,313 — 26,313 — Total recurring fair value measurements $ 370,587 $ 13,397 $ 355,618 $ 1,572 Nonrecurring fair value measurements: Assets Collateral dependent impaired loans $ 4,598 $ — $ — $ 4,598 Other real estate owned and other foreclosed assets 2,159 — — 2,159 Total nonrecurring fair value measurements $ 6,757 $ — $ — $ 6,757 The table below presents a reconciliation for all assets and liabilities measured at fair value on a recurring basis using significant unobservable inputs (Level 3), which were valued using pricing models and discounted cash flow methodologies, as of the dates indicated: Three Months Ended September 30 2016 2015 (Dollars in thousands) Pooled Trust Preferred Securities Beginning balance $ 1,506 $ 1,595 Gains and (losses) (realized/unrealized) Included in other comprehensive income 41 12 Settlements (9 ) (21 ) Ending balance $ 1,538 $ 1,586 Nine Months Ended September 30 2016 2015 (Dollars in thousands) Pooled Trust Preferred Securities Beginning balance $ 1,572 $ 6,321 Gains and (losses) (realized/unrealized) Included in other comprehensive income (17 ) 20 Sales — (4,679 ) Settlements (17 ) (76 ) Ending balance $ 1,538 $ 1,586 It is the Company’s policy to recognize the transfers between levels of the fair value hierarchy as of the end of the reporting period. There were no transfers between the levels of the fair value hierarchy for any assets or liabilities measured at fair value on a recurring basis during the nine month periods ended September 30, 2016 or 2015 . The following table sets forth certain unobservable inputs regarding the Company’s investment in securities that are classified as Level 3 for the periods indicated: September 30 December 31 September 30 December 31 September 30 December 31 Valuation Technique Fair Value Unobservable Inputs Range Weighted Average (Dollars in thousands) Discounted cash flow methodology Pooled trust preferred securities $ 1,538 $ 1,572 Cumulative prepayment 0% - 63% 0% - 64% 2.6% 2.7% Cumulative default 5% - 100% 5% - 100% 12.9% 15.1% Loss given default 85% - 100% 85% - 100% 94.2% 94.2% Cure given default 0% - 75% 0% - 75% 60.9% 62.3% Appraisals of collateral (1) Impaired loans $ 3,056 $ 4,598 Other real estate owned and foreclosed assets $ 1,798 $ 2,159 (1) Fair value is generally determined through independent appraisals of the underlying collateral, which generally include various Level 3 inputs which are not identifiable. Appraisals may be adjusted by management for qualitative factors such as economic factors and estimated liquidation expenses. The range of these possible adjustments may vary. For the fair value measurements in the table above, which are classified as Level 3 within the fair value hierarchy, the Company’s Treasury and Finance groups determine the valuation policies and procedures. For the pricing of the securities, the Company uses third-party pricing information, without adjustment. Depending on the type of the security, management employs various techniques to analyze the pricing it receives from third parties, such as analyzing changes in market yields and in certain instances reviewing the underlying collateral of the security. Management reviews changes in fair value from period to period and performs testing to ensure that prices received from the third parties are consistent with their expectation of the market. For the securities whose market is deemed to be inactive and which are categorized as Level 3, the fair value models are calibrated and significant inputs are back tested on a quarterly basis, to the extent possible. This testing is done by the third party service provider, who performs this testing by comparing anticipated inputs to actual results. Significant changes in fair value from period to period are closely scrutinized to ensure fair value models are not flawed. The driver(s) of the respective change in fair value and the method for forecasting the driver(s) is closely considered by management. The significant unobservable inputs used in the fair value measurement of the Company’s pooled trust preferred securities are cumulative prepayment rates, cumulative default rates, loss given default rates and cure given default rates. Significant increases (decreases) in deferrals or defaults, in isolation, would result in a significantly lower (higher) fair value measurement. Alternatively, significant increases (decreases) in cure rates, in isolation, would result in a significantly higher (lower) fair value measurement. Additionally, the Company has certain assets which are marked to fair value on a nonrecurring basis which are categorized within Level 3. These assets include collateral dependent impaired loans and OREO. The determination of the fair value amount is derived from the use of independent third party appraisals and evaluations, prepared by firms from a predetermined list of qualified and approved appraisers or evaluators. Upon receipt of an appraisal or evaluation, the Company's Commercial Real Estate Appraisal Department will review the report for compliance with regulatory and Company standards, as well as reasonableness and acceptance of the value conclusions. Any issues or concerns regarding compliance or value conclusions will be addressed with the engaged firm and the report may be adjusted or revised. If a disagreement cannot be resolved, the Commercial Real Estate Appraisal Department will either address the key issues and modify the report for acceptance or reject the report and re-order a new report. Ultimately, the Company’s Commercial Real Estate Appraisal Department will confirm the collateral value as part of its review process. The estimated fair values and related carrying amounts for assets and liabilities for which fair value is only disclosed are shown below as of the periods indicated: Fair Value Measurements at Reporting Date Using Carrying Value Fair Value Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) September 30, 2016 (Dollars in thousands) Financial assets Securities held to maturity(a) U.S. Treasury securities $ 1,008 $ 1,089 $ — $ 1,089 $ — Agency mortgage-backed securities 148,822 155,131 — 155,131 — Agency collateralized mortgage obligations 246,744 250,260 — 250,260 — Single issuer trust preferred securities issued by banks 1,500 1,547 — 1,547 — Small business administration pooled securities 32,689 33,807 — 33,807 — Loans, net of allowance for loan losses(b) 5,684,872 5,622,922 — — 5,622,922 Financial liabilities Time certificates of deposits(c) $ 629,071 $ 631,043 $ — $ 631,043 $ — Federal Home Loan Bank borrowings(c) 50,826 51,172 — 51,172 — Customer repurchase agreements and other short-term borrowings(c) 140,914 140,914 — — 140,914 Junior subordinated debentures(d) 73,157 75,993 — 75,993 — Subordinated debentures(c) 34,624 35,222 — — 35,222 Fair Value Measurements at Reporting Date Using Carrying Value Fair Value Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) December 31, 2015 (Dollars in thousands) Financial assets Securities held to maturity(a) U.S. Treasury securities $ 1,009 $ 1,064 $ — $ 1,064 $ — Agency mortgage-backed securities 167,134 170,375 — 170,375 — Agency collateralized mortgage obligations 267,348 264,891 — 264,891 — State, county, and municipal securities 225 227 — 227 — Single issuer trust preferred securities issued by banks 1,500 1,522 — 1,522 — Small business administration pooled securities 35,291 35,664 — 35,664 — Corporate debt securities 5,000 5,006 — 5,006 — Loans, net of allowance for loan losses(b) 5,487,298 5,417,425 — — 5,417,425 Financial liabilities Time certificates of deposits(c) $ 684,830 $ 684,370 $ — $ 684,370 $ — Federal Home Loan Bank borrowings(c) 102,080 102,396 — 102,396 — Customer repurchase agreements and other short-term borrowings(c) 133,958 133,958 — — 133,958 Junior subordinated debentures(d) 73,306 73,871 — 73,871 — Subordinated debentures(c) 34,589 34,370 — — 34,370 (a) The fair values presented 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 instruments and/or discounted cash flow analyses. (b) Fair value is estimated by discounting the future cash flows using the current rates at which similar loans would be made to borrowers with similar credit ratings and for the same remaining maturities or cash flows. (c) Fair value was determined by discounting anticipated future cash payments using rates currently available for instruments with similar remaining maturities. (d) Fair value was determined based upon market prices of securities with similar terms and maturities. This summary excludes financial assets and liabilities for which the carrying value approximates fair value. For financial assets, these include cash and due from banks, federal funds sold, short-term investments, FHLB stock, and cash surrender value of life insurance policies. For financial liabilities, these include demand, savings, money market deposits, and federal funds purchased. These instruments would all be considered to be classified as Level 1 within the fair value hierarchy. Also excluded from the summary are financial instruments measured at fair value on a recurring and nonrecurring basis, as previously described. The Company considers its financial instruments' current use to be the highest and best use of the instruments.

Comprehensive Income_Loss

Comprehensive Income/Loss	9 Months Ended
	Sep. 30, 2016
Equity [Abstract]
COMPREHENSIVE INCOME/LOSS	COMPREHENSIVE INCOME (LOSS) The following table presents a reconciliation of the changes in the components of other comprehensive income (loss) for the dates indicated, including the amount of income tax (expense) benefit allocated to each component of other comprehensive income (loss): Three Months Ended Nine Months Ended Pre Tax Tax (Expense) After Tax Pre Tax Tax (Expense) After Tax (Dollars in thousands) Change in fair value of securities available for sale $ (1,315 ) $ 499 $ (816 ) $ 8,351 $ (3,248 ) $ 5,103 Less: net security losses reclassified into other noninterest income — — — (27 ) 11 (16 ) Net change in fair value of securities available for sale (1,315 ) 499 (816 ) 8,378 (3,259 ) 5,119 Change in fair value of cash flow hedges 486 (196 ) 290 (852 ) 352 (500 ) Less: net cash flow hedge gains reclassified into interest on borrowings expense (1) (648 ) 264 (384 ) (1,949 ) 796 (1,153 ) Net change in fair value of cash flow hedges 1,134 (460 ) 674 1,097 (444 ) 653 Net unamortized loss related to defined benefit pension and other postretirement adjustments arising during the period (28 ) 11 (17 ) (84 ) 33 (51 ) Amortization of net actuarial losses 61 (25 ) 36 183 (75 ) 108 Amortization of net prior service costs 69 (29 ) 40 207 (84 ) 123 Net change in other comprehensive income for defined benefit postretirement plans (2) 102 (43 ) 59 306 (126 ) 180 Total other comprehensive income (loss) $ (79 ) $ (4 ) $ (83 ) $ 9,781 $ (3,829 ) $ 5,952 Three Months Ended Nine Months Ended Pre Tax Tax (Expense) After Tax Pre Tax Tax (Expense) After Tax (Dollars in thousands) Change in fair value of securities available for sale $ 1,966 $ (755 ) $ 1,211 $ 597 $ (239 ) $ 358 Less: net security losses reclassified into other noninterest income — — — (315 ) 129 (186 ) Net change in fair value of securities available for sale 1,966 (755 ) 1,211 912 (368 ) 544 Change in fair value of cash flow hedges (493 ) 201 (292 ) (1,096 ) 429 (667 ) Less: net cash flow hedge losses reclassified into interest on borrowings expense (1) 715 (291 ) 424 2,130 (867 ) 1,263 Net change in fair value of cash flow hedges 222 (90 ) 132 1,034 (438 ) 596 Net unamortized gain related to defined benefit pension and other postretirement adjustments arising during the period 50 (21 ) 29 137 (71 ) 66 Amortization of net actuarial losses 61 (25 ) 36 182 (74 ) 108 Amortization of net prior service costs 75 (30 ) 45 227 (92 ) 135 Net change in other comprehensive income for defined benefit postretirement plans (2) 186 (76 ) 110 546 (237 ) 309 Total other comprehensive income $ 2,374 $ (921 ) $ 1,453 $ 2,492 $ (1,043 ) $ 1,449 (1) Includes the amortization of the remaining balance of a realized but unrecognized gain, net of tax, from the termination of interest rate swaps in June 2009. The original gain of $1.4 million , net of tax, is being recognized in earnings through December 2018, the original maturity date of the swap. The balance of this gain has amortized to $317,000 and $463,000 at September 30, 2016 and 2015 , respectively. (2) The amortization of prior service costs is included in the computation of net periodic pension cost as disclosed in the Employee Benefit Plans footnote in the Company's Annual Report on Form 10-K for the year ended December 31, 2015 , filed with the Securities and Exchange Commission. Information on the Company’s accumulated other comprehensive income (loss), net of tax, is comprised of the following components as of the periods indicated: Unrealized Gain on Securities Unrealized Loss on Cash Flow Hedge Deferred Gain on Hedge Transactions Defined Benefit Postretirement Plans Accumulated Other Comprehensive Income (Loss) (Dollars in thousands) 2016 Beginning balance: January 1, 2016 $ 1,306 $ (1,955 ) $ 427 $ (2,230 ) $ (2,452 ) Net change in other comprehensive income (loss) 5,119 763 (110 ) 180 5,952 Ending balance: September 30, 2016 $ 6,425 $ (1,192 ) $ 317 $ (2,050 ) $ 3,500 2015 Beginning balance: January 1, 2015 $ 3,389 $ (3,298 ) $ 571 $ (2,794 ) $ (2,132 ) Net change in other comprehensive income (loss) 544 704 (108 ) 309 1,449 Ending balance: September 30, 2015 $ 3,933 $ (2,594 ) $ 463 $ (2,485 ) $ (683 )

Commitments and contingencies

Commitments and contingencies	9 Months Ended
	Sep. 30, 2016
Other Commitments [Line Items]
Commitments and Contingencies Disclosure [Text Block]	COMMITMENTS AND CONTINGENCIES Financial Instruments with Off-Balance Sheet Risk In the normal course of business, the Company enters into various transactions to meet the financing needs of its customers, which, in accordance with GAAP, are not included in its consolidated balance sheets. These transactions include commitments to extend credit and standby letters of credit, which involve, to varying degrees, elements of credit risk and interest rate risk in excess of the amounts recognized in the consolidated balance sheets. The Company minimizes its exposure to loss under these commitments by subjecting them to credit approval and monitoring procedures. The Company enters into contractual commitments to extend credit, normally with fixed expiration dates or termination clauses, at specified rates and for specific purposes. Substantially all of these commitments to extend credit are contingent upon customers maintaining specific credit standards at the time of loan funding. Standby letters of credit are written conditional commitments issued to guarantee the performance of a customer to a third party. In the event the customer does not perform in accordance with the terms of the agreement with the third party, the Company would be required to fund the commitment. The maximum potential amount of future payments the Company could be required to make is represented by the contractual amount of the commitment. If the commitment were funded, the Company would be entitled to seek recovery from the customer. The Company’s policies generally require that standby letter of credit arrangements contain security and debt covenants similar to those contained in loan agreements. The fees collected in connection with the issuance of standby letters of credit are representative of the fair value of its obligation undertaken in issuing the guarantee. In accordance with applicable accounting standards related to guarantees, fees collected in connection with the issuance of standby letters of credit are deferred. The fees are then recognized in income proportionately over the life of the standby letter of credit agreement. The deferred standby letter of credit fees represent the fair value of the Company's potential obligations under the standby letter of credit guarantees. The following table summarizes the above financial instruments at the dates indicated: September 30, 2016 December 31, 2015 (Dollars in thousands) Commitments to extend credit $ 2,189,953 $ 2,091,170 Standby letters of credit 17,798 17,962 Deferred standby letter of credit fees 112 72 Lease Commitments The Company leases office space, space for ATM locations, and certain branch locations under noncancelable operating leases. Rent expense incurred under operating leases was approximately $2.1 million for both the three months ended September 30, 2016 and 2015 , respectively, and $6.4 million and $6.1 million for the nine months ending, September 30, 2016 and 2015 , respectively. Renewal options ranging from 1-10 years exist for several of these leases. There has been no significant change in the future minimum lease payments payable by the Company since December 31, 2015 . See the Company's Annual Report on Form 10-K for the fiscal year ended December 31, 2015 for information regarding our leases and other commitments. Other Contingencies At September 30, 2016 , Rockland Trust was involved in pending lawsuits that arose in the ordinary course of business. Management has reviewed these pending lawsuits with legal counsel and has taken into consideration the view of counsel as to their outcome. In the opinion of management, the final disposition of pending lawsuits is not expected to have a material adverse effect on the Company’s financial position or results of operations. The Bank is required to maintain certain reserve requirements of vault cash and/or deposits with the Federal Reserve Bank of Boston. There was no reserve requirement at September 30, 2016 and $21.7 million at December 31, 2015 .

Investments is Low Income Housi

Investments is Low Income Housing Tax Credits Investments in Low Income Housing Tax Credits	9 Months Ended
	Sep. 30, 2016
Equity Method Investments and Joint Ventures [Abstract]
Investments in Low Income Housing Projects [Text Block]	LOW INCOME HOUSING PROJECT INVESTMENTS The Company has invested in low income housing projects that generate Low Income Housing Tax Credits (“LIHTC”) which provide the Company with tax credits and operating loss tax benefits over a period of approximately 15 years. None of the original investment is expected to be repaid. The investment in LIHTC projects is being accounted for using the proportional amortization method, under which the Company amortizes the initial cost of the investment in proportion to the amount of the tax credits and other tax benefits received and recognizes the net investment benefit in the income statement as a component of income tax expense (benefit). The following table presents the Company's investments in low income housing projects as of the dates indicated: September 30, 2016 December 31, 2015 (Dollars in thousands) Original investment value $ 42,362 $ 42,199 Current recorded investment 35,566 38,151 Unfunded liability obligation 9,297 14,607 Tax credits and benefits (1) 5,311 3,632 Amortization of investments (2) 3,669 2,450 Net income tax benefit (3) 1,642 1,182 (1) This amount reflects anticipated tax credits and tax benefits for the full year ended December 31, 2016 . (2) The amortization amount reduces the tax credits and benefits anticipated for the full year ended December 31, 2016 . (3) This amount represents the net tax benefit expected to be realized for the full year ended December 31, 2016 in determining the Company's effective tax rate.

Subsequent Event (Notes)

Subsequent Event (Notes)	9 Months Ended
	Sep. 30, 2016
Subsequent Event [Line Items]
Subsequent Events [Text Block]	SUBSEQUENT EVENT On October 20, 2016, the Company announced the signing of a definitive agreement under which the Company will acquire Island Bancorp, Inc. ("Island Bancorp") and Rockland Trust Company will acquire The Edgartown National Bank. Under the merger agreement each share of Island Bancorp stock will be exchanged for either 9.525 shares of the Company's common stock or $500 in cash, subject to customary pro-ration procedures which will result in an aggregate stock/cash consideration mix of 80% stock/ 20% cash. The transaction is intended to qualify as a tax-free reorganization for federal income tax purposes and to provide a tax-free exchange for Island Bancorp shareholders to the extent they receive Independent common stock as consideration. Independent anticipates issuing approximately 369,311 shares of its common stock in the merger. Based upon the Company's $53.25 per share closing price on October 19, 2016 the transaction is valued at approximately $24.5 million . The boards of directors of each company have unanimously approved the transaction. The transaction is subject to certain conditions, including the receipt of required regulatory approvals, approval by Island Bancorp shareholders, and other standard conditions. The Company shareholders do not need to approve the merger. Island Bancorp directors who currently own, in the aggregate, about 33% of Island Bancorp’s outstanding shares have signed voting agreements pursuant to which they have agreed to vote their shares in favor of the merger.

