Independent Bank (INDB) 10-Q 4 May 17 2017 Q1 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	3 Months Ended
	Mar. 31, 2017	May 01, 2017
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	Mar. 31, 2017
Amendment Flag	false
Document Fiscal Year Focus	2,017
Document Fiscal Period Focus	Q1
Current Fiscal Year End Date	--12-31
Entity Filer Category	Accelerated Filer
Entity Common Stock, Shares Outstanding	27,046,768	27,051,479

Consolidated Balance Sheets (Un

Consolidated Balance Sheets (Unaudited) - USD ($)	Mar. 31, 2017	Dec. 31, 2016
Assets
Cash and due from banks	$ 94,662,000	$ 97,196,000
Interest-earning deposits with banks	125,411,000	191,899,000
Securities
Securities - trading	1,289,000	804,000
Securities - available for sale	401,837,000	363,644,000
Securities - held to maturity (fair value $500,917 and $485,650)	502,123,000	487,076,000
Total securities	905,249,000	851,524,000
Loans held for sale (at fair value)	3,398,000	6,139,000
Loans
Commercial and industrial	881,329,000	902,053,000
Commercial real estate	3,027,305,000	3,010,798,000
Commercial construction	356,173,000	320,391,000
Small business	126,374,000	122,726,000
Residential real estate	653,999,000	644,426,000
Home equity - first position	595,828,000	577,006,000
Home equity - subordinate positions	412,943,000	411,141,000
Other consumer	10,415,000	11,064,000
Total loans	6,064,366,000	5,999,605,000
Less: allowance for loan losses	(62,318,000)	(61,566,000)
Net loans	6,002,048,000	5,938,039,000
Federal Home Loan Bank stock	11,497,000	11,497,000
Bank premises and equipment, net	82,027,000	78,480,000
Goodwill	221,526,000	221,526,000
Other intangible assets	9,087,000	9,848,000
Cash surrender value of life insurance policies	145,560,000	144,503,000
Other real estate owned and other foreclosed assets	3,404,000	4,173,000
Other assets	134,245,000	154,551,000
Total assets	7,738,114,000	7,709,375,000
Deposits
Demand deposits	2,043,359,000	2,057,086,000
Savings and interest checking accounts	2,542,667,000	2,469,237,000
Money market	1,268,796,000	1,236,778,000
Time certificates of deposit of $100,000 and over	242,562,000	266,190,000
Other time certificates of deposits	373,290,000	382,962,000
Total deposits	6,470,674,000	6,412,253,000
Borrowings
Federal Home Loan Bank borrowings	50,811,000	50,819,000
Customer repurchase agreements	145,772,000	176,913,000
Junior subordinated debentures (less unamortized debt issuance costs of $131 and $136)	73,067,000	73,107,000
Subordinated debentures (less unamortized debt issuance costs of $353 and $365)	34,647,000	34,635,000
Total borrowings	304,297,000	335,474,000
Other liabilities	85,663,000	96,958,000
Total liabilities	6,860,634,000	6,844,685,000
Commitments and contingencies	0	0
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 shares, issued and outstanding: 27,046,768 shares at March 31, 2017 and 27,005,813 shares at December 31, 2016 (includes 191,181 and 212,698 shares of unvested participating restricted stock awards, respectively)	269,000	268,000
Value of shares held in rabbi trust at cost: 161,156 shares at March 31, 2017 and 170,036 shares at December 31, 2016	(4,330,000)	(4,277,000)
Deferred compensation and other retirement benefit obligations	4,330,000	4,277,000
Additional paid in capital	452,048,000	451,664,000
Retained earnings	425,802,000	414,095,000
Accumulated other comprehensive loss, net of tax	(639,000)	(1,337,000)
Total stockholders’ equity	877,480,000	864,690,000
Total liabilities and stockholders' equity	$ 7,738,114,000	$ 7,709,375,000

Consolidated Balance Sheets (U3

Consolidated Balance Sheets (Unaudited) (Parenthetical) - USD ($)	Mar. 31, 2017	Dec. 31, 2016
Time certificates of deposit least amount	$ 100,000	$ 100,000
Held to Maturity, Fair Value, Total	$ 500,917,000	$ 485,650,000
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, unvested restricted Stock awards	191,181	212,698
Shares Held in Rabbi Trust	161,156	170,036
Common Stock Outstanding
Common Stock, Shares, Outstanding	27,046,768	27,005,813
Junior Subordinated Debt [Member]
Unamortized Debt Issuance Expense	$ 131,000	$ 136,000
Subordinated Debt [Member]
Unamortized Debt Issuance Expense	$ 353,000	$ 376,000