Basis of Presentation Basis of

Basis of Presentation Basis of Presentation (Policies)	9 Months Ended
	Sep. 30, 2016
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Basis of Accounting Policy	Independent Bank Corp. (the “Company”) is a state chartered, federally registered bank holding company, incorporated in 1985. The Company is the sole stockholder of Rockland Trust Company (“Rockland Trust” or the “Bank”), a Massachusetts trust company chartered in 1907. All material intercompany balances and transactions have been eliminated in consolidation. Certain previously reported amounts may have been reclassified to conform to the current year’s presentation. The accompanying unaudited consolidated financial statements have been prepared in accordance with accounting principles generally accepted in the United States of America ("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 notes required by GAAP for complete financial statements. In the opinion of management, all adjustments considered necessary for a fair presentation of the financial statements, primarily consisting of normal recurring adjustments, have been included. Operating results for the quarter ended September 30, 2016 are not necessarily indicative of the results that may be expected for the year ending December 31, 2016 or any other interim period. For further information, refer to the consolidated financial statements and notes thereto included in the Company’s Annual Report on Form 10-K for the year ended December 31, 2015 , filed with the Securities and Exchange Commission.

Securities (Tables)

Securities (Tables)	9 Months Ended
	Sep. 30, 2016
Gain (Loss) on Investments [Line Items]
Reconciliation of fair value of securities	The following table presents a summary of the amortized cost and gross unrealized holding gains and losses recorded in other comprehensive income and fair value of securities available for sale and securities held to maturity for the periods below: September 30, 2016 December 31, 2015 Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value (Dollars in thousands) Available for sale securities U.S. government agency securities $ 24,502 $ 804 $ — $ 25,306 $ 29,958 $ 261 $ (4 ) $ 30,215 Agency mortgage-backed securities 178,095 7,481 (3 ) 185,573 207,693 4,227 (983 ) 210,937 Agency collateralized mortgage obligations 107,466 1,286 (156 ) 108,596 64,157 179 (752 ) 63,584 State, county, and municipal securities 4,255 105 — 4,360 4,543 116 — 4,659 Single issuer trust preferred securities issued by banks 2,324 4 (31 ) 2,297 2,865 8 (81 ) 2,792 Pooled trust preferred securities issued by banks and insurers 2,200 — (662 ) 1,538 2,217 — (645 ) 1,572 Small business administration pooled securities 38,678 1,202 — 39,880 40,472 87 (110 ) 40,449 Equity securities 19,000 701 (243 ) 19,458 13,235 374 (568 ) 13,041 Total available for sale securities $ 376,520 $ 11,583 $ (1,095 ) $ 387,008 $ 365,140 $ 5,252 $ (3,143 ) $ 367,249 Held to maturity securities U.S. Treasury securities $ 1,008 $ 81 $ — $ 1,089 $ 1,009 $ 55 $ — $ 1,064 Agency mortgage-backed securities 148,822 6,309 — 155,131 167,134 3,460 (219 ) 170,375 Agency collateralized mortgage obligations 246,744 4,072 (556 ) 250,260 267,348 1,195 (3,652 ) 264,891 State, county, and municipal securities — — — — 225 2 — 227 Single issuer trust preferred securities issued by banks 1,500 47 — 1,547 1,500 22 — 1,522 Small business administration pooled securities 32,689 1,118 — 33,807 35,291 437 (64 ) 35,664 Corporate debt securities — — — — 5,000 6 — 5,006 Total held to maturity securities $ 430,763 $ 11,627 $ (556 ) $ 441,834 $ 477,507 $ 5,177 $ (3,935 ) $ 478,749 Total $ 807,283 $ 23,210 $ (1,651 ) $ 828,842 $ 842,647 $ 10,429 $ (7,078 ) $ 845,998
Schedule of contractual maturities of securities	A schedule of the contractual maturities of securities available for sale and securities held to maturity as of September 30, 2016 is presented below: Available for Sale Held to Maturity Amortized Cost Fair Value Amortized Cost Fair Value (Dollars in thousands) Due in one year or less $ 999 $ 1,003 $ 11 $ 11 Due after one year to five years 30,422 31,258 16,099 16,739 Due after five to ten years 86,511 89,455 24,594 25,602 Due after ten years 239,588 245,834 390,059 399,482 Total debt securities $ 357,520 $ 367,550 $ 430,763 $ 441,834 Equity securities $ 19,000 $ 19,458 $ — $ — Total $ 376,520 $ 387,008 $ 430,763 $ 441,834
Schedule of gross unrealized losses and fair value of investments	The following tables show the gross unrealized losses and fair value of the Company’s investments in an unrealized loss position, which the Company has not deemed to be OTTI, aggregated by investment category and length of time that individual securities have been in a continuous unrealized loss position: September 30, 2016 Less than 12 months 12 months or longer Total # of holdings Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses (Dollars in thousands) Agency mortgage-backed securities 2 $ 1,016 $ (3 ) $ — $ — $ 1,016 $ (3 ) Agency collateralized mortgage obligations 9 14,530 (30 ) 51,578 (682 ) 66,108 (712 ) Single issuer trust preferred securities issued by banks and insurers 2 — — 2,048 (31 ) 2,048 (31 ) Pooled trust preferred securities issued by banks and insurers 1 — — 1,537 (662 ) 1,537 (662 ) Equity securities 21 515 (16 ) 6,903 (227 ) 7,418 (243 ) Total temporarily impaired securities 35 $ 16,061 $ (49 ) $ 62,066 $ (1,602 ) $ 78,127 $ (1,651 ) December 31, 2015 Less than 12 months 12 months or longer Total # of holdings Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses (Dollars in thousands) U.S.government agency securities 3 $ 1,990 $ (4 ) $ — $ — $ 1,990 $ (4 ) Agency mortgage-backed securities 57 112,648 (1,062 ) 4,297 (140 ) 116,945 (1,202 ) Agency collateralized mortgage obligations 23 147,707 (1,420 ) 80,927 (2,984 ) 228,634 (4,404 ) Single issuer trust preferred securities issued by banks and insurers 2 1,018 (33 ) 1,018 (48 ) 2,036 (81 ) Pooled trust preferred securities issued by banks and insurers 1 — — 1,572 (645 ) 1,572 (645 ) Small business administration pooled securities 3 37,986 (174 ) — — 37,986 (174 ) Equity securities 34 3,481 (189 ) 4,971 (379 ) 8,452 (568 ) Total temporarily impaired securities 123 $ 304,830 $ (2,882 ) $ 92,785 $ (4,196 ) $ 397,615 $ (7,078 )
Schedule of Other Than Temporary Impairment [Table Text Block]	The following table shows the total OTTI that the Company recorded for the periods indicated: Three Months Ended Nine Months Ended September 30 September 30 2016 2015 2016 2015 (Dollars in thousands) Gross change in OTTI recorded on certain investments $ — $ — $ — $ 84 Portion of OTTI recognized in OCI — — — (84 ) Total credit related OTTI recognized in earnings $ — $ — $ — $ —
Summary of cumulative credit related component of OTTI	The following table shows the cumulative credit related component of OTTI for the periods indicated: Three Months Ended Nine Months Ended September 30 September 30 2016 2015 2016 2015 (Dollars in thousands) Balance at beginning of period $ — $ — $ — $ (9,997 ) Add Incurred on securities not previously impaired — — — — Incurred on securities previously impaired — — — — Less Securities sold during the period — — — 9,997 Reclassification due to changes in Company's intent — — — — Increases in cash flow expected to be collected — — — — Balance at end of period $ — $ — $ — $ —

Loans, Allowance for Loan Los25

Loans, Allowance for Loan Losses and Credit Quality (Tables)	9 Months Ended
	Sep. 30, 2016
Loans, Allowance for Loan Losses and Credit Quality [Abstract]
Tabular disclosure of financing receivables bifurcated by type of impairment evaluation [Table Text Block]	The following tables bifurcate the amount of loans and the allowance allocated to each loan category based on the type of impairment analysis as of the periods indicated: September 30, 2016 (Dollars in thousands) Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Residential Real Estate Home Equity Other Consumer Total Financing receivables ending balance: Collectively evaluated for impairment $ 853,245 $ 2,759,158 $ 376,245 $ 114,085 $ 609,854 $ 958,999 $ 11,244 $ 5,682,830 Individually evaluated for impairment $ 4,468 $ 18,077 $ — $ 969 $ 14,193 $ 5,904 $ 418 $ 44,029 Purchased credit impaired loans $ — $ 10,425 $ — $ — $ 8,638 $ 209 $ 2 $ 19,274 Total loans by group $ 857,713 $ 2,787,660 $ 376,245 $ 115,054 $ 632,685 $ 965,112 $ 11,664 $ 5,746,133 (1 ) December 31, 2015 (Dollars in thousands) Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Residential Real Estate Home Equity Other Consumer Total Financing receivables ending balance: Collectively evaluated for impairment $ 838,129 $ 2,619,294 $ 373,064 $ 95,225 $ 614,014 $ 921,563 $ 14,427 $ 5,475,716 Individually evaluated for impairment $ 5,147 $ 22,986 $ 304 $ 1,021 $ 15,405 $ 5,989 $ 558 $ 51,410 Purchased credit impaired loans $ — $ 11,154 $ — $ — $ 9,187 $ 251 $ 3 $ 20,595 Total loans by group $ 843,276 $ 2,653,434 $ 373,368 $ 96,246 $ 638,606 $ 927,803 $ 14,988 $ 5,547,721 (1 ) (1) The amount of net deferred fees on loans and net unamortized discounts on acquired loans not deemed to be purchased credit impaired ("PCI") included in the ending balance was $10.9 million at both September 30, 2016 and December 31, 2015 respectively.
Summary of changes in allowance for loan losses	The following tables summarize changes in allowance for loan losses by loan category for the periods indicated: Three Months Ended September 30, 2016 (Dollars in thousands) Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Residential Real Estate Home Equity Other Consumer Total Allowance for loan losses Beginning balance $ 14,027 $ 29,011 $ 5,216 $ 1,441 $ 2,578 $ 4,986 $ 468 $ 57,727 Charge-offs (27 ) (341 ) — (98 ) — (154 ) (523 ) (1,143 ) Recoveries 63 124 — 28 130 24 302 671 Provision (benefit) (189 ) 609 117 113 (44 ) 196 148 950 Ending balance $ 13,874 $ 29,403 $ 5,333 $ 1,484 $ 2,664 $ 5,052 $ 395 $ 58,205 Three Months Ended September 30, 2015 (Dollars in thousands) Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Residential Real Estate Home Equity Other Consumer Total Allowance for loan losses Beginning balance $ 15,279 $ 26,359 $ 4,071 $ 1,248 $ 2,551 $ 4,871 $ 616 $ 54,995 Charge-offs (497 ) (28 ) — (2 ) (40 ) (249 ) (349 ) (1,165 ) Recoveries 22 152 — 57 6 130 208 575 Provision (benefit) (518 ) 582 422 (20 ) 75 128 131 800 Ending balance $ 14,286 $ 27,065 $ 4,493 $ 1,283 $ 2,592 $ 4,880 $ 606 $ 55,205 Nine Months Ended September 30, 2016 (Dollars in thousands) Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Residential Real Estate Home Equity Other Consumer Total Allowance for loan losses Beginning balance $ 13,802 $ 27,327 $ 5,366 $ 1,264 $ 2,590 $ 4,889 $ 587 $ 55,825 Charge-offs (31 ) (365 ) — (191 ) (27 ) (491 ) (1,152 ) (2,257 ) Recoveries 850 535 — 122 182 77 796 2,562 Provision (benefit) (747 ) 1,906 (33 ) 289 (81 ) 577 164 2,075 Ending balance $ 13,874 $ 29,403 $ 5,333 $ 1,484 $ 2,664 $ 5,052 $ 395 $ 58,205 Ending balance: individually evaluated for impairment $ 134 $ 355 $ — $ 2 $ 1,156 $ 223 $ 23 $ 1,893 Ending balance: collectively evaluated for impairment $ 13,740 $ 29,048 $ 5,333 $ 1,482 $ 1,508 $ 4,829 $ 372 $ 56,312 Nine Months Ended September 30, 2015 (Dollars in thousands) Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Residential Real Estate Home Equity Other Consumer Total Allowance for loan losses Beginning balance $ 15,573 $ 25,873 $ 3,945 $ 1,171 $ 2,834 $ 4,956 $ 748 $ 55,100 Charge-offs (1,531 ) (236 ) — (198 ) (242 ) (659 ) (922 ) (3,788 ) Recoveries 903 1,006 — 189 52 234 509 2,893 Provision (benefit) (659 ) 422 548 121 (52 ) 349 271 1,000 Ending balance $ 14,286 $ 27,065 $ 4,493 $ 1,283 $ 2,592 $ 4,880 $ 606 $ 55,205 Ending balance: individually evaluated for impairment $ 252 $ 225 $ — $ 28 $ 1,313 $ 245 $ 27 $ 2,090 Ending balance: collectively evaluated for impairment $ 14,034 $ 26,840 $ 4,493 $ 1,255 $ 1,279 $ 4,635 $ 579 $ 53,115
Internal risk-rating categories for the Company's commercial portfolio	The following table details the amount of outstanding principal balances relative to each of the risk-rating categories for the Company’s commercial portfolio: September 30, 2016 Category Risk Rating Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Total (Dollars in thousands) Pass 1 - 6 $ 746,616 $ 2,648,658 $ 370,149 $ 112,442 $ 3,877,865 Potential weakness 7 83,166 86,408 4,516 1,965 176,055 Definite weakness-loss unlikely 8 27,909 50,162 1,580 619 80,270 Partial loss probable 9 22 2,432 — 28 2,482 Definite loss 10 — — — — — Total $ 857,713 $ 2,787,660 $ 376,245 $ 115,054 $ 4,136,672 December 31, 2015 Category Risk Rating Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Total (Dollars in thousands) Pass 1 - 6 $ 765,753 $ 2,484,025 $ 363,781 $ 93,008 $ 3,706,567 Potential weakness 7 54,375 112,022 7,678 2,444 176,519 Definite weakness-loss unlikely 8 23,073 56,276 1,909 732 81,990 Partial loss probable 9 75 1,111 — 62 1,248 Definite loss 10 — — — — — Total $ 843,276 $ 2,653,434 $ 373,368 $ 96,246 $ 3,966,324
Weighted average FICO scores and the weighted average combined LTV ratio	The following table shows the weighted average FICO scores and the weighted average combined LTV ratios as of the periods indicated below: September 30, December 31, Residential portfolio FICO score (re-scored)(1) 743 742 LTV (re-valued)(2) 62.7 % 61.4 % Home equity portfolio FICO score (re-scored)(1) 767 765 LTV (re-valued)(2) 56.2 % 55.8 % (1) The average FICO scores for September 30, 2016 are based upon rescores available from August 31, 2016 and origination score data for loans booked between September 1, 2016 and September 30, 2016. The average FICO scores for December 31, 2015 are based upon rescores available from November 30, 2015 and origination score data for loans booked between December 1, 2015 and December 31, 2015. (2) The combined LTV ratios for September 30, 2016 are based upon updated automated valuations as of March 31, 2015 and origination value data for loans booked between April 1, 2015 and September 30, 2016. The combined LTV ratios for December 31, 2015 are based upon updated automated valuations as of March 31, 2015 and actual score data for loans booked from April 1, 2015 through December 31, 2015. For home equity loans and lines in a subordinate lien position, the LTV data represents a combined LTV, taking into account the senior lien data for loans and lines.
Summary of nonaccrual loans	The following table shows information regarding nonaccrual loans at the dates indicated: September 30, 2016 December 31, 2015 (Dollars in thousands) Commercial and industrial $ 3,065 $ 3,699 Commercial real estate 7,399 7,856 Commercial construction — 304 Small business 288 239 Residential real estate 7,684 8,795 Home equity 6,311 6,742 Other consumer 44 55 Total nonaccrual loans(1) $ 24,791 $ 27,690 (1) Included in these amounts were $5.9 million and $5.2 million of nonaccruing TDRs at September 30, 2016 and December 31, 2015 , respectively.
Foreclosed Residential Real Estate Property [Table Text Block]	The following table shows information regarding foreclosed residential real estate property at the dates indicated: September 30, 2016 December 31, 2015 (Dollars in thousands) Foreclosed residential real estate property held by the creditor $ 1,384 $ 1,430 Recorded investment in mortgage loans collateralized by residential real estate property that are in the process of foreclosure $ 1,557 $ 1,059
Age analysis of past due financing receivables	The following table shows the age analysis of past due financing receivables as of the dates indicated: September 30, 2016 30-59 days 60-89 days 90 days or more Total Past Due Total Financing Receivables Recorded Investment >90 Days and Accruing Number of Loans Principal Balance Number of Loans Principal Balance Number of Loans Principal Balance Number of Loans Principal Balance Current (Dollars in thousands) Loan Portfolio Commercial and industrial 5 $ 436 2 $ 205 6 $ 2,584 13 $ 3,225 $ 854,488 $ 857,713 $ — Commercial real estate 6 3,396 9 2,200 8 3,772 23 9,368 2,778,292 2,787,660 — Commercial construction — — — — — — — — 376,245 376,245 — Small business 16 218 5 90 18 203 39 511 114,543 115,054 — Residential real estate 13 2,621 11 1,692 27 4,222 51 8,535 624,150 632,685 — Home equity 14 1,199 11 611 30 1,794 55 3,604 961,508 965,112 — Other consumer (1) 250 230 19 32 15 11 284 273 11,391 11,664 2 Total 304 $ 8,100 57 $ 4,830 104 $ 12,586 465 $ 25,516 $ 5,720,617 $ 5,746,133 $ 2 December 31, 2015 30-59 days 60-89 days 90 days or more Total Past Due Total Financing Receivables Recorded Investment >90 Days and Accruing Number of Loans Principal Balance Number of Loans Principal Balance Number of Loans Principal Balance Number of Loans Principal Balance Current (Dollars in thousands) Loan Portfolio Commercial and industrial 9 $ 399 4 $ 1,021 8 $ 3,039 21 $ 4,459 $ 838,817 $ 843,276 $ — Commercial real estate 19 7,349 6 1,627 13 4,458 38 13,434 2,640,000 2,653,434 — Commercial construction — — — — 1 304 1 304 373,064 373,368 — Small business 11 93 4 9 13 69 28 171 96,075 96,246 — Residential real estate 20 3,119 11 2,049 19 3,433 50 8,601 630,005 638,606 — Home equity 21 1,526 11 903 20 1,338 52 3,767 924,036 927,803 — Other consumer (1) 297 231 12 65 13 25 322 321 14,667 14,988 — Total 377 $ 12,717 48 $ 5,674 87 $ 12,666 512 $ 31,057 $ 5,516,664 $ 5,547,721 $ — (1) Other consumer portfolio is inclusive of deposit account overdrafts recorded as loan balances.
Summary of Troubled Debt Restructuring and other pertinent information	The following table shows the Company’s total TDRs and other pertinent information as of the dates indicated: September 30, 2016 December 31, 2015 (Dollars in thousands) TDRs on accrual status $ 27,644 $ 32,849 TDRs on nonaccrual 5,910 5,225 Total TDRs $ 33,554 $ 38,074 Amount of specific reserves included in the allowance for loan losses associated with TDRs $ 1,515 $ 1,628 Additional commitments to lend to a borrower who has been a party to a TDR $ 1,097 $ 972
Change in investment recorded subsequent to modifications	The following table shows the modifications which occurred during the periods indicated and the change in the recorded investment subsequent to the modifications occurring: Three Months Ended Nine Months Ended September 30, 2016 September 30, 2016 Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (1) Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (1) (Dollars in thousands) Troubled debt restructurings Commercial and industrial — $ — $ — 7 $ 528 $ 528 Commercial real estate 3 986 986 9 2,329 2,329 Small business 1 59 59 3 168 168 Residential real estate — — — 5 1,167 1,209 Home equity 4 328 328 8 632 632 Other consumer — — — 5 107 107 Total 8 $ 1,373 $ 1,373 37 $ 4,931 $ 4,973 Three Months Ended Nine Months Ended September 30, 2015 September 30, 2015 Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (1) Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (1) (Dollars in thousands) Troubled debt restructurings Commercial and industrial 1 $ 100 $ 100 10 $ 1,153 $ 1,153 Commercial real estate 1 653 653 6 2,963 2,963 Small business 2 103 103 7 269 269 Residential real estate 2 218 245 5 376 403 Home equity 1 36 36 4 251 251 Total 7 $ 1,110 $ 1,137 32 $ 5,012 $ 5,039 (1) The post-modification balances represent the legal principal balance of the loan on the date of modification. These amounts may show an increase when modifications include a capitalization of interest.
Post modification balance of Troubled Debt Restructuring	The following table shows the Company’s post-modification balance of TDRs listed by type of modification as of the periods indicated: Three Months Ended September 30 Nine Months Ended September 30 2016 2015 2016 2015 (Dollars in thousands) (Dollars in thousands) Extended maturity $ 256 $ 855 $ 2,638 $ 2,204 Adjusted interest rate — — 92 — Combination rate and maturity 730 246 990 2,769 Court ordered concession 387 36 1,253 66 Total $ 1,373 $ 1,137 $ 4,973 $ 5,039
Troubled Debt Restructurings that subsequently defaulted	The following table shows loans that have been modified during the past twelve months which have subsequently defaulted during the periods indicated: Three Months Ended September 30 2016 2015 Number Recorded Number Recorded (Dollars in thousands) Troubled debt restructurings that subsequently defaulted Home equity 1 $ 141 — $ — 1 $ 141 — $ — Nine Months Ended September 30 2016 2015 Number of Contracts Recorded Investment Number of Contracts Recorded Investment (Dollars in thousands) Troubled debt restructurings that subsequently defaulted Commercial real estate — $ — 2 $ 880 Commercial and industrial — — 3 339 Home equity 1 $ 141 — $ — 1 $ 141 5 $ 1,219
Impaired loans by loan portfolio	The tables below set forth information regarding the Company’s impaired loans by loan portfolio at the dates indicated: September 30, 2016 Recorded Investment Unpaid Principal Balance Related Allowance (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 2,382 $ 2,750 $ — Commercial real estate 11,481 12,567 — Small business 612 703 — Residential real estate 4,226 4,399 — Home equity 4,611 4,733 — Other consumer 158 159 — Subtotal 23,470 25,311 — With an allowance recorded Commercial and industrial $ 2,086 $ 2,252 $ 134 Commercial real estate 6,596 7,023 355 Small business 357 369 2 Residential real estate 9,967 10,968 1,156 Home equity 1,293 1,459 223 Other consumer 260 261 23 Subtotal 20,559 22,332 1,893 Total $ 44,029 $ 47,643 $ 1,893 December 31, 2015 Recorded Investment Unpaid Principal Balance Related Allowance (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 2,613 $ 3,002 $ — Commercial real estate 12,008 13,128 — Commercial construction 304 305 — Small business 527 618 — Residential real estate 3,874 4,033 — Home equity 4,893 5,005 — Other consumer 184 185 — Subtotal 24,403 26,276 — With an allowance recorded Commercial and industrial $ 2,534 $ 2,648 $ 183 Commercial real estate 10,978 11,047 204 Small business 494 523 4 Residential real estate 11,531 12,652 1,278 Home equity 1,096 1,287 238 Other consumer 374 389 23 Subtotal 27,007 28,546 1,930 Total $ 51,410 $ 54,822 $ 1,930
Interest income recognized on impaired loans	The following tables set forth information regarding interest income recognized on impaired loans, by portfolio, for the periods indicated: Three Months Ended Nine Months Ended September 30, 2016 September 30, 2016 Average Recorded Investment Interest Income Recognized Average Recorded Investment Interest Income Recognized (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 2,444 $ 16 $ 2,584 $ 48 Commercial real estate 11,549 115 11,775 348 Small business 646 5 679 18 Residential real estate 4,255 42 4,286 134 Home equity 4,616 45 4,677 138 Other consumer 162 3 168 9 Subtotal 23,672 226 24,169 695 With an allowance recorded Commercial and industrial $ 2,097 $ 4 $ 2,135 $ 13 Commercial real estate 6,854 42 6,977 126 Small business 367 6 384 17 Residential real estate 10,004 92 10,071 272 Home equity 1,299 13 1,310 36 Other consumer 265 2 272 6 Subtotal 20,886 159 21,149 470 Total $ 44,558 $ 385 $ 45,318 $ 1,165 Three Months Ended Nine Months Ended September 30, 2015 September 30, 2015 Average Recorded Investment Interest Income Recognized Average Recorded Investment Interest Income Recognized (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 2,080 $ 11 $ 2,204 $ 41 Commercial real estate 13,876 89 14,433 337 Commercial construction 307 — 309 — Small business 465 4 484 14 Residential real estate 3,566 42 3,601 123 Home equity 4,585 44 4,670 134 Other consumer 198 4 207 12 Subtotal 25,077 194 25,908 661 With an allowance recorded Commercial and industrial $ 3,687 $ 10 $ 3,894 $ 57 Commercial real estate 15,830 204 15,993 609 Small business 540 7 564 22 Residential real estate 11,698 106 11,764 358 Home equity 1,221 4 1,238 13 Other consumer 421 4 443 11 Subtotal 33,397 335 33,896 1,070 Total $ 58,474 $ 529 $ 59,804 $ 1,731
Certain Loans Acquired In Transfer Accounted For As Debt Securities Acquired During Period	The following table displays certain information pertaining to PCI loans at the dates indicated: September 30, 2016 December 31, 2015 (Dollars in thousands) Outstanding balance $ 21,481 $ 23,199 Carrying amount $ 19,274 $ 20,595
Certain Loans Acquired in Transfer Accounted for as Debt Securities, Accretable Yield Movement Schedule	The following table summarizes activity in the accretable yield for the PCI loan portfolio: Three Months Ended September 30 Nine Months Ended September 30 2016 2015 2016 2015 (Dollars in thousands) Beginning balance $ 2,625 $ 2,527 $ 2,827 $ 2,974 Acquisition — — — 319 Accretion (359 ) (592 ) (1,188 ) (2,138 ) Other change in expected cash flows (1) 213 278 744 978 Reclassification from nonaccretable difference for loans which have paid off (2) — 218 96 298 Ending balance $ 2,479 $ 2,431 $ 2,479 $ 2,431 (1) Represents changes in cash flows expected to be collected and resulting in increased interest income as a prospective yield adjustment over the remaining life of the loan(s). (2) Results in increased interest income during the period in which the loan paid off at amount greater than originally expected.

Earnings Per Share (Tables)

Earnings Per Share (Tables)	9 Months Ended
	Sep. 30, 2016
Earnings Per Share [Abstract]
Summary of earnings per share	Earnings per share consisted of the following components for the periods indicated: Three Months Ended Nine Months Ended September 30 September 30 2016 2015 2016 2015 (Dollars in thousands, except share and per share data) Net income $ 20,484 $ 18,594 $ 59,469 $ 45,505 Weighted Average Shares Basic shares 26,324,316 26,200,621 26,301,340 25,774,571 Effect of dilutive securities 53,072 63,493 48,354 72,921 Diluted shares 26,377,388 26,264,114 26,349,694 25,847,492 Net income per share Basic EPS $ 0.78 $ 0.71 $ 2.26 $ 1.77 Effect of dilutive securities — — — (0.01 ) Diluted EPS $ 0.78 $ 0.71 $ 2.26 $ 1.76
Schedule of Antidilutive Securities Excluded from Computation of Earnings Per Share [Table Text Block]	The following table illustrates the options to purchase common stock or shares of performance-based restricted stock that were excluded from the calculation of diluted earnings per share because they were anti-dilutive for the periods indicated: Three Months Ended Nine Months Ended September 30 September 30 2016 2015 2016 2015 Stock options 4,293 — 1,441 — Performance-based restricted stock — — — —

Stock Based Compensation (Table

Stock Based Compensation (Tables)	9 Months Ended
	Sep. 30, 2016
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Restricted stock compensation footnote	During the nine months ended September 30, 2016 , the Company made the following awards of restricted stock: Date Shares Granted Plan Grant Date Fair Value Per Share Vesting Period 2/11/2016 51,475 2005 Employee Stock Plan $ 41.96 Ratably over 5 years from grant date 3/1/2016 600 2005 Employee Stock Plan $ 44.37 Ratably over 5 years from grant date 5/24/2016 8,700 2010 NonEmployee Director Stock Plan $ 48.34 Cliff vest 5 years from grant date 9/19/2016 800 2005 Employee Stock Plan $ 52.92 Ratably over 5 years from grant date
Schedule of Share-based Compensation, Stock Options, Activity [Table Text Block]	The Company has made the following awards of nonqualified options to purchase shares of common stock during the nine months ended September 30, 2016 : Nine Months Ended September 30, 2016 Date of grant 7/14/2016 2/20/2016 Plan 2010 2010 Options granted 5,000 5,000 Vesting period (beginning on grant date) 18 months 22 months Expiration date 7/14/2026 2/20/2026 Expected volatility 32.28 % 32.44 % Expected life (years) 5.5 5.5 Expected dividend yield 2.37 % 2.28 % Risk free interest rate 1.14 % 1.29 % Fair value per option $ 11.46 $ 10.59

Repurchase Agreements Repurchas

Repurchase Agreements Repurchase Agreements (Tables)	9 Months Ended
	Sep. 30, 2016
Repurchase Agreements [Abstract]
Schedule of Underlying Assets of Repurchase Agreements when Amount of Repurchase Agreements Exceeds 10 Percent of Assets [Table Text Block]	The tables below set forth information regarding the Company’s repurchase agreements allocated by source of collateral at the dates indicated: September 30, 2016 Remaining Contractual Maturity of the Agreements Overnight and Continuous Up to 30 Days 30-90 Days Greater than 90 Days Total (Dollars in thousands) Sources of collateral U.S. government agency securities $ 15,608 $ — $ — $ — $ 15,608 Agency mortgage-backed securities 54,535 — — — 54,535 Agency collateralized mortgage obligations 70,771 — — — 70,771 Total borrowings $ 140,914 $ — $ — $ — $ 140,914 December 31, 2015 Remaining Contractual Maturity of the Agreements Overnight and Continuous Up to 30 Days 30-90 Days Greater than 90 Days Total (Dollars in thousands) Sources of Collateral U.S. government agency securities $ 10,157 $ — $ — $ — $ 10,157 Agency mortgage-backed securities 69,142 — — — 69,142 Agency collateralized mortgage obligations 54,659 — — — 54,659 Total borrowings $ 133,958 $ — $ — $ — $ 133,958

Derivatives and Hedging Activ29

Derivatives and Hedging Activities (Tables)	9 Months Ended
	Sep. 30, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes	The following table reflects the Company’s derivative positions for the periods indicated below for interest rate swaps which qualify as cash flow hedges for accounting purposes: September 30, 2016 Notional Amount Trade Date Effective Date Maturity Date Receive (Variable) Index Current Rate Received Pay Fixed Swap Rate Fair Value (Dollars in thousands) $ 25,000 16-Feb-06 28-Dec-06 28-Dec-16 3 Month LIBOR 0.85 % 5.04 % $ (255 ) 25,000 16-Feb-06 28-Dec-06 28-Dec-16 3 Month LIBOR 0.85 % 5.04 % (255 ) 25,000 9-Dec-08 10-Dec-08 10-Dec-18 3 Month LIBOR 0.85 % 2.94 % (1,068 ) 25,000 1-Apr-16 17-Jan-17 15-Dec-21 (1) 3 Month LIBOR TBD 1.36 % (208 ) 25,000 1-Apr-16 17-Jan-17 15-Dec-21 (1) 3 Month LIBOR TBD 1.36 % (207 ) $ 125,000 $ (1,993 ) December 31, 2015 Notional Amount Trade Date Effective Date Maturity Date Receive (Variable) Index Current Rate Received Pay Fixed Swap Rate Fair Value (Dollars in thousands) $ 25,000 16-Feb-06 28-Dec-06 28-Dec-16 3 Month LIBOR 0.51 % 5.04 % $ (1,054 ) 25,000 16-Feb-06 28-Dec-06 28-Dec-16 3 Month LIBOR 0.51 % 5.04 % (1,055 ) 25,000 9-Dec-08 10-Dec-08 10-Dec-18 3 Month LIBOR 0.49 % 2.94 % (1,164 ) $ 75,000 $ (3,273 ) (1) In April 2016, the Company entered into two forward starting swaps with notional amounts of $25.0 million each, with the intention of hedging $50.0 million of existing junior subordinated debentures, as the current hedges on this borrowing expire in December 2016.
Summary of customer related derivative positions, not designated as hedging	The following table reflects the Company’s customer related derivative positions for the periods indicated below for those derivatives not designated as hedging: Notional Amount Maturing Number of Positions (1) Less than 1 year Less than 2 years Less than 3 years Less than 4 years Thereafter Total Fair Value September 30, 2016 (Dollars in thousands) Loan level swaps Receive fixed, pay variable 201 $ 29,006 $ 33,125 $ 79,593 $ 79,123 $ 559,208 $ 780,055 $ 41,390 Pay fixed, receive variable 186 $ 29,006 $ 33,125 $ 79,593 $ 79,123 $ 559,208 $ 780,055 $ (41,357 ) Foreign exchange contracts Buys foreign currency, sells U.S. currency 24 $ 48,831 $ — $ — $ — $ — $ 48,831 $ 91 Buys U.S. currency, sells foreign currency 24 $ 48,831 $ — $ — $ — $ — $ 48,831 $ (66 ) December 31, 2015 (Dollars in thousands) Loan level swaps Receive fixed, pay variable 171 $ 37,732 $ 34,424 $ 29,629 $ 77,041 $ 488,110 $ 666,936 $ 22,467 Pay fixed, receive variable 165 $ 37,732 $ 34,424 $ 29,629 $ 77,041 $ 488,110 $ 666,936 $ (22,462 ) Foreign exchange contracts Buys foreign currency, sells U.S. currency 21 $ 38,416 $ — $ — $ — $ — $ 38,416 $ (354 ) Buys U.S. currency, sells foreign currency 21 $ 38,416 $ — $ — $ — $ — $ 38,416 $ 382 (1) The Company may enter into one dealer swap agreement which offsets multiple commercial borrower swap agreements.
Fair value of derivative financial instruments as well as their classification on the balance sheet	The table below presents the fair value of the Company’s derivative financial instruments as well as their classification on the balance sheet at the periods indicated: Asset Derivatives Liability Derivatives Fair Value at Fair Value at Fair Value at Fair Value at Balance Sheet September 30 December 31 Balance Sheet September 30 December 31 (Dollars in thousands) Derivatives designated as hedges Interest rate derivatives Other assets $ — $ — Other liabilities $ 1,993 $ 3,273 Derivatives not designated as hedges Customer Related Positions Loan level derivatives Other assets $ 41,411 $ 22,470 Other liabilities $ 41,378 $ 22,465 Foreign exchange contracts Other assets 494 602 Other liabilities 469 574 Mortgage Derivatives Interest rate lock commitments Other assets 488 233 Other liabilities — — Forward sales agreements Other assets 163 — Other liabilities — 1 $ 42,556 $ 23,305 $ 41,847 $ 23,040 Total $ 42,556 $ 23,305 $ 43,840 $ 26,313
Effect of derivative financial instruments included in OCI and current earnings	The table below presents the effect of the Company’s derivative financial instruments included in OCI and current earnings for the periods indicated: Three Months Ended Nine Months Ended September 30 September 30 2016 2015 2016 2015 (Dollars in thousands) Derivatives designated as hedges Gain in OCI on derivatives (effective portion), net of tax $ 674 $ 132 $ 653 $ 596 Loss reclassified from OCI into interest expense (effective portion) $ (648 ) $ (715 ) $ (1,949 ) $ (2,130 ) Loss recognized in income on derivatives (ineffective portion and amount excluded from effectiveness testing) Interest expense $ — $ — $ — $ — Other expense — — — — Total $ — $ — $ — $ — Derivatives not designated as hedges Changes in fair value of customer related positions Other income $ (42 ) $ 39 $ 71 $ 56 Other expense (12 ) — (46 ) (51 ) Changes in fair value of mortgage derivatives Mortgage banking income 115 174 $ 419 67 Total $ 61 $ 213 $ 444 $ 72

Asset & Liability Derivative Po

Asset & Liability Derivative Positions & the Potential Effect of Netting Arrangements - Current Quarter (Tables)	9 Months Ended
	Sep. 30, 2016
Offsetting [Abstract]
Offsetting Assets [Table Text Block]	The following tables present the Company's asset and liability derivative positions and the potential effect of netting arrangements on its financial position, as of the periods indicated: Gross Amounts Not Offset in the Statement of Financial Position Gross Amounts Recognized in the Statement of Financial Position Gross Amounts Offset in the Statement of Financial Position Net Amounts Presented in the Statement of Financial Position Financial Instruments Collateral Pledged (Received) Net Amount September 30, 2016 (Dollars in thousands) Derivative Assets Loan level derivatives $ 41,411 $ — $ 41,411 $ 10 $ — $ 41,401 Customer foreign exchange contracts 494 — 494 — — 494 $ 41,905 $ — $ 41,905 $ 10 $ — $ 41,895 Derivative Liabilities Interest rate swaps $ 1,993 $ — $ 1,993 $ — $ 1,993 $ — Loan level derivatives 41,378 — 41,378 10 41,358 10 Customer foreign exchange contracts 469 — 469 — — 469 Repurchase agreements Customer repurchase agreements 140,914 — 140,914 — 140,914 — $ 184,754 $ — $ 184,754 $ 10 $ 184,265 $ 479 Gross Amounts Not Offset in the Statement of Financial Position Gross Amounts Recognized in the Statement of Financial Position Gross Amounts Offset in the Statement of Financial Position Net Amounts Presented in the Statement of Financial Position Financial Instruments (1) Collateral Pledged (Received) Net Amount December 31, 2015 (Dollars in thousands) Derivative Assets Loan level derivatives $ 22,470 $ — $ 22,470 $ 2 $ — $ 22,468 Customer foreign exchange contracts 602 — 602 — — 602 $ 23,072 $ — $ 23,072 $ 2 $ — $ 23,070 Derivative Liabilities Interest rate swaps $ 3,273 $ — $ 3,273 $ — $ 3,273 $ — Loan level derivatives 22,465 — 22,465 2 22,461 2 Customer foreign exchange contracts 574 — 574 — — 574 Repurchase agreements Customer repurchase agreements 133,958 — 133,958 — 133,958 — $ 160,270 $ — $ 160,270 $ 2 $ 159,692 $ 576 (1) Reflects offsetting derivative positions with the same counterparty.