Consolidated Statements of Inco

Consolidated Statements of Income (Unaudited) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2017	Mar. 31, 2016
Interest income
Interest and fees on loans	$ 58,793	$ 54,269
Taxable interest and dividends on securities	5,367	5,197
Nontaxable interest and dividends on securities	26	32
Interest on loans held for sale	14	32
Interest on federal funds sold and short-term investments	207	211
Total interest and dividend income	64,407	59,741
Interest expense
Interest on deposits	2,767	2,868
Interest on borrowings	1,440	1,982
Total interest expense	4,207	4,850
Net interest income	60,200	54,891
Provision for loan losses	600	525
Net interest income after provision for loan losses	59,600	54,366
Noninterest income
Deposit account fees	4,544	4,595
Interchange and ATM fees	3,922	3,724
Investment management	5,614	5,003
Mortgage banking income	957	1,132
Available-For-Sale- Securities - Equity - Gross Realized Gains	4	0
Increase in cash surrender value of life insurance policies	964	1,014
Loan level derivative income	606	1,722
Other noninterest income	2,301	1,965
Total noninterest income	18,912	19,155
Noninterest expenses
Salaries and employee benefits	28,324	27,189
Occupancy and equipment expenses	6,158	5,827
Data processing & facilities management	1,272	1,206
FDIC assessment	783	1,010
Advertising expense	1,294	1,257
Loss on extinguishment of debt	0	437
Available-For-Sale Securities - Equity Gross Realized Losses	3	29
Business Combination, Acquisition Related Costs	484	334
Software Maintenance	930	754
Other noninterest expenses	9,525	8,439
Total noninterest expenses	48,773	46,482
Income before income taxes	29,739	27,039
Provision for income taxes	9,014	8,428
Net income	$ 20,725	$ 18,611
Basic earnings per share (in dollars per share)	$ 0.77	$ 0.71
Diluted earnings per share (in dollars per share)	$ 0.76	$ 0.71
Weighted average common shares (basic) (in shares)	27,029,640	26,275,323
Common shares equivalents (in shares)	81,283	43,409
Weighted average common shares (diluted) (in shares)	27,110,923	26,318,732
Retained Earnings [Member]
Noninterest expenses
Net income	$ 20,725	$ 18,611
Cash dividends declared per common share (in dollars per share)	$ 0.32	$ 0.29

Consolidated Statements of Comp

Consolidated Statements of Comprehensive Income (Unaudited) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2017	Mar. 31, 2016
Statement of Comprehensive Income [Abstract]
Net income	$ 20,725	$ 18,611
Other comprehensive income, net of tax
Net change in fair value of securities available for sale	531	4,081
Net change in fair value of cash flow hedges	89	123
Net change in other comprehensive income for defined benefit postretirement plans	78	60
Total other comprehensive income	698	4,264
Total comprehensive income	$ 21,423	$ 22,875