Fair Value Measurements (Tables

Fair Value Measurements (Tables)	9 Months Ended
	Sep. 30, 2016
Fair Value Disclosures [Abstract]
Assets and liabilities measured at fair value on a recurring basis	Assets and liabilities measured at fair value at the periods indicated were as follows: Fair Value Measurements at Reporting Date Using Balance Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) September 30, 2016 (Dollars in thousands) Recurring fair value measurements Assets Trading securities $ 809 $ 809 $ — $ — Securities available for sale U.S. Government agency securities 25,306 — 25,306 $ — Agency mortgage-backed securities 185,573 — 185,573 — Agency collateralized mortgage obligations 108,596 — 108,596 — State, county, and municipal securities 4,360 — 4,360 — Single issuer trust preferred securities issued by banks and insurers 2,297 — 2,297 — Pooled trust preferred securities issued by banks and insurers 1,538 — — 1,538 Small business administration pooled securities 39,880 — 39,880 — Equity securities 19,458 19,458 — — Loans held for sale 13,334 — 13,334 — Derivative instruments 42,556 — 42,556 — Liabilities Derivative instruments 43,840 — 43,840 — Total recurring fair value measurements $ 399,867 $ 20,267 $ 378,062 $ 1,538 Nonrecurring fair value measurements Assets Collateral dependent impaired loans $ 3,056 $ — $ — $ 3,056 Other real estate owned and other foreclosed assets 1,798 — — 1,798 Total nonrecurring fair value measurements $ 4,854 $ — $ — $ 4,854 Fair Value Measurements at Reporting Date Using Balance Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) December 31, 2015 (Dollars in thousands) Recurring fair value measurements Assets Trading securities $ 356 $ 356 $ — $ — Securities available for sale U.S. Government agency securities $ 30,215 $ — $ 30,215 $ — Agency mortgage-backed securities 210,937 — 210,937 — Agency collateralized mortgage obligations 63,584 — 63,584 — State, county, and municipal securities 4,659 — 4,659 — Single issuer trust preferred securities issued by banks and insurers 2,792 — 2,792 — Pooled trust preferred securities issued by banks and insurers 1,572 — — 1,572 Small business administration pooled securities 40,449 — 40,449 — Equity securities 13,041 13,041 — — Loans held for sale 5,990 — 5,990 — Derivative instruments 23,305 — 23,305 — Liabilities Derivative instruments 26,313 — 26,313 — Total recurring fair value measurements $ 370,587 $ 13,397 $ 355,618 $ 1,572 Nonrecurring fair value measurements: Assets Collateral dependent impaired loans $ 4,598 $ — $ — $ 4,598 Other real estate owned and other foreclosed assets 2,159 — — 2,159 Total nonrecurring fair value measurements $ 6,757 $ — $ — $ 6,757
Reconciliation for all assets and liabilities measured at fair value on a recurring basis	The table below presents a reconciliation for all assets and liabilities measured at fair value on a recurring basis using significant unobservable inputs (Level 3), which were valued using pricing models and discounted cash flow methodologies, as of the dates indicated: Three Months Ended September 30 2016 2015 (Dollars in thousands) Pooled Trust Preferred Securities Beginning balance $ 1,506 $ 1,595 Gains and (losses) (realized/unrealized) Included in other comprehensive income 41 12 Settlements (9 ) (21 ) Ending balance $ 1,538 $ 1,586 Nine Months Ended September 30 2016 2015 (Dollars in thousands) Pooled Trust Preferred Securities Beginning balance $ 1,572 $ 6,321 Gains and (losses) (realized/unrealized) Included in other comprehensive income (17 ) 20 Sales — (4,679 ) Settlements (17 ) (76 ) Ending balance $ 1,538 $ 1,586
Investments in securities that are classified as level 3	The following table sets forth certain unobservable inputs regarding the Company’s investment in securities that are classified as Level 3 for the periods indicated: September 30 December 31 September 30 December 31 September 30 December 31 Valuation Technique Fair Value Unobservable Inputs Range Weighted Average (Dollars in thousands) Discounted cash flow methodology Pooled trust preferred securities $ 1,538 $ 1,572 Cumulative prepayment 0% - 63% 0% - 64% 2.6% 2.7% Cumulative default 5% - 100% 5% - 100% 12.9% 15.1% Loss given default 85% - 100% 85% - 100% 94.2% 94.2% Cure given default 0% - 75% 0% - 75% 60.9% 62.3% Appraisals of collateral (1) Impaired loans $ 3,056 $ 4,598 Other real estate owned and foreclosed assets $ 1,798 $ 2,159 (1) Fair value is generally determined through independent appraisals of the underlying collateral, which generally include various Level 3 inputs which are not identifiable. Appraisals may be adjusted by management for qualitative factors such as economic factors and estimated liquidation expenses. The range of these possible adjustments may vary.
The estimated fair values and related carrying amounts for assets and liabilities	The estimated fair values and related carrying amounts for assets and liabilities for which fair value is only disclosed are shown below as of the periods indicated: Fair Value Measurements at Reporting Date Using Carrying Value Fair Value Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) September 30, 2016 (Dollars in thousands) Financial assets Securities held to maturity(a) U.S. Treasury securities $ 1,008 $ 1,089 $ — $ 1,089 $ — Agency mortgage-backed securities 148,822 155,131 — 155,131 — Agency collateralized mortgage obligations 246,744 250,260 — 250,260 — Single issuer trust preferred securities issued by banks 1,500 1,547 — 1,547 — Small business administration pooled securities 32,689 33,807 — 33,807 — Loans, net of allowance for loan losses(b) 5,684,872 5,622,922 — — 5,622,922 Financial liabilities Time certificates of deposits(c) $ 629,071 $ 631,043 $ — $ 631,043 $ — Federal Home Loan Bank borrowings(c) 50,826 51,172 — 51,172 — Customer repurchase agreements and other short-term borrowings(c) 140,914 140,914 — — 140,914 Junior subordinated debentures(d) 73,157 75,993 — 75,993 — Subordinated debentures(c) 34,624 35,222 — — 35,222 Fair Value Measurements at Reporting Date Using Carrying Value Fair Value Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) December 31, 2015 (Dollars in thousands) Financial assets Securities held to maturity(a) U.S. Treasury securities $ 1,009 $ 1,064 $ — $ 1,064 $ — Agency mortgage-backed securities 167,134 170,375 — 170,375 — Agency collateralized mortgage obligations 267,348 264,891 — 264,891 — State, county, and municipal securities 225 227 — 227 — Single issuer trust preferred securities issued by banks 1,500 1,522 — 1,522 — Small business administration pooled securities 35,291 35,664 — 35,664 — Corporate debt securities 5,000 5,006 — 5,006 — Loans, net of allowance for loan losses(b) 5,487,298 5,417,425 — — 5,417,425 Financial liabilities Time certificates of deposits(c) $ 684,830 $ 684,370 $ — $ 684,370 $ — Federal Home Loan Bank borrowings(c) 102,080 102,396 — 102,396 — Customer repurchase agreements and other short-term borrowings(c) 133,958 133,958 — — 133,958 Junior subordinated debentures(d) 73,306 73,871 — 73,871 — Subordinated debentures(c) 34,589 34,370 — — 34,370 (a) The fair values presented 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 instruments and/or discounted cash flow analyses. (b) Fair value is estimated by discounting the future cash flows using the current rates at which similar loans would be made to borrowers with similar credit ratings and for the same remaining maturities or cash flows. (c) Fair value was determined by discounting anticipated future cash payments using rates currently available for instruments with similar remaining maturities. (d) Fair value was determined based upon market prices of securities with similar terms and maturities.

Comprehensive Income_Loss (Tabl

Comprehensive Income/Loss (Tables)	9 Months Ended
	Sep. 30, 2016
Equity [Abstract]
Comprehensive income	The following table presents a reconciliation of the changes in the components of other comprehensive income (loss) for the dates indicated, including the amount of income tax (expense) benefit allocated to each component of other comprehensive income (loss): Three Months Ended Nine Months Ended Pre Tax Tax (Expense) After Tax Pre Tax Tax (Expense) After Tax (Dollars in thousands) Change in fair value of securities available for sale $ (1,315 ) $ 499 $ (816 ) $ 8,351 $ (3,248 ) $ 5,103 Less: net security losses reclassified into other noninterest income — — — (27 ) 11 (16 ) Net change in fair value of securities available for sale (1,315 ) 499 (816 ) 8,378 (3,259 ) 5,119 Change in fair value of cash flow hedges 486 (196 ) 290 (852 ) 352 (500 ) Less: net cash flow hedge gains reclassified into interest on borrowings expense (1) (648 ) 264 (384 ) (1,949 ) 796 (1,153 ) Net change in fair value of cash flow hedges 1,134 (460 ) 674 1,097 (444 ) 653 Net unamortized loss related to defined benefit pension and other postretirement adjustments arising during the period (28 ) 11 (17 ) (84 ) 33 (51 ) Amortization of net actuarial losses 61 (25 ) 36 183 (75 ) 108 Amortization of net prior service costs 69 (29 ) 40 207 (84 ) 123 Net change in other comprehensive income for defined benefit postretirement plans (2) 102 (43 ) 59 306 (126 ) 180 Total other comprehensive income (loss) $ (79 ) $ (4 ) $ (83 ) $ 9,781 $ (3,829 ) $ 5,952 Three Months Ended Nine Months Ended Pre Tax Tax (Expense) After Tax Pre Tax Tax (Expense) After Tax (Dollars in thousands) Change in fair value of securities available for sale $ 1,966 $ (755 ) $ 1,211 $ 597 $ (239 ) $ 358 Less: net security losses reclassified into other noninterest income — — — (315 ) 129 (186 ) Net change in fair value of securities available for sale 1,966 (755 ) 1,211 912 (368 ) 544 Change in fair value of cash flow hedges (493 ) 201 (292 ) (1,096 ) 429 (667 ) Less: net cash flow hedge losses reclassified into interest on borrowings expense (1) 715 (291 ) 424 2,130 (867 ) 1,263 Net change in fair value of cash flow hedges 222 (90 ) 132 1,034 (438 ) 596 Net unamortized gain related to defined benefit pension and other postretirement adjustments arising during the period 50 (21 ) 29 137 (71 ) 66 Amortization of net actuarial losses 61 (25 ) 36 182 (74 ) 108 Amortization of net prior service costs 75 (30 ) 45 227 (92 ) 135 Net change in other comprehensive income for defined benefit postretirement plans (2) 186 (76 ) 110 546 (237 ) 309 Total other comprehensive income $ 2,374 $ (921 ) $ 1,453 $ 2,492 $ (1,043 ) $ 1,449 (1) Includes the amortization of the remaining balance of a realized but unrecognized gain, net of tax, from the termination of interest rate swaps in June 2009. The original gain of $1.4 million , net of tax, is being recognized in earnings through December 2018, the original maturity date of the swap. The balance of this gain has amortized to $317,000 and $463,000 at September 30, 2016 and 2015 , respectively. (2) The amortization of prior service costs is included in the computation of net periodic pension cost as disclosed in the Employee Benefit Plans footnote in the Company's Annual Report on Form 10-K for the year ended December 31, 2015 , filed with the Securities and Exchange Commission.
Company's accumulated other comprehensive loss, net of tax	Information on the Company’s accumulated other comprehensive income (loss), net of tax, is comprised of the following components as of the periods indicated: Unrealized Gain on Securities Unrealized Loss on Cash Flow Hedge Deferred Gain on Hedge Transactions Defined Benefit Postretirement Plans Accumulated Other Comprehensive Income (Loss) (Dollars in thousands) 2016 Beginning balance: January 1, 2016 $ 1,306 $ (1,955 ) $ 427 $ (2,230 ) $ (2,452 ) Net change in other comprehensive income (loss) 5,119 763 (110 ) 180 5,952 Ending balance: September 30, 2016 $ 6,425 $ (1,192 ) $ 317 $ (2,050 ) $ 3,500 2015 Beginning balance: January 1, 2015 $ 3,389 $ (3,298 ) $ 571 $ (2,794 ) $ (2,132 ) Net change in other comprehensive income (loss) 544 704 (108 ) 309 1,449 Ending balance: September 30, 2015 $ 3,933 $ (2,594 ) $ 463 $ (2,485 ) $ (683 )

Commitments and Contingencies (

Commitments and Contingencies (Tables)	9 Months Ended
	Sep. 30, 2016
Commitments and Contingencies Disclosure [Abstract]
Schedule of Fair Value, Off-balance Sheet Risks [Table Text Block]	The following table summarizes the above financial instruments at the dates indicated: September 30, 2016 December 31, 2015 (Dollars in thousands) Commitments to extend credit $ 2,189,953 $ 2,091,170 Standby letters of credit 17,798 17,962 Deferred standby letter of credit fees 112 72

Investments is Low Income Hou34

Investments is Low Income Housing Tax Credits Investments in Low Income Housing Tax Credits (Tables)	9 Months Ended
	Sep. 30, 2016
Equity Method Investments and Joint Ventures [Abstract]
Investments in Low Income Housing Projects [Table Text Block]	The following table presents the Company's investments in low income housing projects as of the dates indicated: September 30, 2016 December 31, 2015 (Dollars in thousands) Original investment value $ 42,362 $ 42,199 Current recorded investment 35,566 38,151 Unfunded liability obligation 9,297 14,607 Tax credits and benefits (1) 5,311 3,632 Amortization of investments (2) 3,669 2,450 Net income tax benefit (3) 1,642 1,182 (1) This amount reflects anticipated tax credits and tax benefits for the full year ended December 31, 2016 . (2) The amortization amount reduces the tax credits and benefits anticipated for the full year ended December 31, 2016 . (3) This amount represents the net tax benefit expected to be realized for the full year ended December 31, 2016 in determining the Company's effective tax rate.

Securities (Reconciliation of f

Securities (Reconciliation of fair value of securities) (Details) - USD ($) $ in Thousands	Sep. 30, 2016	Dec. 31, 2015
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	$ 376,520	$ 365,140
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	11,583	5,252
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	(1,095)	(3,143)
Available-for-sale Securities	387,008	367,249
Held to maturity Securities, Amortized Cost	430,763	477,507
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	11,627	5,177
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	(556)	(3,935)
Held to Maturity, Fair Value, Total	441,834	478,749
Amortized Cost	807,283	842,647
Gross Unrealized Gains	23,210	10,429
Unrealized Losses Other	(1,651)	(7,078)
Fair Value	828,842	845,998
U. S. Government Agency Securities [Member]
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	24,502	29,958
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	804	261
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	0	(4)
Available-for-sale Securities	25,306	30,215
U.S. Treasury securities
Reconciliation of fair value of securities
Held to maturity Securities, Amortized Cost	1,008	1,009
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	81	55
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	0	0
Held to Maturity, Fair Value, Total	1,089	1,064
Agency mortgage-backed securities
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	178,095	207,693
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	7,481	4,227
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	(3)	(983)
Available-for-sale Securities	185,573	210,937
Held to maturity Securities, Amortized Cost	148,822	167,134
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	6,309	3,460
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	0	(219)
Held to Maturity, Fair Value, Total	155,131	170,375
Agency Collateralized Mortgage Obligations [Member]
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	107,466	64,157
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	1,286	179
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	(156)	(752)
Available-for-sale Securities	108,596	63,584
Held to maturity Securities, Amortized Cost	246,744	267,348
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	4,072	1,195
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	(556)	(3,652)
Held to Maturity, Fair Value, Total	250,260	264,891
State, County, and Municipal Securities [Member]
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	4,255	4,543
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	105	116
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	0	0
Available-for-sale Securities	4,360	4,659
Held to maturity Securities, Amortized Cost	0	225
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	0	2
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	0	0
Held to Maturity, Fair Value, Total	0	227
Single Issuer Trust Preferred Securities Issued by Banks and Insurers [Member]
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	2,324	2,865
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	4	8
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	(31)	(81)
Available-for-sale Securities	2,297	2,792
Held to maturity Securities, Amortized Cost	1,500	1,500
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	47	22
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	0	0
Held to Maturity, Fair Value, Total	1,547	1,522
Pooled trust preferred securities issued by banks and insurers
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	2,200	2,217
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	0	0
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	(662)	(645)
Available-for-sale Securities	1,538	1,572
Small Business Administration Pooled Securities [Member]
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	38,678	40,472
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	1,202	87
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	0	(110)
Available-for-sale Securities	39,880	40,449
Held to maturity Securities, Amortized Cost	32,689	35,291
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	1,118	437
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	0	(64)
Held to Maturity, Fair Value, Total	33,807	35,664
Equity securities
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	19,000	13,235
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	701	374
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	(243)	(568)
Available-for-sale Securities	19,458	13,041
Corporate debt securities
Reconciliation of fair value of securities
Held to maturity Securities, Amortized Cost	0	5,000
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	0	6
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	0	0
Held to Maturity, Fair Value, Total	$ 0	$ 5,006

Securities (Schedule of Contrac

Securities (Schedule of Contractual Maturities of Securities) (Details) - USD ($) $ in Thousands	Sep. 30, 2016	Dec. 31, 2015
Available for Sale, Amortized Cost
Available for sale Securities, Amortized Cost	$ 376,520	$ 365,140
Available for Sale, Fair Value
Available for sale Securities, Fair Value, Total	387,008	367,249
Held to Maturity, Amortized Cost
Held to maturity Securities, Amortized Cost	430,763	477,507
Held to Maturity, Fair Value
Held to Maturity, Fair Value, Total	441,834	$ 478,749
Debt Securities
Available for Sale, Amortized Cost
Available for Sale, Amortized Cost, Due in one year or less	999
Available for Sale, Amortized Cost, Due after one year to five years	30,422
Available for Sale, Amortized Cost, Due after five to ten years	86,511
Available for Sale, Amortized Cost, Due after ten years	239,588
Available for sale Securities, Amortized Cost	357,520
Available for Sale, Fair Value
Available for Sale, Fair Value, Due in one year or less	1,003
Available for Sale, Fair Value, Due after one year to five years	31,258
Available for Sale, Fair Value, Due after five to ten years	89,455
Available for Sale, Fair Value, Due after ten years	245,834
Available for sale Securities, Fair Value, Total	367,550
Held to Maturity, Amortized Cost
Held to Maturity, Amortized Cost, Due in one year or less	11
Held to Maturity, Amortized Cost, Due after one year to five years	16,099
Held to Maturity, Amortized Cost, Due after five to ten years	24,594
Held to Maturity, Amortized Cost, Due after ten years	390,059
Held to maturity Securities, Amortized Cost	430,763
Held to Maturity, Fair Value
Held to Maturity, Fair Value, Due in one year or less	11
Held to Maturity, Fair Value, Due after one year to five years	16,739
Held to Maturity, Fair Value, Due after five to ten years	25,602
Held to Maturity, Fair Value, Due after ten years	399,482
Held to Maturity, Fair Value, Total	441,834
Equity securities
Available for Sale, Amortized Cost
Available for Sale, Amortized Cost, Marketable equity securities	19,000
Available for Sale, Fair Value
Available for Sale, Fair Value, Marketable equity securities	19,458
Held to Maturity, Amortized Cost
Held to maturity Securities, Amortized Cost	0
Held to Maturity, Fair Value
Held to Maturity, Fair Value, Total	$ 0

Securities (Unrealized Loss NOT

Securities (Unrealized Loss NOT deemed to be OTTI) (Details) $ in Thousands	Sep. 30, 2016USD ($)holding	Dec. 31, 2015USD ($)holding
Summary of gross unrealized losses and fair value of investments
No of holdings | holding	35	123
Fair value, less than 12 months	$ 16,061	$ 304,830
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for less than 12 months	(49)	(2,882)
Fair value, 12 months or longer	62,066	92,785
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for more than 12 months	(1,602)	(4,196)
Fair value, Total	78,127	397,615
Available for Sale and Held to Maturity Securities Continuous Unrealized Loss Position Aggregate Loss	$ (1,651)	$ (7,078)
U. S. Government Agency Securities [Member]
Summary of gross unrealized losses and fair value of investments
No of holdings | holding		3
Fair value, less than 12 months		$ 1,990
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for less than 12 months		(4)
Fair value, 12 months or longer		0
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for more than 12 months		0
Fair value, Total		1,990
Available for Sale and Held to Maturity Securities Continuous Unrealized Loss Position Aggregate Loss		$ (4)
Agency mortgage-backed securities
Summary of gross unrealized losses and fair value of investments
No of holdings | holding	2	57
Fair value, less than 12 months	$ 1,016	$ 112,648
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for less than 12 months	(3)	(1,062)
Fair value, 12 months or longer	0	4,297
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for more than 12 months	0	(140)
Fair value, Total	1,016	116,945
Available for Sale and Held to Maturity Securities Continuous Unrealized Loss Position Aggregate Loss	$ (3)	$ (1,202)
Agency Collateralized Mortgage Obligations [Member]
Summary of gross unrealized losses and fair value of investments
No of holdings | holding	9	23
Fair value, less than 12 months	$ 14,530	$ 147,707
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for less than 12 months	(30)	(1,420)
Fair value, 12 months or longer	51,578	80,927
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for more than 12 months	(682)	(2,984)
Fair value, Total	66,108	228,634
Available for Sale and Held to Maturity Securities Continuous Unrealized Loss Position Aggregate Loss	$ (712)	$ (4,404)
Single issuer trust preferred securities issued by banks and insurers
Summary of gross unrealized losses and fair value of investments
No of holdings | holding	2	2
Fair value, less than 12 months	$ 0	$ 1,018
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for less than 12 months	0	(33)
Fair value, 12 months or longer	2,048	1,018
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for more than 12 months	(31)	(48)
Fair value, Total	2,048	2,036
Available for Sale and Held to Maturity Securities Continuous Unrealized Loss Position Aggregate Loss	$ (31)	$ (81)
Pooled trust preferred securities issued by banks and insurers
Summary of gross unrealized losses and fair value of investments
No of holdings | holding	1	1
Fair value, less than 12 months	$ 0	$ 0
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for less than 12 months	0	0
Fair value, 12 months or longer	1,537	1,572
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for more than 12 months	(662)	(645)
Fair value, Total	1,537	1,572
Available for Sale and Held to Maturity Securities Continuous Unrealized Loss Position Aggregate Loss	$ (662)	$ (645)
Equity securities
Summary of gross unrealized losses and fair value of investments
No of holdings | holding	21	34
Fair value, less than 12 months	$ 515	$ 3,481
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for less than 12 months	(16)	(189)
Fair value, 12 months or longer	6,903	4,971
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for more than 12 months	(227)	(379)
Fair value, Total	7,418	8,452
Available for Sale and Held to Maturity Securities Continuous Unrealized Loss Position Aggregate Loss	$ (243)	$ (568)
Small Business Administration Pooled Securities [Member]
Summary of gross unrealized losses and fair value of investments
No of holdings | holding		3
Fair value, less than 12 months		$ 37,986
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for less than 12 months		(174)
Fair value, 12 months or longer		0
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for more than 12 months		0
Fair value, Total		37,986
Available for Sale and Held to Maturity Securities Continuous Unrealized Loss Position Aggregate Loss		$ (174)

Securities (Total OTTI) (Detail

Securities (Total OTTI) (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Investments, Debt and Equity Securities [Abstract]
Gross change in OTTI recorded on certain investments	$ 0	$ 0	$ 0	$ 84
Portion of OTTI recognized in OCI	0	0	0	84
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net	$ 0	$ 0	$ 0	$ 0

Securities (Summary of Cumulati

Securities (Summary of Cumulative Credit Related Component of OTTI) (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Summary of cumulative credit related component of OTTI
Balance at beginning of period	$ 0	$ 0	$ 0	$ (9,997)
Add
Incurred on securities not previously impaired	0	0	0	0
Incurred on securities previously impaired	0	0	0	0
Less
Securities sold during the period	0	0	0	9,997
Reclassification due to changes in Company's intent	0	0	0	0
Increases in cash flow expected to be collected	0	0	0	0
Balance at end of period	$ 0	$ 0	$ 0	$ 0

Securities (Details Textual) (D

Securities (Details Textual) (Details) - USD ($)	Sep. 30, 2016	Dec. 31, 2015
Securities (Textual) [Abstract]
Callable Securities in Investment Portfolio	$ 11,900,000
Pledged Financial Instruments, Not Separately Reported, Securities	451,700,000	$ 444,800,000
Trading Securities	809,000	356,000
Investments in obligations of individual states, counties or municipalities which exceed 10% of equity	$ 0	$ 0

Loans, Allowance for Loan Los41

Loans, Allowance for Loan Losses and Credit Quality (Allowance Allocations) (Details) - USD ($) $ in Thousands	Sep. 30, 2016	Dec. 31, 2015
Financing Receivable, Allowance for Credit Losses [Line Items]
Unamortized Loan Commitment and Origination Fees and Unamortized Discounts or Premiums	$ 10,900	$ 10,900
Allowance for loans based on collective and individual evaluation of impairment by loan category
Ending Balance: Collectively Evaluated for Impairment	5,682,830	5,475,716
Ending Balance: Individually Evaluated for Impairment	44,029	51,410
Financing Receivable, Net	4,136,672	3,966,324
Ending Balance: Total Loans by Group	5,746,133	5,547,721
Receivables Acquired with Deteriorated Credit Quality [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Financing Receivable, Net	19,274	20,595
Commercial and Industrial [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Ending Balance: Collectively Evaluated for Impairment	853,245	838,129
Ending Balance: Individually Evaluated for Impairment	4,468	5,147
Financing Receivable, Net	857,713	843,276
Ending Balance: Total Loans by Group	857,713	843,276
Commercial and Industrial [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Financing Receivable, Net	0	0
Commercial Real Estate [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Ending Balance: Collectively Evaluated for Impairment	2,759,158	2,619,294
Ending Balance: Individually Evaluated for Impairment	18,077	22,986
Financing Receivable, Net	2,787,660	2,653,434
Ending Balance: Total Loans by Group	2,787,660	2,653,434
Commercial Real Estate [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Financing Receivable, Net	10,425	11,154
Construction Loans [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Ending Balance: Collectively Evaluated for Impairment	376,245	373,064
Ending Balance: Individually Evaluated for Impairment	0	304
Financing Receivable, Net	376,245	373,368
Ending Balance: Total Loans by Group	376,245	373,368
Construction Loans [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Financing Receivable, Net	0	0
Small Business [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Ending Balance: Collectively Evaluated for Impairment	114,085	95,225
Ending Balance: Individually Evaluated for Impairment	969	1,021
Financing Receivable, Net	115,054	96,246
Ending Balance: Total Loans by Group	115,054	96,246
Small Business [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Financing Receivable, Net	0	0
Residential Real Estate [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Ending Balance: Collectively Evaluated for Impairment	609,854	614,014
Ending Balance: Individually Evaluated for Impairment	14,193	15,405
Ending Balance: Total Loans by Group	632,685	638,606
Residential Real Estate [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Financing Receivable, Net	8,638	9,187
Consumer Home Equity [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Ending Balance: Collectively Evaluated for Impairment	958,999	921,563
Ending Balance: Individually Evaluated for Impairment	5,904	5,989
Ending Balance: Total Loans by Group	965,112	927,803
Consumer Home Equity [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Financing Receivable, Net	209	251
Consumer Other [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Ending Balance: Collectively Evaluated for Impairment	11,244	14,427
Ending Balance: Individually Evaluated for Impairment	418	558
Ending Balance: Total Loans by Group	11,664	14,988
Consumer Other [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Financing Receivable, Net	$ 2	$ 3

Loans, Allowance for Loan Los42

Loans, Allowance for Loan Losses and Credit Quality (ALLL - by category) (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Summary of changes in allowance for loan losses
Beginning Balance	$ 57,727	$ 54,995	$ 55,825	$ 55,100
Charge-offs	(1,143)	(1,165)	(2,257)	(3,788)
Recoveries	671	575	2,562	2,893
Provision for loan losses	950	800	2,075	1,000
Ending Balance	58,205	55,205	58,205	55,205
Ending Balance: Individually Evaluated for Impairment	1,893	2,090	1,893	2,090	$ 1,930
Ending Balance: Collectively Evaluated for Impairment	56,312	53,115	56,312	53,115
Commercial and Industrial [Member]
Summary of changes in allowance for loan losses
Beginning Balance	14,027	15,279	13,802	15,573
Charge-offs	(27)	(497)	(31)	(1,531)
Recoveries	63	22	850	903
Provision for loan losses	(189)	(518)	(747)	(659)
Ending Balance	13,874	14,286	13,874	14,286
Ending Balance: Individually Evaluated for Impairment	134	252	134	252	183
Ending Balance: Collectively Evaluated for Impairment	13,740	14,034	13,740	14,034
Commercial Real Estate [Member]
Summary of changes in allowance for loan losses
Beginning Balance	29,011	26,359	27,327	25,873
Charge-offs	(341)	(28)	(365)	(236)
Recoveries	124	152	535	1,006
Provision for loan losses	609	582	1,906	422
Ending Balance	29,403	27,065	29,403	27,065
Ending Balance: Individually Evaluated for Impairment	355	225	355	225	204
Ending Balance: Collectively Evaluated for Impairment	29,048	26,840	29,048	26,840
Construction Loans [Member]
Summary of changes in allowance for loan losses
Beginning Balance	5,216	4,071	5,366	3,945
Charge-offs	0	0	0	0
Recoveries	0	0	0	0
Provision for loan losses	117	422	(33)	548
Ending Balance	5,333	4,493	5,333	4,493
Ending Balance: Individually Evaluated for Impairment	0	0	0	0
Ending Balance: Collectively Evaluated for Impairment	5,333	4,493	5,333	4,493
Small Business [Member]
Summary of changes in allowance for loan losses
Beginning Balance	1,441	1,248	1,264	1,171
Charge-offs	(98)	(2)	(191)	(198)
Recoveries	28	57	122	189
Provision for loan losses	113	(20)	289	121
Ending Balance	1,484	1,283	1,484	1,283
Ending Balance: Individually Evaluated for Impairment	2	28	2	28	4
Ending Balance: Collectively Evaluated for Impairment	1,482	1,255	1,482	1,255
Residential Real Estate [Member]
Summary of changes in allowance for loan losses
Beginning Balance	2,578	2,551	2,590	2,834
Charge-offs	0	(40)	(27)	(242)
Recoveries	130	6	182	52
Provision for loan losses	(44)	75	(81)	(52)
Ending Balance	2,664	2,592	2,664	2,592
Ending Balance: Individually Evaluated for Impairment	1,156	1,313	1,156	1,313	1,278
Ending Balance: Collectively Evaluated for Impairment	1,508	1,279	1,508	1,279
Consumer Home Equity [Member]
Summary of changes in allowance for loan losses
Beginning Balance	4,986	4,871	4,889	4,956
Charge-offs	(154)	(249)	(491)	(659)
Recoveries	24	130	77	234
Provision for loan losses	196	128	577	349
Ending Balance	5,052	4,880	5,052	4,880
Ending Balance: Individually Evaluated for Impairment	223	245	223	245	238
Ending Balance: Collectively Evaluated for Impairment	4,829	4,635	4,829	4,635
Consumer Other [Member]
Summary of changes in allowance for loan losses
Beginning Balance	468	616	587	748
Charge-offs	(523)	(349)	(1,152)	(922)
Recoveries	302	208	796	509
Provision for loan losses	148	131	164	271
Ending Balance	395	606	395	606
Ending Balance: Individually Evaluated for Impairment	23	27	23	27	$ 23
Ending Balance: Collectively Evaluated for Impairment	$ 372	$ 579	$ 372	$ 579

Loans, Allowance for Loan Los43

Loans, Allowance for Loan Losses and Credit Quality (Internal Risk-Rating Categories for the Commercial Portfolio) (Details) - USD ($)	9 Months Ended
	Sep. 30, 2016	Dec. 31, 2015
Financing Receivable, Allowance for Credit Losses [Line Items]
Significant Advanced Considered For Risk Rating Change	$ 50,000
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	4,136,672,000	$ 3,966,324,000
Commercial and Industrial [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	857,713,000	843,276,000
Commercial Real Estate [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	2,787,660,000	2,653,434,000
Commercial Construction [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	376,245,000	373,368,000
Small Business [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	115,054,000	96,246,000
PASS [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	3,877,865,000	3,706,567,000
PASS [Member] | Commercial and Industrial [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	746,616,000	765,753,000
PASS [Member] | Commercial Real Estate [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	2,648,658,000	2,484,025,000
PASS [Member] | Commercial Construction [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	370,149,000	363,781,000
PASS [Member] | Small Business [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	112,442,000	93,008,000
POTENTIAL WEAKNESS [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	176,055,000	176,519,000
POTENTIAL WEAKNESS [Member] | Commercial and Industrial [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	83,166,000	54,375,000
POTENTIAL WEAKNESS [Member] | Commercial Real Estate [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	86,408,000	112,022,000
POTENTIAL WEAKNESS [Member] | Commercial Construction [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	4,516,000	7,678,000
POTENTIAL WEAKNESS [Member] | Small Business [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	1,965,000	2,444,000
DEFINITE WEAKNESS-LOSS UNLIKELY [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	80,270,000	81,990,000
DEFINITE WEAKNESS-LOSS UNLIKELY [Member] | Commercial and Industrial [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	27,909,000	23,073,000
DEFINITE WEAKNESS-LOSS UNLIKELY [Member] | Commercial Real Estate [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	50,162,000	56,276,000
DEFINITE WEAKNESS-LOSS UNLIKELY [Member] | Commercial Construction [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	1,580,000	1,909,000
DEFINITE WEAKNESS-LOSS UNLIKELY [Member] | Small Business [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	619,000	732,000
PARTIAL LOSS PROBABLE [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	2,482,000	1,248,000
PARTIAL LOSS PROBABLE [Member] | Commercial and Industrial [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	22,000	75,000
PARTIAL LOSS PROBABLE [Member] | Commercial Real Estate [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	2,432,000	1,111,000
PARTIAL LOSS PROBABLE [Member] | Commercial Construction [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	0	0
PARTIAL LOSS PROBABLE [Member] | Small Business [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	28,000	62,000
DEFINITE LOSS [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	0	0
DEFINITE LOSS [Member] | Commercial and Industrial [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	0	0
DEFINITE LOSS [Member] | Commercial Real Estate [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	0	0
DEFINITE LOSS [Member] | Commercial Construction [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	0	0
DEFINITE LOSS [Member] | Small Business [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	$ 0	$ 0

Loans, Allowance for Loan Los44

Loans, Allowance for Loan Losses and Credit Quality (Weighted Average FICO Scores and the Weighted Average Combined LTV Ratio) (Details) - score	Sep. 30, 2016	Dec. 31, 2015
Residential Portfolio Segment [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Financing Receivable With Quality Of Loan Based On Weighted Average Fico Rating	743	742
Financing Receivable With Credit Quality Of Loan Based Upon the Weighted Average Loan-To-Value Ratio	62.70%	61.40%
Consumer Home Equity [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Financing Receivable With Quality Of Loan Based On Weighted Average Fico Rating	767	765
Financing Receivable With Credit Quality Of Loan Based Upon the Weighted Average Loan-To-Value Ratio	56.20%	55.80%

Loans, Allowance for Loan Los45

Loans, Allowance for Loan Losses and Credit Quality (Summary of Nonaccrual Loans) (Details) - USD ($) $ in Thousands	Sep. 30, 2016	Dec. 31, 2015
Financing Receivable Impaired [Line Items]
Tdrs Recorded Investment On Nonaccrual Status	$ 5,910	$ 5,225
Financing Receivable, Recorded Investment, Nonaccrual Status	24,791	27,690
Commercial and Industrial [Member]
Financing Receivable Impaired [Line Items]
Financing Receivable, Recorded Investment, Nonaccrual Status	3,065	3,699
Commercial Real Estate [Member]
Financing Receivable Impaired [Line Items]
Financing Receivable, Recorded Investment, Nonaccrual Status	7,399	7,856
Construction Loans [Member]
Financing Receivable Impaired [Line Items]
Financing Receivable, Recorded Investment, Nonaccrual Status	0	304
Small Business [Member]
Financing Receivable Impaired [Line Items]
Financing Receivable, Recorded Investment, Nonaccrual Status	288	239
Residential Real Estate [Member]
Financing Receivable Impaired [Line Items]
Financing Receivable, Recorded Investment, Nonaccrual Status	7,684	8,795
Consumer Home Equity [Member]
Financing Receivable Impaired [Line Items]
Financing Receivable, Recorded Investment, Nonaccrual Status	6,311	6,742
Consumer - Other [Member]
Financing Receivable Impaired [Line Items]
Financing Receivable, Recorded Investment, Nonaccrual Status	$ 44	$ 55