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)
Cash dividends declared per common share (in dollars per share)							$ 0.29
Balance March 31, 2017 at Dec. 31, 2015		26,236,352
Balance March 31, 2016 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	18,611						18,611
Other comprehensive income	4,264							4,264
Common dividend declared ($0.32 and $0.29 per share for 2017 and 2016, respectively)	(7,627)						(7,627)
Proceeds from exercise of stock options, net of cash paid		5,000
Proceeds from exercise of stock options, net of cash paid	149		0			149
Tax benefit related to equity award activity	235					235
Stock based compensation	865					865
Restricted stock awards issued, net of awards surrendered		36,887
Restricted stock awards issued, net of awards surrendered	(671)		1			(672)
Shares issued under direct stock purchase plan		15,326
Shares issued under direct stock purchase plan	679					679
Deferred compensation and other retirement benefit obligations				(73)	73
Increase (Decrease) in Deferred Compensation	0
Tax benefit related to deferred compensation distributions	179					179
Balance December 31, 2016 at Mar. 31, 2016	788,147		261	(4,031)	4,031	406,921	$ 379,153	1,812
Balance December 31, 2015 at Mar. 31, 2016		26,293,565
Cash dividends declared per common share (in dollars per share)							$ 0.32
Balance March 31, 2017 at Dec. 31, 2016		27,005,813
Balance March 31, 2016 at Dec. 31, 2016	864,690		268	(4,277)	4,277	451,664	$ 414,095	(1,337)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	20,725						20,725
Other comprehensive income	698							698
Common dividend declared ($0.32 and $0.29 per share for 2017 and 2016, respectively)	(8,653)						(8,653)
Proceeds from exercise of stock options, net of cash paid		7,688
Proceeds from exercise of stock options, net of cash paid	143					143
Stock based compensation	643					643
Restricted stock awards issued, net of awards surrendered		27,534
Restricted stock awards issued, net of awards surrendered	(1,336)		1			(1,337)
Shares issued under direct stock purchase plan		5,733
Shares issued under direct stock purchase plan	393					393
Deferred compensation and other retirement benefit obligations				(53)	53
Balance December 31, 2016 at Mar. 31, 2017	877,480		$ 269	$ (4,330)	$ 4,330	452,048	425,802	$ (639)
Balance December 31, 2015 at Mar. 31, 2017		27,046,768
New Accounting Pronouncement or Change in Accounting Principle, Cumulative Effect of Change on Equity or Net Assets	$ 177					$ 542	$ (365)

Consolidated Statements of Sto7

Consolidated Statements of Stockholders' Equity (Unaudited) (Parenthetical) - $ / shares	3 Months Ended
	Mar. 31, 2017	Mar. 31, 2016
Retained Earnings
Cash dividends declared per common share (in dollars per share)	$ 0.32	$ 0.29

Consolidated Statements of Cash

Consolidated Statements of Cash Flows (Unaudited) - USD ($)	3 Months Ended		12 Months Ended
	Mar. 31, 2017	Mar. 31, 2016	Dec. 31, 2016
CASH FLOWS FROM OPERATING ACTIVITIES:
Net Income	$ 20,725,000	$ 18,611,000
Adjustments to reconcile net income to net cash provided by operating activities
Depreciation and amortization	3,557,000	2,905,000
Provision for loan losses	600,000	525,000