Loans, Allowance for Loan Los46

Loans, Allowance for Loan Losses and Credit Quality (Age Analysis of Past Due Financing Receivables) (Details) $ in Thousands	Sep. 30, 2016USD ($)loan	Dec. 31, 2015USD ($)loan
Age Analysis of Past Due Financing Receivables
Number of Loans 30-59 Days | loan	304	377
Number of Loans 60-89 Days | loan	57	48
Number of Loans 90 Days or More | loan	104	87
Number of Loans Total Past Due | loan	465	512
Principal Balance Total Past Due	$ 25,516	$ 31,057
Current	5,720,617	5,516,664
Loans and Leases Receivable, Gross	5,746,133	5,547,721
Recorded Investment >90 Days and Accruing	$ 2	$ 0
Commercial and Industrial [Member]
Age Analysis of Past Due Financing Receivables
Number of Loans 30-59 Days | loan	5	9
Number of Loans 60-89 Days | loan	2	4
Number of Loans 90 Days or More | loan	6	8
Number of Loans Total Past Due | loan	13	21
Principal Balance Total Past Due	$ 3,225	$ 4,459
Current	854,488	838,817
Loans and Leases Receivable, Gross	857,713	843,276
Recorded Investment >90 Days and Accruing	$ 0	$ 0
Commercial Real Estate [Member]
Age Analysis of Past Due Financing Receivables
Number of Loans 30-59 Days | loan	6	19
Number of Loans 60-89 Days | loan	9	6
Number of Loans 90 Days or More | loan	8	13
Number of Loans Total Past Due | loan	23	38
Principal Balance Total Past Due	$ 9,368	$ 13,434
Current	2,778,292	2,640,000
Loans and Leases Receivable, Gross	2,787,660	2,653,434
Recorded Investment >90 Days and Accruing	$ 0	$ 0
Construction Loans [Member]
Age Analysis of Past Due Financing Receivables
Number of Loans 30-59 Days | loan	0	0
Number of Loans 60-89 Days | loan	0	0
Number of Loans 90 Days or More | loan	0	1
Number of Loans Total Past Due | loan	0	1
Principal Balance Total Past Due	$ 0	$ 304
Current	376,245	373,064
Loans and Leases Receivable, Gross	376,245	373,368
Recorded Investment >90 Days and Accruing	$ 0	$ 0
Small Business [Member]
Age Analysis of Past Due Financing Receivables
Number of Loans 30-59 Days | loan	16	11
Number of Loans 60-89 Days | loan	5	4
Number of Loans 90 Days or More | loan	18	13
Number of Loans Total Past Due | loan	39	28
Principal Balance Total Past Due	$ 511	$ 171
Current	114,543	96,075
Loans and Leases Receivable, Gross	115,054	96,246
Recorded Investment >90 Days and Accruing	$ 0	$ 0
Residential Real Estate [Member]
Age Analysis of Past Due Financing Receivables
Number of Loans 30-59 Days | loan	13	20
Number of Loans 60-89 Days | loan	11	11
Number of Loans 90 Days or More | loan	27	19
Number of Loans Total Past Due | loan	51	50
Principal Balance Total Past Due	$ 8,535	$ 8,601
Current	624,150	630,005
Loans and Leases Receivable, Gross	632,685	638,606
Recorded Investment >90 Days and Accruing	$ 0	$ 0
Consumer Home Equity [Member]
Age Analysis of Past Due Financing Receivables
Number of Loans 30-59 Days | loan	14	21
Number of Loans 60-89 Days | loan	11	11
Number of Loans 90 Days or More | loan	30	20
Number of Loans Total Past Due | loan	55	52
Principal Balance Total Past Due	$ 3,604	$ 3,767
Current	961,508	924,036
Loans and Leases Receivable, Gross	965,112	927,803
Recorded Investment >90 Days and Accruing	$ 0	$ 0
Consumer - Other [Member]
Age Analysis of Past Due Financing Receivables
Number of Loans 30-59 Days | loan	250	297
Number of Loans 60-89 Days | loan	19	12
Number of Loans 90 Days or More | loan	15	13
Number of Loans Total Past Due | loan	284	322
Principal Balance Total Past Due	$ 273	$ 321
Current	11,391	14,667
Loans and Leases Receivable, Gross	11,664	14,988
Recorded Investment >90 Days and Accruing	2	0
Financing Receivables, 30 to 59 Days Past Due [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	8,100	12,717
Financing Receivables, 30 to 59 Days Past Due [Member] | Commercial and Industrial [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	436	399
Financing Receivables, 30 to 59 Days Past Due [Member] | Commercial Real Estate [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	3,396	7,349
Financing Receivables, 30 to 59 Days Past Due [Member] | Construction Loans [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	0	0
Financing Receivables, 30 to 59 Days Past Due [Member] | Small Business [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	218	93
Financing Receivables, 30 to 59 Days Past Due [Member] | Residential Real Estate [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	2,621	3,119
Financing Receivables, 30 to 59 Days Past Due [Member] | Consumer Home Equity [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	1,199	1,526
Financing Receivables, 30 to 59 Days Past Due [Member] | Consumer - Other [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	230	231
Financing Receivables, 60 to 89 Days Past Due [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	4,830	5,674
Financing Receivables, 60 to 89 Days Past Due [Member] | Commercial and Industrial [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	205	1,021
Financing Receivables, 60 to 89 Days Past Due [Member] | Commercial Real Estate [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	2,200	1,627
Financing Receivables, 60 to 89 Days Past Due [Member] | Construction Loans [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	0	0
Financing Receivables, 60 to 89 Days Past Due [Member] | Small Business [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	90	9
Financing Receivables, 60 to 89 Days Past Due [Member] | Residential Real Estate [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	1,692	2,049
Financing Receivables, 60 to 89 Days Past Due [Member] | Consumer Home Equity [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	611	903
Financing Receivables, 60 to 89 Days Past Due [Member] | Consumer - Other [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	32	65
Financing Receivables, Equal to Greater than 90 Days Past Due [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	12,586	12,666
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Commercial and Industrial [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	2,584	3,039
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Commercial Real Estate [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	3,772	4,458
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Construction Loans [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	0	304
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Small Business [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	203	69
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Residential Real Estate [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	4,222	3,433
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Consumer Home Equity [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	1,794	1,338
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Consumer - Other [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	$ 11	$ 25

Loans, Allowance for Loan Los47

Loans, Allowance for Loan Losses and Credit Quality (TDR's and Other Pertinent Information) (Details) - USD ($) $ in Thousands	Sep. 30, 2016	Dec. 31, 2015
Summary of Troubled Debt Restructurings and other pertinent information
TDRS ON ACCRUAL STATUS	$ 27,644	$ 32,849
TDRS ON NONACCRUAL	5,910	5,225
TOTAL TDR'S	33,554	38,074
AMOUNT OF SPECIFIC RESERVES INCLUDED IN THE ALLOWANCE FOR LOAN LOSSES ASSOCIATED WITH TDRS:	1,515	1,628
Additional Commitments To Lend To Borrower For Trouble Debt Restructuring	$ 1,097	$ 972

Loans, Allowance for Loan Los48

Loans, Allowance for Loan Losses and Credit Quality (Modifications which occurred during the period & change in recorded investment) (Details) $ in Thousands	3 Months Ended		9 Months Ended	12 Months Ended
	Sep. 30, 2016USD ($)contract	Sep. 30, 2015USD ($)contract	Sep. 30, 2016USD ($)contract	Dec. 31, 2015USD ($)contract
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Number of Contracts | contract	8	7	37	32
TROUBLED DEBT RESTRUCTURINGS:
Financing Receivable, Modifications, Pre-Modification Recorded Investment	$ 1,373	$ 1,110	$ 4,931	$ 5,012
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 1,373	$ 1,137	$ 4,973	$ 5,039
Commercial and Industrial [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Number of Contracts | contract	0	1	7	10
TROUBLED DEBT RESTRUCTURINGS:
Financing Receivable, Modifications, Pre-Modification Recorded Investment	$ 0	$ 100	$ 528	$ 1,153
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 0	$ 100	$ 528	$ 1,153
Commercial Real Estate [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Number of Contracts | contract	3	1	9	6
TROUBLED DEBT RESTRUCTURINGS:
Financing Receivable, Modifications, Pre-Modification Recorded Investment	$ 986	$ 653	$ 2,329	$ 2,963
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 986	$ 653	$ 2,329	$ 2,963
Small Business [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Number of Contracts | contract	1	2	3	7
TROUBLED DEBT RESTRUCTURINGS:
Financing Receivable, Modifications, Pre-Modification Recorded Investment	$ 59	$ 103	$ 168	$ 269
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 59	$ 103	$ 168	$ 269
Residential Real Estate [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Number of Contracts | contract	0	2	5	5
TROUBLED DEBT RESTRUCTURINGS:
Financing Receivable, Modifications, Pre-Modification Recorded Investment	$ 0	$ 218	$ 1,167	$ 376
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 0	$ 245	$ 1,209	$ 403
Consumer - Home Equity [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Number of Contracts | contract	4	1	8	4
TROUBLED DEBT RESTRUCTURINGS:
Financing Receivable, Modifications, Pre-Modification Recorded Investment	$ 328	$ 36	$ 632	$ 251
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 328	$ 36	$ 632	$ 251
Consumer - Other [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Number of Contracts | contract	0		5
TROUBLED DEBT RESTRUCTURINGS:
Financing Receivable, Modifications, Pre-Modification Recorded Investment	$ 0		$ 107
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 0		$ 107

Loans, Allowance for Loan Los49

Loans, Allowance for Loan Losses and Credit Quality (Post-Modification balance of TDRs Listed by Type of Modifications) (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended	12 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Dec. 31, 2015
Post modification balance of Troubled Debt Restructuring
EXTENDED MATURITY	$ 256	$ 855	$ 2,638	$ 2,204
Financing Receivable Modifications Post Modification Recorded Investment Adjusted Interest Rate	0	0	92	0
COMBINATION RATE & MATURITY	730	246	990	2,769
COURT ORDERED CONCESSION	387	36	1,253	66
TOTAL	$ 1,373	$ 1,137	$ 4,973	$ 5,039

Loans, Allowance for Loan Los50

Loans, Allowance for Loan Losses and Credit Quality (TDRs that have subsequently defaulted) (Details)	3 Months Ended		9 Months Ended
	Sep. 30, 2016USD ($)contract	Sep. 30, 2015USD ($)contract	Sep. 30, 2016USD ($)contract	Sep. 30, 2015USD ($)contract
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Subsequent Default, Number of Contracts | contract	1	0	1	5
Financing Receivable, Modifications, Subsequent Default, Recorded Investment | $	$ 141,000	$ 0	$ 141,000	$ 1,219,000
Commercial Real Estate [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Subsequent Default, Number of Contracts | contract	0	0	0	2
Financing Receivable, Modifications, Subsequent Default, Recorded Investment | $	$ 0	$ 0	$ 0	$ 880,000
Commercial and Industrial [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Subsequent Default, Number of Contracts | contract	0	0	0	3
Financing Receivable, Modifications, Subsequent Default, Recorded Investment | $	$ 0	$ 0	$ 0	$ 339,000
Residential Real Estate [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Subsequent Default, Number of Contracts | contract	0	0
Financing Receivable, Modifications, Subsequent Default, Recorded Investment | $	$ 0	$ 0
Consumer - Home Equity [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Subsequent Default, Number of Contracts | contract	1	0	1	0
Financing Receivable, Modifications, Subsequent Default, Recorded Investment | $	$ 141,000	$ 0	$ 141,000	$ 0

Loans, Allowance for Loan Los51

Loans, Allowance for Loan Losses and Credit Quality (Impaired Loans by Portfolio) (Details) - USD ($) $ in Thousands	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	$ 1,893	$ 1,930	$ 2,090
Related Allowance	1,893	1,930
Impaired Financing Receivable, Recorded Investment, Total	44,029	51,410
Impaired Financing Receivable, Unpaid Principal Balance	47,643	54,822
WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	23,470	24,403
Unpaid Principal Balance	25,311	26,276
Related Allowance	0	0
WITH AN ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	20,559	27,007
Unpaid Principal Balance	22,332	28,546
Commercial and Industrial [Member]
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	134	183	252
Commercial and Industrial [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	2,382	2,613
Unpaid Principal Balance	2,750	3,002
Related Allowance	0	0
Commercial and Industrial [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	2,086	2,534
Unpaid Principal Balance	2,252	2,648
Commercial Real Estate [Member]
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	355	204	225
Commercial Real Estate [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	11,481	12,008
Unpaid Principal Balance	12,567	13,128
Related Allowance	0	0
Commercial Real Estate [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	6,596	10,978
Unpaid Principal Balance	7,023	11,047
Construction Loans [Member]
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	0		0
Construction Loans [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment		304
Unpaid Principal Balance		305
Related Allowance		0
Small Business [Member]
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	2	4	28
Small Business [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	612	527
Unpaid Principal Balance	703	618
Related Allowance	0	0
Small Business [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	357	494
Unpaid Principal Balance	369	523
Residential Real Estate [Member]
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	1,156	1,278	1,313
Residential Real Estate [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	4,226	3,874
Unpaid Principal Balance	4,399	4,033
Related Allowance	0	0
Residential Real Estate [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	9,967	11,531
Unpaid Principal Balance	10,968	12,652
Consumer - Home Equity [Member]
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	223	238	245
Consumer - Home Equity [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	4,611	4,893
Unpaid Principal Balance	4,733	5,005
Related Allowance	0	0
Consumer - Home Equity [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	1,293	1,096
Unpaid Principal Balance	1,459	1,287
Consumer - Other [Member]
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	23	23	$ 27
Consumer - Other [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	158	184
Unpaid Principal Balance	159	185
Related Allowance	0	0
Consumer - Other [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	260	374
Unpaid Principal Balance	$ 261	$ 389

Loans, Allowance for Loan Los52

Loans, Allowance for Loan Losses and Credit Quality (Int Inc. Recognized on Impaired Loans by Portfolio) (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Interest income recognized on impaired loans
Average Recorded Investment	$ 44,558	$ 58,474	$ 45,318	$ 59,804
Interest Income Recognized	385	529	1,165	1,731
WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	23,672	25,077	24,169	25,908
Interest Income Recognized	226	194	695	661
WITH AN ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	20,886	33,397	21,149	33,896
Interest Income Recognized	159	335	470	1,070
Commercial and Industrial [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	2,444	2,080	2,584	2,204
Interest Income Recognized	16	11	48	41
Commercial and Industrial [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	2,097	3,687	2,135	3,894
Interest Income Recognized	4	10	13	57
Commercial Real Estate [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	11,549	13,876	11,775	14,433
Interest Income Recognized	115	89	348	337
Commercial Real Estate [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	6,854	15,830	6,977	15,993
Interest Income Recognized	42	204	126	609
Construction Loans [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment		307		309
Interest Income Recognized		0		0
Small Business [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	646	465	679	484
Interest Income Recognized	5	4	18	14
Small Business [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	367	540	384	564
Interest Income Recognized	6	7	17	22
Residential Real Estate [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	4,255	3,566	4,286	3,601
Interest Income Recognized	42	42	134	123
Residential Real Estate [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	10,004	11,698	10,071	11,764
Interest Income Recognized	92	106	272	358
Consumer - Home Equity [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	4,616	4,585	4,677	4,670
Interest Income Recognized	45	44	138	134
Consumer - Home Equity [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	1,299	1,221	1,310	1,238
Interest Income Recognized	13	4	36	13
Consumer - Other [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	162	198	168	207
Interest Income Recognized	3	4	9	12
Consumer - Other [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	265	421	272	443
Interest Income Recognized	$ 2	$ 4	$ 6	$ 11

Loans, Allowance for Loan Los53

Loans, Allowance for Loan Losses and Credit Quality (Purchased Credit Impaired Loans - Outstanding/Carrying balances) (Details) - USD ($) $ in Thousands	Sep. 30, 2016	Dec. 31, 2015
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]
Outstanding balance	$ 21,481	$ 23,199

Loans, Allowance for Loan Los54

Loans, Allowance for Loan Losses and Credit Quality (Activity in the Accretable Yield for PCI loans) (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Certain Loans Acquired in Transfer Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Certain Loans Acquired in Transfer Accounted for as Debt Securities, Accretable Yield, Beginning of Period	$ 2,625	$ 2,527	$ 2,827	$ 2,974
Certain Loans Acquired in Transfer Accounted for as Debt Securities, Accretable Yield, Additions	0	0	0	319
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield, Accretion	(359)	(592)	(1,188)	(2,138)
Certainloansacquiredinatransfernotaccountedforasdebtsecuritiesaccretableyieldadjustmentchangesinexpectedcashflow	213	278	744	978
Certain Loans Acquired in Transfer Accounted for as Debt Securities, Accretable Yield, Reclassifications from Nonaccretable Difference	0	218	96	298
Certain Loans Acquired in Transfer Accounted for as Debt Securities, Accretable Yield, End of Period	$ 2,479	$ 2,431	$ 2,479	$ 2,431

Loans, Allowance for Loan Los55

Loans, Allowance for Loan Losses and Credit Quality (Textual) (Details) - USD ($)	9 Months Ended
	Sep. 30, 2016	Dec. 31, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unamortized Loan Commitment and Origination Fees and Unamortized Discounts or Premiums	$ 10,900,000	$ 10,900,000
Significant Advanced Considered For Risk Rating Change	$ 50,000
Days to be termed as non accrual loans	90 days
Tdrs Recorded Investment On Nonaccrual Status	$ 5,910,000	$ 5,225,000

Loans, Allowance for Loan Los56

Loans, Allowance for Loan Losses and Credit Quality Foreclosed Residential Real Estate Property (Details) - USD ($) $ in Thousands	Sep. 30, 2016	Dec. 31, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Foreclosed residential real estate property held by the creditor	$ 1,384	$ 1,430
Recorded investment in mortgage loans collateralized by residential real estate property that are in the process of foreclosure	$ 1,557	$ 1,059

Earnings Per Share (EPS Compone

Earnings Per Share (EPS Components) (Details) - USD ($) $ / shares in Units, $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Summary of earnings per share
Net income	$ 20,484	$ 18,594	$ 59,469	$ 45,505
Weighted Average Shares (in shares)
BASIC SHARES	26,324,316	26,200,621	26,301,340	25,774,571
EFFECT OF DILUTIVE SECURITIES	53,072	63,493	48,354	72,921
DILUTIVE SHARES	26,377,388	26,264,114	26,349,694	25,847,492
NET INCOME PER SHARE (in dollars per share)
BASIC EPS	$ 0.78	$ 0.71	$ 2.26	$ 1.77
EFFECT OF DILUTIVE SECURITIES	0	0	0	(0.01)
DILUTIVE EPS	$ 0.78	$ 0.71	$ 2.26	$ 1.76

Earnings Per Share Antidilutive

Earnings Per Share Antidilutive Securities excluded from the Computaion of Earnings Per Share (Details) - shares	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Employee Stock Option [Member]
Stock Option [Line Items]
Antidilutive Securities Excluded from Computation of Earnings Per Share, Amount	4,293	0	1,441	0
Performance Shares [Member]
Stock Option [Line Items]
Antidilutive Securities Excluded from Computation of Earnings Per Share, Amount	0	0	0	0

Stock Based Compensation (Award

Stock Based Compensation (Awards of Restricted Stock) (Details)	9 Months Ended
	Sep. 30, 2016$ / sharesshares
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Shares Granted | shares	20,450
Grant Date Fair Value Per Share | $ / shares	$ 41.96
2/11/2016 | 2005 Employee Stock Plan | Restricted Stock [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Shares Granted | shares	51,475
Grant Date Fair Value Per Share | $ / shares	$ 41.96
Vesting Period	Ratably over 5 years from grant date
3/1/2016 | 2005 Employee Stock Plan | Restricted Stock [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Shares Granted | shares	600
Grant Date Fair Value Per Share | $ / shares	$ 44.37
Vesting Period	Ratably over 5 years from grant date
5/24/2016 | 2010 NonEmployee Director Stock Plan | Restricted Stock [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Shares Granted | shares	8,700
Grant Date Fair Value Per Share | $ / shares	$ 48.34
Vesting Period	Cliff vest 5 years from grant date
Date Four [Member] | 2005 Employee Stock Plan
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Shares Granted | shares	800
Grant Date Fair Value Per Share | $ / shares	$ 52.92
Vesting Period	Ratably over 5 years from grant date

Stock Based Compensation Perfor

Stock Based Compensation Performance-based Restricted Stock Textual (Details)	9 Months Ended
	Sep. 30, 2016$ / sharesshares
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Share-based Compensation Arrangement by Share-based Payment Award, Non-Option Equity Instruments, Granted | shares	20,450
Share-based Compensation Arrangement by Share-based Payment Award, Equity Instruments Other than Options, Grants in Period, Weighted Average Grant Date Fair Value | $ / shares	$ 41.96