Deferred income tax expense	709,000	462,000
Net (gain) loss on sale of securities	(1,000)	29,000
Net loss on bank premises and equipment	4,000
Loss on extinguishment of debt	0	437,000
Net gain on other real estate owned and foreclosed assets	(29,000)	(86,000)
Realized gain on sale leaseback transaction	(258,000)	(258,000)
Stock based compensation	643,000	865,000
Excess tax benefit related to equity award activity	0	(235,000)
Increase in cash surrender value of life insurance policies	(964,000)	(1,014,000)
Change in fair value on loans held for sale	147,000	(54,000)	$ (87,000)
Net change in:
Trading assets	(485,000)	(407,000)
Loans held for sale	2,594,000	(1,544,000)
Other assets	18,384,000	(30,455,000)
Increase (Decrease) in Other Operating Liabilities	(8,192,000)	11,762,000
Total adjustments	16,709,000	(17,068,000)
Net cash provided by operating activities	37,434,000	1,543,000
Cash flows used in investing activities
Proceeds from sales of securities available for sale	16,000	266,000
Proceeds from maturities and principal repayments of securities available for sale	12,107,000	11,575,000
Purchases of securities available for sale	(49,617,000)	(16,469,000)
Proceeds from maturities and principal repayments of securities held to maturity	19,101,000	19,942,000
Purchases of securities held to maturity	(34,090,000)
Redemption of Federal Home Loan Bank stock		2,624,000
Investments in low income housing projects	(3,437,000)	(2,648,000)
Purchases of life insurance policies	(93,000)	(93,000)
Net increase in loans	(64,997,000)	(40,895,000)
Purchases of bank premises and equipment	(5,457,000)	(2,750,000)
Proceeds from the sale of bank premises and equipment	27,000
Proceeds from the sale of other real estate owned and foreclosed assets	1,255,000	724,000
Net payments relating to other real estate owned and foreclosed assets	0	(113,000)
Net cash used in investing activities	(125,185,000)	(27,837,000)
Cash flows provided by (used in) financing activities
Net decrease in time deposits	(33,219,000)	(27,633,000)
Net increase in other deposits	91,721,000	32,177,000
Repayments of long-term Federal Home Loan Bank borrowings	0	(51,641,000)
Net increase (decrease) in customer repurchase agreements	(31,141,000)	610,000
Net proceeds from exercise of stock options	143,000	149,000
Restricted stock awards issued, net of awards surrendered	(1,336,000)	(671,000)
Excess tax benefit from stock based compensation		235,000
Tax benefit from deferred compensation distribution		179,000
Proceeds from shares issued under direct stock purchase plan	393,000	679,000
Common dividends paid	(7,832,000)	(6,823,000)
Net cash provided by (used in) financing activities	18,729,000	(52,739,000)
Net decrease in cash and cash equivalents	(69,022,000)	(79,033,000)
Cash and cash equivalents at beginning of year	289,095,000	275,765,000	275,765,000
Cash and cash equivalents at end of period	220,073,000	196,732,000	$ 289,095,000
Supplemental schedule of noncash investing and financing activities
Real Estate Owned, Transfer from Real Estate Owned	457,000	86,000
Net increase in capital commitments relating to low income housing project investments	$ 60,000	$ 37,000

Basis of Presentation

Basis of Presentation	3 Months Ended
	Mar. 31, 2017
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. Results for the quarter ended March 31, 2017 are not necessarily indicative of the results that may be expected for the year ending December 31, 2017 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, 2016 , filed with the Securities and Exchange Commission.

Recent Accounting Standards

Recent Accounting Standards	3 Months Ended
	Mar. 31, 2017
Recent Accounting Standards [Abstract]
RECENT ACCOUNTING STANDARDS	RECENT ACCOUNTING STANDARDS UPDATES Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("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 adopted this standard effective January 1, 2017. Upon adoption, the Company elected to no longer estimate forfeitures on stock compensation and instead recognize forfeitures when they occur. The election required a cumulative effect adjustment to retained earnings which did not materially impact the Company's consolidated financial position. Additionally, the disclosure requirements of this standard will be applied on a prospective basis. FASB ASC Topic 310-20 "Receivables - Nonrefundable fees and Other Costs" Update No. 2017-08. Update No. 2017-08 was issued in March 2017 to shorten the amortization period for certain callable debt securities held at a premium. Specifically, the amendments require the premium to be amortized to the earliest call date. The amendments do not require an accounting change for securities held at a discount; the discount continues to be amortized to maturity. The amendments in this update are effective for fiscal years, and interim periods within those fiscal years, beginning after December 15, 2018. Early adoption is permitted, including adoption in an interim period. The Company early adopted this standard effective January 1, 2017 and the impact on the Company's consolidated financial position was immaterial. FASB ASC Topic 715 "Compensation - Retirement Benefits" Update No. 2017-07 . Update No. 2017-07 was issued in March 2017 to improve the presentation of net periodic pension cost and net periodic postretirement benefit costs. This update requires that an employer report the service cost component in the same line item or items as other compensation costs arising from services rendered by the pertinent employees during the period. The other components of net benefit cost are required to be presented in the income statement separately from the service cost component and outside a subtotal of income from operations, if one is presented. If a separate line item or items are used to present the other components of net benefit cost, that line item or items must be appropriately described. If a separate line item or items are not used, the line item or items used in the income statement to present the other components of net benefit cost must be disclosed. The amendments in this update also allow only the service cost component to be eligible for capitalization when applicable. The amendments in this update are effective for annual periods beginning after December 15, 2017, including interim periods within those annual periods. Early adoption is permitted as of the beginning of an annual period for which the financial statements (interim or annual) have not been issued or made available for issuance. That is, early adoption should be within the first interim period if an employer issues interim financial statements. Disclosures of the nature of and reason for the change in accounting principle are required in the first interim and annual periods of adoption. The adoption of this standard is not expected to have a material impact on the Company's consolidated financial position. FASB ASC Subtopic 610-20 "Other Income - Gains and Losses from the Derecognition of Nonfinancial Assets" Update No. 2017-05. Update No. 2017-05 was issued in February 2017 to clarify that a financial asset is within the scope of Subtopic 610-20 if it meets the definition of an in substance nonfinancial asset. The amendments define the term in substance nonfinancial asset, in part, as a financial asset promised to a counterparty in a contract if substantially all of the fair value of the assets (recognized and unrecognized) that are promised to the counterparty in the contract is concentrated in nonfinancial assets. The amendments in this update also clarify that nonfinancial assets within the scope of Subtopic 610-20 may include nonfinancial assets transferred within a legal entity to a counterparty. A contract that includes the transfer of ownership interests in one or more consolidated subsidiaries is within the scope of Subtopic 610-20 if substantially all of the fair value of the assets that are promised to the counterparty in a contract is concentrated in nonfinancial assets. For purposes of that evaluation, the amendments require an entity to evaluate the underlying assets in consolidated subsidiaries to determine whether those assets are within the scope of Subtopic 610-20. The amendments are effective for annual reporting periods beginning after December 15, 2017, including interim reporting periods within that reporting period. The guidance may be applied earlier but only as of annual reporting periods beginning after December 15, 2016, including interim reporting periods in that reporting period. The adoption of this standard is not expected to have a material impact on the Company's consolidated financial position. FASB ASC Topic 350 "Intangibles - Goodwill and Other " Update No. 2017-04. Update No. 2017-04 was issued in January 2017 to simplify the subsequent measurement of goodwill, by eliminating Step 2 for the goodwill impairment test. The amendments in this update modify the concept of impairment from the condition that exists when the carrying amount of a reporting unit exceeds its fair value. An entity is no longer required to determine goodwill impairment by calculating the implied fair value of goodwill by assigning the fair value of a reporting unit to all of its assets and liabilities as if that reporting unit has been acquired in a business combination. An entity should apply the amendments in this update on a prospective basis. An entity is required to disclose the nature of and reason for the change in accounting principle upon transition. That disclosure should be provided in the first annual period and in the interim period within the first annual period when the entity initially adopts the amendments in this update. Early adoption is permitted for interim or annual goodwill impairment tests performed on testing dates after January 1, 2017. The adoption of this standard is not expected to have a material impact on the Company's consolidated financial position. FASB 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. 2016-20 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. The amendments in Update 2016-20 make minor corrections or minor improvements to the codification that are not expected to have a significant effect on current accounting practice or create a significant administrative cost to most entities. 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. Additionally, the Company anticipates using the modified retrospective transition method upon adoption.