Stock Based Compensation Stock

Stock Based Compensation Stock Based Compensation Option Awards Granted (Details) - 2010 Nonemployee Director Stock Plan [Member] - Employee Stock Option [Member]	9 Months Ended
	Sep. 30, 2016$ / sharesshares
2/20/2016
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Share-based Compensation Arrangement by Share-based Payment Award, Options, Grants in Period, Gross | shares	5,000
Share-based Compensation Arrangement by Share-based Payment Award, Award Vesting Period	22 months
Share-based Compensation Arrangement by Share-based Payment Award, Expiration Date	Feb. 20, 2026
Share-based Compensation Arrangement by Share-based Payment Award, Fair Value Assumptions, Expected Volatility Rate	32.44%
Share-based Compensation Arrangement by Share-based Payment Award, Fair Value Assumptions, Expected Term	5 years 6 months
Share-based Compensation Arrangement by Share-based Payment Award, Fair Value Assumptions, Expected Dividend Rate	2.28%
Share-based Compensation Arrangement by Share-based Payment Award, Fair Value Assumptions, Risk Free Interest Rate	1.29%
Share-based Compensation Arrangement by Share-based Payment Award, Options, Grants in Period, Weighted Average Grant Date Fair Value | $ / shares	$ 10.59
Date Two [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Share-based Compensation Arrangement by Share-based Payment Award, Options, Grants in Period, Gross | shares	5,000
Share-based Compensation Arrangement by Share-based Payment Award, Award Vesting Period	18 months
Share-based Compensation Arrangement by Share-based Payment Award, Expiration Date	Jul. 14, 2026
Share-based Compensation Arrangement by Share-based Payment Award, Fair Value Assumptions, Expected Volatility Rate	32.28%
Share-based Compensation Arrangement by Share-based Payment Award, Fair Value Assumptions, Expected Term	5 years 6 months
Share-based Compensation Arrangement by Share-based Payment Award, Fair Value Assumptions, Expected Dividend Rate	2.37%
Share-based Compensation Arrangement by Share-based Payment Award, Fair Value Assumptions, Risk Free Interest Rate	1.14%
Share-based Compensation Arrangement by Share-based Payment Award, Options, Grants in Period, Weighted Average Grant Date Fair Value | $ / shares	$ 11.46

Repurchase Agreements Repurch62

Repurchase Agreements Repurchase Agreements (Details) - USD ($) $ in Thousands	Sep. 30, 2016	Dec. 31, 2015
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	$ 140,914	$ 133,958
U.S. Government agency securities
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	15,608	10,157
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	54,535	69,142
Collateralized Debt Obligations [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	70,771	54,659
Maturity Overnight [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	140,914	133,958
Maturity Overnight [Member] | U.S. Government agency securities
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	15,608	10,157
Maturity Overnight [Member] | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	54,535	69,142
Maturity Overnight [Member] | Collateralized Debt Obligations [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	70,771	54,659
Maturity Less than 30 Days [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	0	0
Maturity Less than 30 Days [Member] | U.S. Government agency securities
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	0	0
Maturity Less than 30 Days [Member] | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	0	0
Maturity Less than 30 Days [Member] | Collateralized Debt Obligations [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	0	0
Maturity 30 to 90 Days [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	0	0
Maturity 30 to 90 Days [Member] | U.S. Government agency securities
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	0	0
Maturity 30 to 90 Days [Member] | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	0	0
Maturity 30 to 90 Days [Member] | Collateralized Debt Obligations [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	0	0
Maturity Greater than 90 Days [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	0	0
Maturity Greater than 90 Days [Member] | U.S. Government agency securities
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	0	0
Maturity Greater than 90 Days [Member] | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	0	0
Maturity Greater than 90 Days [Member] | Collateralized Debt Obligations [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	$ 0	$ 0

Derivatives and Hedging Activ63

Derivatives and Hedging Activities (Derivative Positions for Interest Rate Swaps which Qualify as Hedges) (Details) - USD ($)		3 Months Ended		9 Months Ended		12 Months Ended
		Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount		$ 125,000,000		$ 125,000,000		$ 75,000,000
Fair Value		(1,993,000)		(1,993,000)		(3,273,000)
Amortization Of Deferred Hedge Gains Losses		61,000	$ 61,000	183,000	$ 183,000
Change in Fair Value on Loans Held for Sale		47,000	$ (181,000)	60,000	$ 3,000
Positions One [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount		$ 25,000,000		$ 25,000,000		$ 25,000,000
Receive (Variable) Index				3 Month LIBOR		3 Month LIBOR
Trade Date				Feb. 16, 2006		Feb. 16, 2006
Effective Date				Dec. 28, 2006		Dec. 28, 2006
Maturity Date				Dec. 28, 2016		Dec. 28, 2016
Current Rate Received		0.85%		0.85%		0.51%
Pay Fixed Swap Rate		5.04%		5.04%		5.04%
Fair Value		$ (255,000)		$ (255,000)		$ (1,054,000)
Positions Two [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount		$ 25,000,000		$ 25,000,000		$ 25,000,000
Receive (Variable) Index				3 Month LIBOR		3 Month LIBOR
Trade Date				Feb. 16, 2006		Feb. 16, 2006
Effective Date				Dec. 28, 2006		Dec. 28, 2006
Maturity Date				Dec. 28, 2016		Dec. 28, 2016
Current Rate Received		0.85%		0.85%		0.51%
Pay Fixed Swap Rate		5.04%		5.04%		5.04%
Fair Value		$ (255,000)		$ (255,000)		$ (1,055,000)
Positions Four [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount		$ 25,000,000		$ 25,000,000		$ 25,000,000
Receive (Variable) Index				3 Month LIBOR		3 Month LIBOR
Trade Date				Dec. 9, 2008		Dec. 9, 2008
Effective Date				Dec. 10, 2008		Dec. 10, 2008
Maturity Date				Dec. 10, 2018		Dec. 10, 2018
Current Rate Received		0.85%		0.85%		0.49%
Pay Fixed Swap Rate		2.94%		2.94%		2.94%
Fair Value		$ (1,068,000)		$ (1,068,000)		$ (1,164,000)
Positions Three [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	[1]	$ 25,000,000		$ 25,000,000
Receive (Variable) Index				3 Month LIBOR
Trade Date				Apr. 1, 2016
Effective Date				Jan. 17, 2017
Maturity Date				Dec. 15, 2021
Current Rate Received		0.00%		0.00%
Pay Fixed Swap Rate		1.36%		1.36%
Fair Value		$ (208,000)		$ (208,000)
Position Five [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	[1]	$ 25,000,000		$ 25,000,000
Receive (Variable) Index				3 Month LIBOR
Trade Date				Apr. 1, 2016
Effective Date				Jan. 17, 2017
Maturity Date				Dec. 15, 2021
Current Rate Received		0.00%		0.00%
Pay Fixed Swap Rate		1.36%		1.36%
Fair Value		$ (207,000)		$ (207,000)
[1]	(1) In April 2016, the Company entered into two forward starting swaps with notional amounts of $25.0 million each, with the intention of hedging $50.0 million of existing junior subordinated debentures, as the current hedges on this borrowing expire in December 2016.

Derivatives and Hedging Activ64

Derivatives and Hedging Activities (Customer Related Derivative Positions - Not Designated as Hedges) (Details) $ in Thousands	Sep. 30, 2016USD ($)position	Dec. 31, 2015USD ($)position
Summary of customer related derivative positions, not designated as hedging
Total	$ 125,000	$ 75,000
Fair Value	$ (1,993)	$ (3,273)
Not Designated as Hedging Instrument | Receive fixed, pay variable | Loan level swaps
Summary of customer related derivative positions, not designated as hedging
Number of Positions | position	201	171
Less than 1 year	$ 29,006	$ 37,732
Less than 2 years	33,125	34,424
Less than 3 years	79,593	29,629
Less than 4 years	79,123	77,041
Thereafter	559,208	488,110
Total	780,055	666,936
Fair Value	$ 41,390	$ 22,467
Not Designated as Hedging Instrument | Pay fixed, receive variable | Loan level swaps
Summary of customer related derivative positions, not designated as hedging
Number of Positions | position	186	165
Less than 1 year	$ 29,006	$ 37,732
Less than 2 years	33,125	34,424
Less than 3 years	79,593	29,629
Less than 4 years	79,123	77,041
Thereafter	559,208	488,110
Total	780,055	666,936
Fair Value	$ (41,357)	$ (22,462)
Not Designated as Hedging Instrument | Buys foreign currency, sells U.S. currency | Foreign exchange contracts
Summary of customer related derivative positions, not designated as hedging
Number of Positions | position	24	21
Less than 1 year	$ 48,831	$ 38,416
Total	48,831	38,416
Fair Value	$ 91	$ (354)
Not Designated as Hedging Instrument | Buys U.S. currency, sells foreign currency | Foreign exchange contracts
Summary of customer related derivative positions, not designated as hedging
Number of Positions | position	24	21
Less than 1 year	$ 48,831	$ 38,416
Total	48,831	38,416
Fair Value	$ (66)	$ 382

Derivatives and Hedging Activ65

Derivatives and Hedging Activities (FV of Derivative Financial Instruments and Classification on Balance Sheet) (Details) - USD ($) $ in Thousands	Sep. 30, 2016	Dec. 31, 2015
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value, Gross Asset	$ 41,905	$ 23,072
Liability Derivatives	184,754	160,270
Other Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	42,556	23,305
Derivative Asset, Fair Value, Gross Asset	42,556	23,305
Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value	41,847	23,040
Liability Derivatives	43,840	26,313
Interest rate swaps [Member]
Derivatives, Fair Value [Line Items]
Liability Derivatives	1,993	3,273
Interest rate swaps [Member] | Derivatives designated as hedges [Member] | Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Interest Rate Derivative Liabilities, at Fair Value		3,273
Loan level swaps [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value, Gross Asset	41,411	22,470
Liability Derivatives	41,378	22,465
Loan level swaps [Member] | Not Designated as Hedging Instrument | Other Assets [Member]
Derivatives, Fair Value [Line Items]
Interest Rate Derivative Instruments Not Designated as Hedging Instruments, Asset at Fair Value		22,470
Loan level swaps [Member] | Not Designated as Hedging Instrument | Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Interest Rate Derivative Instruments Not Designated as Hedging Instruments, Liability at Fair Value		22,465
Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value, Gross Asset	494	602
Liability Derivatives	469	574
Foreign exchange contracts | Not Designated as Hedging Instrument | Other Assets [Member]
Derivatives, Fair Value [Line Items]
Foreign Currency Derivative Instruments Not Designated as Hedging Instruments, Asset at Fair Value		602
Foreign exchange contracts | Not Designated as Hedging Instrument | Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Foreign Currency Derivative Instruments Not Designated as Hedging Instruments, Liability at Fair Value		574
Interest Rate Lock Commitments [Member] | Not Designated as Hedging Instrument | Other Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative Instrument Not Designated as a Hedge, Interest Rate Lock Commitments, Asset at Fair Value	488	233
Derivative Instrument Not Designated as a Hedge, Forward Sales Agreements, Asset at Fair Value	163	0
Interest Rate Lock Commitments [Member] | Not Designated as Hedging Instrument | Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative Instrument Not Designated as a Hedge, Interest Rate Lock Commitments, Liabilities at Fair Value	0	0
Derivative Instrument Not Designated as a Hedge, Forward Sales Agreements, Liabilities at Fair Value	$ 0	$ 1

Derivatives and Hedging Activ66

Derivatives and Hedging Activities (Derivative Financial Instruments included in OCI and Current Earnings) (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Derivative Instruments, Gain (Loss) [Line Items]
Gain in OCI on derivatives (effective portion), net of tax	$ 290	$ (292)	$ (500)	$ (667)
Derivatives designated as hedges [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain in OCI on derivatives (effective portion), net of tax	674	132	653	596
Loss reclassified from OCI into interest expense (effective portion)	(648)	(715)	(1,949)	(2,130)
Derivative Instruments, Gain (Loss) Recognized in Income, Ineffective Portion and Amount Excluded from Effectiveness Testing, Net	0	0
Not Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Other income	61	213	444	72
Interest Expense [Member] | Derivatives designated as hedges [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments, Gain (Loss) Recognized in Income, Ineffective Portion and Amount Excluded from Effectiveness Testing, Net	0	0
Other expense | Not Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Other income	(42)	39	71	56
Changes in fair value of mortgage derivatives | Derivatives designated as hedges [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments, Gain (Loss) Recognized in Income, Ineffective Portion and Amount Excluded from Effectiveness Testing, Net	0	0
Changes in fair value of mortgage derivatives | Not Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Other income	(12)	0	(46)	(51)
Total | Not Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Mortgage banking income	$ 115	$ 174	$ 419	$ 67

Derivatives and Hedging Activ67

Derivatives and Hedging Activities (Textual) (Details) - USD ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Debt Instrument, Face Amount	$ 50,000,000		$ 50,000,000
Exposure to Institutional Counterparties	10,000		10,000		$ 2,000
Amortization Of Deferred Hedge Gains Losses	61,000	$ 61,000	$ 183,000	$ 183,000
Maximum length of time Company is currently hedging its exposure			5 years
Interest expense from OCI, related to cash flow hedges before tax			$ 914,000
Notional amount of fair value hedged derivative	0		0
Customer related positions	42,100,000		42,100,000		23,200,000
Change in Fair Value on Loans Held for Sale	47,000	$ (181,000)	60,000	$ 3,000
Derivative, Notional Amount	$ 125,000,000		$ 125,000,000		$ 75,000,000

Assets & Liability Derivative P

Assets & Liability Derivative Positions & the Potential Effect of Netting Arrangements - Current Quarter (Details) - USD ($) $ in Thousands	Sep. 30, 2016	Dec. 31, 2015
Offsetting Liabilities [Line Items]
Derivative Asset, Fair Value, Gross Asset	$ 41,905	$ 23,072
Derivative Asset, Collateral, Obligation to Return Cash, Offset	0	0
Derivative Asset	41,905	23,072
Derivative, Collateral, Obligation to Return Securities	10	2
Derivative, Collateral, Obligation to Return Cash	0	0
Derivative Asset, Fair Value, Amount Offset Against Collateral	41,895	23,070
Derivative Liability, Fair Value, Gross Liability	184,754	160,270
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	0	0
Derivative Liability	184,754	160,270
Derivative, Collateral, Right to Reclaim Securities	10	2
Derivative, Collateral, Right to Reclaim Cash	184,265	159,692
Derivative Liability, Fair Value, Amount Offset Against Collateral	479	576
Interest rate swaps
Offsetting Liabilities [Line Items]
Derivative Liability, Fair Value, Gross Liability	1,993	3,273
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	0	0
Derivative Liability	1,993	3,273
Derivative, Collateral, Right to Reclaim Securities	0	0
Derivative, Collateral, Right to Reclaim Cash	1,993	3,273
Derivative Liability, Fair Value, Amount Offset Against Collateral	0	0
Loan level swaps
Offsetting Liabilities [Line Items]
Derivative Asset, Fair Value, Gross Asset	41,411	22,470
Derivative Asset, Collateral, Obligation to Return Cash, Offset	0	0
Derivative Asset	41,411	22,470
Derivative, Collateral, Obligation to Return Securities	10	2
Derivative, Collateral, Obligation to Return Cash	0	0
Derivative Asset, Fair Value, Amount Offset Against Collateral	41,401	22,468
Derivative Liability, Fair Value, Gross Liability	41,378	22,465
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	0	0
Derivative Liability	41,378	22,465
Derivative, Collateral, Right to Reclaim Securities	10	2
Derivative, Collateral, Right to Reclaim Cash	41,358	22,461
Derivative Liability, Fair Value, Amount Offset Against Collateral	10	2
Customer foreign exchange contracts
Offsetting Liabilities [Line Items]
Derivative Asset, Fair Value, Gross Asset	494	602
Derivative Asset, Collateral, Obligation to Return Cash, Offset	0	0
Derivative Asset	494	602
Derivative, Collateral, Obligation to Return Securities	0	0
Derivative, Collateral, Obligation to Return Cash	0	0
Derivative Asset, Fair Value, Amount Offset Against Collateral	494	602
Derivative Liability, Fair Value, Gross Liability	469	574
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	0	0
Derivative Liability	469	574
Derivative, Collateral, Right to Reclaim Securities	0	0
Derivative, Collateral, Right to Reclaim Cash	0	0
Derivative Liability, Fair Value, Amount Offset Against Collateral	469	574
Customer repurchase agreements and other short-term borrowings(c)
Offsetting Liabilities [Line Items]
Derivative Liability, Fair Value, Gross Liability	140,914	133,958
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	0	0
Derivative Liability	140,914	133,958
Derivative, Collateral, Right to Reclaim Securities	0	0
Derivative, Collateral, Right to Reclaim Cash	140,914	133,958
Derivative Liability, Fair Value, Amount Offset Against Collateral	0	0
Other Liabilities [Member]
Offsetting Liabilities [Line Items]
Derivative Liability, Fair Value, Gross Liability	$ 43,840	$ 26,313