Securities

Securities	3 Months Ended
	Mar. 31, 2017
Investments, Debt and Equity Securities [Abstract]
SECURITIES	SECURITIES Trading Securities The Company had trading securities of $1.3 million and $804,000 as of March 31, 2017 and December 31, 2016 , 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, gross unrealized gains and losses and fair value of securities available for sale and securities held to maturity for the periods indicated: March 31, 2017 December 31, 2016 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 $ 24,007 $ 262 $ — $ 24,269 $ 24,006 $ 238 $ — $ 24,244 Agency mortgage-backed securities 186,103 2,729 (498 ) 188,334 173,268 2,852 (736 ) 175,384 Agency collateralized mortgage obligations 126,017 182 (1,331 ) 124,868 101,094 106 (1,332 ) 99,868 State, county, and municipal securities 3,733 54 — 3,787 3,743 50 — 3,793 Single issuer trust preferred securities issued by banks 2,298 22 — 2,320 2,311 3 (3 ) 2,311 Pooled trust preferred securities issued by banks and insurers 2,201 — (605 ) 1,596 2,200 — (616 ) 1,584 Small business administration pooled securities 37,140 28 (166 ) 37,002 37,561 — (372 ) 37,189 Equity securities 19,166 964 (469 ) 19,661 19,183 641 (553 ) 19,271 Total available for sale securities $ 400,665 $ 4,241 $ (3,069 ) $ 401,837 $ 363,366 $ 3,890 $ (3,612 ) $ 363,644 Held to maturity securities U.S. Treasury securities $ 1,007 $ 45 $ — $ 1,052 $ 1,007 $ 47 $ — $ 1,054 Agency mortgage-backed securities 184,317 2,283 (1,024 ) 185,576 156,088 2,274 (858 ) 157,504 Agency collateralized mortgage obligations 284,716 1,065 (3,657 ) 282,124 297,445 1,002 (3,797 ) 294,650 Single issuer trust preferred securities issued by banks 1,500 38 — 1,538 1,500 44 — 1,544 Small business administration pooled securities 30,583 228 (184 ) 30,627 31,036 189 (327 ) 30,898 Total held to maturity securities $ 502,123 $ 3,659 $ (4,865 ) $ 500,917 $ 487,076 $ 3,556 $ (4,982 ) $ 485,650 Total $ 902,788 $ 7,900 $ (7,934 ) $ 902,754 $ 850,442 $ 7,446 $ (8,594 ) $ 849,294 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 March 31, 2017 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 $ 1,232 $ 1,239 $ — $ — Due after one year to five years 38,912 39,410 15,915 16,092 Due after five to ten years 87,856 88,207 21,090 21,643 Due after ten years 253,499 253,320 465,118 463,182 Total debt securities $ 381,499 $ 382,176 $ 502,123 $ 500,917 Equity securities $ 19,166 $ 19,661 $ — $ — Total $ 400,665 $ 401,837 $ 502,123 $ 500,917 Inclusive in the table above is $10.9 million of callable securities in the Company’s investment portfolio at March 31, 2017 . 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 $498.6 million and $482.1 million at March 31, 2017 and December 31, 2016 , respectively. At March 31, 2017 and December 31, 2016 , 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, 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: March 31, 2017 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 42 $ 145,227 $ (1,522 ) $ — $ — $ 145,227 $ (1,522 ) Agency collateralized mortgage obligations 33 247,688 (3,003 ) 45,458 (1,985 ) 293,146 (4,988 ) Pooled trust preferred securities issued by banks and insurers 1 — — 1,596 (605 ) 1,596 (605 ) Small business administration pooled securities 4 46,217 (350 ) — — 46,217 (350 ) Equity securities 22 1,706 (53 ) 5,928 (416 ) 7,634 (469 ) Total temporarily impaired securities 102 $ 440,838 $ (4,928 ) $ 52,982 $ (3,006 ) $ 493,820 $ (7,934 ) December 31, 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 57 $ 137,949 $ (1,594 ) $ — $ — $ 137,949 $ (1,594 ) Agency collateralized mortgage obligations 32 243,051 (3,140 ) 47,403 (1,989 ) 290,454 (5,129 ) Single issuer trust preferred securities issued by banks and insurers 1 — — 1,036 (3 ) 1,036 (3 ) Pooled trust preferred securities issued by banks and insurers 1 — — 1,583 (616 ) 1,583 (616 ) Small business administration pooled securities 5 59,846 (699 ) — — 59,846 (699 ) Equity securities 25 3,625 (77 ) 6,334 (476 ) 9,959 (553 ) Total temporarily impaired securities 121 $ 444,471 $ (5,510 ) $ 56,356 $ (3,084 ) $ 500,827 $ (8,594 ) 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 March 31, 2017 : • Agency Mortgage-Backed Securities, Agency Collateralized Mortgage Obligations and Small Business Administration Pooled Securities: 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. • 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. For the three months ended March 31, 2017 and 2016 there was no OTTI recorded and no cumulative credit related component of OTTI.