Fair Value Measurements (Detail

Fair Value Measurements (Details) - USD ($)	Sep. 30, 2016	Dec. 31, 2015
ASSETS
Trading Securities	$ 809,000	$ 356,000
Securities - available for sale	387,008,000	367,249,000
Loans held for sale	13,334,000	5,990,000
Derivative Asset, Fair Value, Gross Asset	41,905,000	23,072,000
Recurring fair value measurements
LIABILITIES
TOTAL RECURRING FAIR VALUE MEASUREMENTS	399,867,000	370,587,000
Recurring fair value measurements | Trading Securities [Member]
ASSETS
Trading Securities	809,000	356,000
Recurring fair value measurements | U.S. Government agency securities
ASSETS
Securities - available for sale	25,306,000	30,215,000
Recurring fair value measurements | Agency mortgage-backed securities
ASSETS
Securities - available for sale	185,573,000	210,937,000
Recurring fair value measurements | Agency collateralized mortgage obligations
ASSETS
Securities - available for sale	108,596,000	63,584,000
Recurring fair value measurements | Municipal Bonds [Member]
ASSETS
Securities - available for sale	4,360,000	4,659,000
Recurring fair value measurements | Single issuer trust preferred securities issued by banks and insurers
ASSETS
Securities - available for sale	2,297,000	2,792,000
Recurring fair value measurements | Pooled trust preferred securities issued by banks and insurers
ASSETS
Securities - available for sale	1,538,000	1,572,000
Recurring fair value measurements | Small Business Administration Pooled Securities [Member]
ASSETS
Securities - available for sale	39,880,000	40,449,000
Recurring fair value measurements | Equity securities
ASSETS
Securities - available for sale	19,458,000	13,041,000
Recurring fair value measurements | Loans held for sale
ASSETS
Loans held for sale	13,334,000	5,990,000
Recurring fair value measurements | Derivative Financial Instruments, Assets [Member]
ASSETS
Derivative Asset, Fair Value, Gross Asset	42,556,000	23,305,000
Recurring fair value measurements | Derivative instruments
LIABILITIES
Liabilities, Fair Value Disclosure, Recurring	43,840,000	26,313,000
Nonrecurring fair value measurements
LIABILITIES
TOTAL NONRECURRING FAIR VALUE MEASUREMENTS	4,854,000	6,757,000
Nonrecurring fair value measurements | Collateral dependent impaired loans
ASSETS
Assets, Fair Value Disclosure, Nonrecurring	3,056,000	4,598,000
Nonrecurring fair value measurements | Other real estate owned and other foreclosed assets
ASSETS
Assets, Fair Value Disclosure, Nonrecurring	1,798,000	2,159,000
Quoted Prices in Active Markets for Identical Assets (Level 1) | Recurring fair value measurements
LIABILITIES
TOTAL RECURRING FAIR VALUE MEASUREMENTS	20,267,000	13,397,000
Quoted Prices in Active Markets for Identical Assets (Level 1) | Recurring fair value measurements | Trading Securities [Member]
ASSETS
Trading Securities	809,000	356,000
Quoted Prices in Active Markets for Identical Assets (Level 1) | Recurring fair value measurements | Municipal Bonds [Member]
ASSETS
Securities - available for sale		0
Quoted Prices in Active Markets for Identical Assets (Level 1) | Recurring fair value measurements | Small Business Administration Pooled Securities [Member]
ASSETS
Securities - available for sale	0	0
Quoted Prices in Active Markets for Identical Assets (Level 1) | Recurring fair value measurements | Equity securities
ASSETS
Securities - available for sale	19,458,000	13,041,000
Quoted Prices in Active Markets for Identical Assets (Level 1) | Nonrecurring fair value measurements
LIABILITIES
TOTAL NONRECURRING FAIR VALUE MEASUREMENTS	0	0
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements
LIABILITIES
TOTAL RECURRING FAIR VALUE MEASUREMENTS	378,062,000	355,618,000
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | U.S. Government agency securities
ASSETS
Securities - available for sale	25,306,000	30,215,000
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | Agency mortgage-backed securities
ASSETS
Securities - available for sale	185,573,000	210,937,000
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | Agency collateralized mortgage obligations
ASSETS
Securities - available for sale	108,596,000	63,584,000
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | Municipal Bonds [Member]
ASSETS
Securities - available for sale	4,360,000	4,659,000
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | Single issuer trust preferred securities issued by banks and insurers
ASSETS
Securities - available for sale	2,297,000	2,792,000
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | Small Business Administration Pooled Securities [Member]
ASSETS
Securities - available for sale	39,880,000	40,449,000
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | Loans held for sale
ASSETS
Securities - available for sale	13,334,000	5,990,000
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | Derivative Financial Instruments, Assets [Member]
ASSETS
Derivative Asset, Fair Value, Gross Asset	42,556,000	23,305,000
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | Derivative instruments
LIABILITIES
Liabilities, Fair Value Disclosure, Recurring	43,840,000	26,313,000
Significant Other Observable Inputs (Level 2) | Nonrecurring fair value measurements
LIABILITIES
TOTAL NONRECURRING FAIR VALUE MEASUREMENTS	0	0
Significant Unobservable Inputs (Level 3) | Recurring fair value measurements
LIABILITIES
TOTAL RECURRING FAIR VALUE MEASUREMENTS	1,538,000	1,572,000
Significant Unobservable Inputs (Level 3) | Recurring fair value measurements | U.S. Government agency securities
ASSETS
Securities - available for sale
Significant Unobservable Inputs (Level 3) | Recurring fair value measurements | Municipal Bonds [Member]
ASSETS
Securities - available for sale		0
Significant Unobservable Inputs (Level 3) | Recurring fair value measurements | Pooled trust preferred securities issued by banks and insurers
ASSETS
Securities - available for sale	1,538,000	1,572,000
Significant Unobservable Inputs (Level 3) | Recurring fair value measurements | Small Business Administration Pooled Securities [Member]
ASSETS
Securities - available for sale	0	0
Significant Unobservable Inputs (Level 3) | Nonrecurring fair value measurements
LIABILITIES
TOTAL NONRECURRING FAIR VALUE MEASUREMENTS	4,854,000	6,757,000
Significant Unobservable Inputs (Level 3) | Nonrecurring fair value measurements | Collateral dependent impaired loans
ASSETS
Assets, Fair Value Disclosure, Nonrecurring	3,056,000	4,598,000
Significant Unobservable Inputs (Level 3) | Nonrecurring fair value measurements | Other real estate owned and other foreclosed assets
ASSETS
Assets, Fair Value Disclosure, Nonrecurring	$ 1,798,000	$ 2,159,000

Fair Value Measurements (Deta70

Fair Value Measurements (Details 1) - Pooled trust preferred securities - Significant Unobservable Inputs (Level 3) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended	12 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Dec. 31, 2015
Reconciliation for all assets and liabilities measured at fair value on a recurring basis
Beginning Balance	$ 1,506	$ 1,595	$ 1,572	$ 6,321
Included in Other Comprehensive Income	41	12	(17)	20
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales			0	(4,679)
Settlements	(9)	(21)	(17)	(76)
Ending Balance	$ 1,538	$ 1,586	$ 1,538	$ 1,572

Fair Value Measurements (Deta71

Fair Value Measurements (Details 2) - USD ($) $ in Thousands	9 Months Ended	12 Months Ended
	Sep. 30, 2016	Dec. 31, 2015
Investments in securities that are classified as level 3
Available-for-sale Securities	$ 387,008	$ 367,249
Discounted cash flow methodology [Member] | Significant Unobservable Inputs (Level 3) | Weighted Average [Member]
Investments in securities that are classified as level 3
Cumulative Prepayment	2.60%	2.70%
Cumulative Default	12.90%	15.10%
Loss Given Default	94.20%	94.20%
Cure Given Default	60.90%	62.30%
Pooled trust preferred securities | Significant Unobservable Inputs (Level 3)
Investments in securities that are classified as level 3
Available-for-sale Securities	$ 1,538	$ 1,572
Pooled trust preferred securities | Discounted cash flow methodology [Member] | Significant Unobservable Inputs (Level 3) | Minimum [Member]
Investments in securities that are classified as level 3
Cumulative Prepayment	0.00%	0.00%
Cumulative Default	5.00%	5.00%
Loss Given Default	85.00%	85.00%
Cure Given Default	0.00%	0.00%
Pooled trust preferred securities | Discounted cash flow methodology [Member] | Significant Unobservable Inputs (Level 3) | Maximum [Member]
Investments in securities that are classified as level 3
Cumulative Prepayment	63.00%	64.00%
Cumulative Default	100.00%	100.00%
Loss Given Default	100.00%	100.00%
Cure Given Default	75.00%	75.00%
Impaired loans | Significant Unobservable Inputs (Level 3)
Investments in securities that are classified as level 3
Fair Value	$ 3,056	$ 4,598
Other real estate owned and other foreclosed assets | Significant Unobservable Inputs (Level 3)
Investments in securities that are classified as level 3
Fair Value	$ 1,798	$ 2,159

Fair Value Measurements (Deta72

Fair Value Measurements (Details 3) - USD ($) $ in Thousands	Sep. 30, 2016	Dec. 31, 2015
ASSETS
Held-to-maturity Securities	$ 430,763	$ 477,507
Held to Maturity, Fair Value, Total	441,834	478,749
Loans, net of allowance for loan losses(b)	5,687,928	5,491,896
LIABILITIES
Federal Home Loan Bank borrowings(c)	50,826	102,080
Customer Repurchase Agreements and other short-term borrowings	140,914	133,958
Junior Subordinated Debenture Owed to Unconsolidated Subsidiary Trust	73,157	73,306
Subordinated Debt	34,624	34,589
Time certificates of deposits(c)
LIABILITIES
Time certificates of deposits(c)	629,071	684,830
Accrued Liabilities, Fair Value Disclosure	631,043	684,370
Federal Home Loan Bank borrowings(c)
LIABILITIES
Federal Home Loan Bank borrowings(c)	50,826	102,080
Accrued Liabilities, Fair Value Disclosure	51,172	102,396
Customer repurchase agreements and other short-term borrowings(c)
LIABILITIES
Customer Repurchase Agreements and other short-term borrowings	140,914	133,958
Accrued Liabilities, Fair Value Disclosure	140,914	133,958
Junior subordinated debentures(d)
LIABILITIES
Junior Subordinated Debenture Owed to Unconsolidated Subsidiary Trust	73,157	73,306
Accrued Liabilities, Fair Value Disclosure	75,993	73,871
Subordinated debentures(c)
LIABILITIES
Subordinated Debt	34,624	34,589
Accrued Liabilities, Fair Value Disclosure	35,222	34,370
Significant Other Observable Inputs (Level 2) | Time certificates of deposits(c)
LIABILITIES
Accrued Liabilities, Fair Value Disclosure	631,043	684,370
Significant Other Observable Inputs (Level 2) | Federal Home Loan Bank borrowings(c)
LIABILITIES
Accrued Liabilities, Fair Value Disclosure	51,172	102,396
Significant Other Observable Inputs (Level 2) | Junior subordinated debentures(d)
LIABILITIES
Accrued Liabilities, Fair Value Disclosure	75,993	73,871
Significant Unobservable Inputs (Level 3) | Customer repurchase agreements and other short-term borrowings(c)
LIABILITIES
Accrued Liabilities, Fair Value Disclosure	140,914	133,958
Significant Unobservable Inputs (Level 3) | Subordinated debentures(c)
LIABILITIES
Accrued Liabilities, Fair Value Disclosure	35,222	34,370
U.S. Treasury securities
ASSETS
Held-to-maturity Securities	1,008	1,009
Held to Maturity, Fair Value, Total	1,089	1,064
U.S. Treasury securities | Significant Other Observable Inputs (Level 2)
ASSETS
Held to Maturity, Fair Value, Total	1,089	1,064
Agency mortgage-backed securities
ASSETS
Held-to-maturity Securities	148,822	167,134
Held to Maturity, Fair Value, Total	155,131	170,375
Agency mortgage-backed securities | Significant Other Observable Inputs (Level 2)
ASSETS
Held to Maturity, Fair Value, Total	155,131	170,375
Agency collateralized mortgage obligations
ASSETS
Held-to-maturity Securities	246,744	267,348
Held to Maturity, Fair Value, Total	250,260	264,891
Agency collateralized mortgage obligations | Significant Other Observable Inputs (Level 2)
ASSETS
Held to Maturity, Fair Value, Total	250,260	264,891
State, county, and municipal securities
ASSETS
Held-to-maturity Securities		225
Held to Maturity, Fair Value, Total		227
State, county, and municipal securities | Significant Other Observable Inputs (Level 2)
ASSETS
Held to Maturity, Fair Value, Total		227
Single issuer trust preferred securities issued by banks
ASSETS
Held-to-maturity Securities	1,500	1,500
Held to Maturity, Fair Value, Total	1,547	1,522
Single issuer trust preferred securities issued by banks | Significant Other Observable Inputs (Level 2)
ASSETS
Held to Maturity, Fair Value, Total	1,547	1,522
Small Business Administration Pooled Securities [Member]
ASSETS
Held-to-maturity Securities	32,689	35,291
Held to Maturity, Fair Value, Total	33,807	35,664
Small Business Administration Pooled Securities [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1)
ASSETS
Held to Maturity, Fair Value, Total	0	0
Small Business Administration Pooled Securities [Member] | Significant Other Observable Inputs (Level 2)
ASSETS
Held to Maturity, Fair Value, Total	33,807	35,664
Small Business Administration Pooled Securities [Member] | Significant Unobservable Inputs (Level 3)
ASSETS
Held to Maturity, Fair Value, Total	0	0
Corporate debt securities
ASSETS
Held-to-maturity Securities		5,000
Held to Maturity, Fair Value, Total		5,006
Corporate debt securities | Significant Other Observable Inputs (Level 2)
ASSETS
Held to Maturity, Fair Value, Total		5,006
Loans, net of allowance for loan losses(b)
ASSETS
Loans, net of allowance for loan losses(b)	5,684,872	5,487,298
Loans Receivable, Fair Value Disclosure	5,622,922	5,417,425
Loans, net of allowance for loan losses(b) | Significant Unobservable Inputs (Level 3)
ASSETS
Loans Receivable, Fair Value Disclosure	$ 5,622,922	$ 5,417,425

Comprehensive Income_Loss (Comp

Comprehensive Income/Loss (Comprehensive Income/(Loss) Presented Net of Taxes) (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
COMPREHENSIVE INCOME
Change in fair value of securities available for sale, pre tax amount	$ (1,315)	$ 1,966	$ 8,351	$ 597
Change in fair value of securities available for sale, tax (expense) benefit	499	(755)	(3,248)	(239)
Change in fair value of securities available for sale, after tax amount	(816)	1,211	5,103	358
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI for Sale and Write-down of Securities, before Tax	0	0	(27)	(315)
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI for Sale and Write-down of Securities, Tax	0	0	11	129
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI for Sale and Write-down of Securities, Net of Tax	0	0	(16)	(186)
Change in fair value of securities available for sale, pre tax amount	(1,315)	1,966	8,378	912
Change in fair value of securities available for sale, tax (expense) benefit	499	(755)	(3,259)	(368)
Change in fair value of securities available for sale, after tax amount	(816)	1,211	5,119	544
Change in fair value of cash flow hedges, pre tax amount	486	(493)	(852)	(1,096)
Change in fair value of cash flow hedges, tax (expense) benefit	(196)	201	352	429
Change in fair value of cash flow hedges, after tax amount	290	(292)	(500)	(667)
Less: net cash flow hedge losses reclassified into interest on borrowings expense, pre tax amount	648	715	1,949	2,130
Less: net cash flow hedge losses reclassified into earnings, tax (expense) benefit	264	291	796	867
Less: net cash flow hedge losses reclassified into interest on borrowings expense, after tax	384	424	1,153	1,263
Net change in fair value of cash flow hedges, pre tax amount	1,134	222	1,097	1,034
Net change in fair value of cash flow hedges, tax (expense) benefit	(460)	(90)	(444)	(438)
Net change in fair value of cash flow hedges	674	132	653	596
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Net Unamortized Gain (Loss) Arising During Period, before Tax	(28)	50	(84)	137
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Net Unamortized Gain (Loss) Arising During Period, Tax	11	(21)	33	(71)
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Net Unamortized Gain (Loss) Arising During Period, Net of Tax	(17)	29	(51)	66
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, for Net Gain (Loss), before Tax	61	61	183	182
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, for Net Gain (Loss), Tax	(25)	(25)	(75)	(74)
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, for Net Gain (Loss), Net of Tax	36	36	108	108
Amortization of certain costs included in net periodic retirement costs, pre tax amount	69	75	207	227
Amortization of certain costs included in net periodic retirement costs, tax (expense) benefit	(29)	(30)	(84)	(92)
Other Comprehensive (Income) Loss, Amortization Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, for Net Prior Service Cost (Credit), Net of Tax	40	45	123	135
Other Comprehensive (Income) Loss, Pension and Other Postretirement Benefit Plans, Adjustment, before Tax	102	186	306	546
Other Comprehensive (Income) Loss, Pension and Other Postretirement Benefit Plans, Tax	(43)	(76)	(126)	(237)
Other Comprehensive (Income) Loss, Pension and Other Postretirement Benefit Plans, Adjustment, Net of Tax	59	110	180	309
Total other comprehensive income, pre tax amount	(79)	2,374	9,781	2,492
Total other comprehensive income, tax (expense) benefit	(4)	(921)	(3,829)	(1,043)
Total other comprehensive income, after tax amount	$ (83)	$ 1,453	$ 5,952	$ 1,449

Comprehensive Income_Loss (Co74

Comprehensive Income/Loss (Comprised of the following Components) (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning Balance			$ (2,452)	$ (2,132)
Net change in other comprehensive income (loss)	$ (83)	$ 1,453	5,952	1,449
Ending Balance	3,500	(683)	3,500	(683)
Unrealized Gain on Securities
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning Balance			1,306	3,389
Net change in other comprehensive income (loss)			5,119	544
Ending Balance	6,425	3,933	6,425	3,933
Unrealized Loss on Cash Flow Hedge
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning Balance			(1,955)	(3,298)
Net change in other comprehensive income (loss)			763	704
Ending Balance	(1,192)	(2,594)	(1,192)	(2,594)
Deferred Gain on Hedge Transactions
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning Balance			427	571
Net change in other comprehensive income (loss)			(110)	(108)
Ending Balance	317	463	317	463
Defined Benefit Postretirement Plans
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning Balance			(2,230)	(2,794)
Net change in other comprehensive income (loss)			180	309
Ending Balance	$ (2,050)	$ (2,485)	$ (2,050)	$ (2,485)

Comprehensive Income_Loss (Deta

Comprehensive Income/Loss (Details Textual) (Details) - USD ($) $ in Thousands	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2013
Equity [Abstract]
Gain on interest rate swaps	$ 317	$ 463	$ 1,400

Commitments and contingencies F

Commitments and contingencies Financial Instruments with Off-Balance Sheet Risk (Details) - USD ($) $ in Thousands	Sep. 30, 2016	Dec. 31, 2015
Commitments to Extend Credit [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	$ 2,189,953	$ 2,091,170
Standby Letters of Credit [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	17,798	17,962
Deferred standby letter of credit fees [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	$ 112	$ 72

Commitments and contingencies T

Commitments and contingencies Textual (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Other Commitments [Line Items]
Operating Leases, Rent Expense	$ 2,100	$ 2,055	$ 6,400	$ 6,100
Cash Reserve Deposit Required and Made	$ 0		$ 0		$ 21,700
Minimum [Member]
Other Commitments [Line Items]
Operating Leases, Lease Renewal Period Option			1 year
Maximum [Member]
Other Commitments [Line Items]
Operating Leases, Lease Renewal Period Option			10 years

Investments is Low Income Hou78

Investments is Low Income Housing Tax Credits Investments in Qualified Affordable Housing Projects (Details) - USD ($) $ in Thousands	9 Months Ended	12 Months Ended
	Sep. 30, 2016	Dec. 31, 2015
Investments in Affordable Housing Projects [Abstract]
Original investment value	$ 42,362	$ 42,199
Amortization Method Qualified Affordable Housing Project Investments	35,566	38,151
Capital commitment relating to low income housing project investments	9,297	14,607
Tax credits and benefits (1)	5,311	3,632
Amortization of investments (2)	3,669	2,450
Net income tax benefit (3)	$ 1,642	$ 1,182

Subsequent Event (Details)

Subsequent Event (Details) - Subsequent Event [Member] $ / shares in Units, $ in Millions	Oct. 20, 2016USD ($)$ / sharesshares
Subsequent Event [Line Items]
Business Acquisition, Equity Interest Issued or Issuable, Number of Shares of Company Stock Issued for Each Share of Acquiree Stock | shares	9.525
Business Acquisition, Share Price | $ / shares	$ 500
Business Acquisition, Cost of Acquired Entity, Percentage Stock Consideration	80.00%
Business Acquisition, Cost of Acquired Entity, Percentage Cash Paid	20.00%
Business Acquisition, Equity Interest Issued or Issuable, Number of Shares | shares	369,311
Share Price | $ / shares	$ 53.25
Business Combination, Recognized Identifiable Assets Acquired, Goodwill, and Liabilities Assumed, Net | $	$ 24.5
percentage of director ownership of target company	33.00%