Loans, Allowance for Loan Losse

Loans, Allowance for Loan Losses and Credit Quality	3 Months Ended
	Mar. 31, 2017
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 10 $ 3,089 6 $ 14,666 34 $ 1,123 50 $ 18,878 $ 862,451 $ 881,329 $ — Commercial real estate 15 3,158 — — 9 3,141 24 6,299 3,021,006 3,027,305 — Commercial construction — — — — — — — — 356,173 356,173 — Small business 9 331 8 108 13 120 30 559 125,815 126,374 — Residential real estate 11 1,867 6 968 23 3,258 40 6,093 647,906 653,999 — Home equity 14 1,156 6 460 18 1,417 38 3,033 1,005,738 1,008,771 — Other consumer (1) 226 151 14 42 17 16 257 209 10,206 10,415 2 Total 285 $ 9,752 40 $ 16,244 114 $ 9,075 439 $ 35,071 $ 6,029,295 $ 6,064,366 $ 2 December 31, 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 8 $ 100 32 $ 253 6 $ 2,480 46 $ 2,833 $ 899,220 $ 902,053 $ — Commercial real estate 5 1,518 8 1,957 8 3,105 21 6,580 3,004,218 3,010,798 — Commercial construction — — — — — — — — 320,391 320,391 — Small business 9 323 — — 19 140 28 463 122,263 122,726 — Residential real estate 11 1,277 9 1,950 27 3,507 47 6,734 637,692 644,426 — Home equity 19 1,117 11 767 16 1,209 46 3,093 985,054 988,147 — Other consumer (1) 249 184 12 17 15 7 276 208 10,856 11,064 2 Total 301 $ 4,519 72 $ 4,944 91 $ 10,448 464 $ 19,911 $ 5,979,694 $ 5,999,605 $ 2 (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: March 31, 2017 December 31, 2016 (Dollars in thousands) TDRs on accrual status $ 25,575 $ 27,093 TDRs on nonaccrual 5,439 5,199 Total TDRs $ 31,014 $ 32,292 Amount of specific reserves included in the allowance for loan losses associated with TDRs $ 1,439 $ 1,417 Additional commitments to lend to a borrower who has been a party to a TDR $ 2,116 $ 1,378 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 March 31, 2017 Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (1) (Dollars in thousands) Troubled debt restructurings Commercial and industrial 2 $ 80 $ 80 Commercial real estate 4 934 934 Small business 4 143 143 Home equity 2 140 140 Total 12 $ 1,297 $ 1,297 Three Months Ended March 31, 2016 Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (1) (Dollars in thousands) Troubled debt restructurings Commercial and industrial 3 $ 277 $ 277 Commercial real estate 2 424 424 Residential real estate 2 423 465 Home equity 1 182 182 Other consumer 4 85 85 Total 12 $ 1,391 $ 1,433 (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 March 31 2017 2016 (Dollars in thousands) Extended maturity $ 1,207 $ 1,195 Combination rate and maturity — 238 Court ordered concession 90 — Total $ 1,297 $ 1,433 The Company considers a loan to have defaulted when it reaches 90 days past due. There were no loans modified during the past twelve months which have subsequently defaulted during the three months ended March 31, 2017 and 2016 . 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: March 31, 2017 Recorded Investment Unpaid Principal Balance Related Allowance (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 28,319 $ 29,280 $ — Commercial real estate 9,596 10,742 — Small business 300 359 — Residential real estate 3,640 3,858 — Home equity 4,289 4,378 — Other consumer 117 118 — Subtotal 46,261 48,735 — With an allowance recorded Commercial and industrial $ 10,119 $ 10,220 $ 3,558 Commercial real estate 5,170 5,516 173 Small business 446 462 2 Residential real estate 10,034 10,626 1,066 Home equity 1,396 1,568 235 Other consumer 241 242 21 Subtotal 27,406 28,634 5,055 Total $ 73,667 $ 77,369 $ 5,055 December 31, 2016 Recorded Investment Unpaid Principal Balance Related Allowance (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 28,776 $ 29,772 $ — Commercial real estate 11,628 12,891 — Commercial construction — — — Small business 494 569 — Residential real estate 4,216 4,427 — Home equity 4,485 4,572 — Other consumer 146 146 — Subtotal 49,745 52,377 — With an allowance recorded Commercial and industrial $ 10,402 $ 10,440 $ 3,661 Commercial real estate 5,185 5,533 196 Small business 377 392 8 Residential real estate 9,959 10,530 1,086 Home equity 1,378 1,547 242 Other consumer 251 252 21 Subtotal 27,552 28,694 5,214 Total $ 77,297 $ 81,071 $ 5,214 The following tables set forth information regarding interest income recognized on impaired loans, by portfolio, for the periods indicated: Three Months Ended March 31, 2017 Average Recorded Investment Interest Income Recognized (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 39,193 $ 208 Commercial real estate 9,678 91 Small business 304 3 Residential real estate 3,671 43 Home equity 4,323 44 Other consumer 120 2 Subtotal 57,289 391 With an allowance recorded Commercial and industrial $ 10,178 $ 4 Commercial real estate 5,189 50 Small business 457 5 Residential real estate 10,057 85 Home equity 1,402 13 Other consumer 245 2 Subtotal 27,528 159 Total $ 84,817 $ 550 Three Months Ended March 31, 2016 Average Recorded Investment Interest Income Recognized (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 2,871 $ 17 Commercial real estate 15,093 137 Small business 478 4 Residential real estate 3,639 43 Home equity 4,718 48 Other consumer 146 3 Subtotal 26,945 252 With an allowance recorded Commercial and industrial $ 2,090 $ 4 Commercial real estate 8,024 69 Small business 484 8 Residential real estate 10,528 94 Home equity 1,323 10 Other consumer 398 3 Subtotal 22,847 188 Total $ 49,792 $ 440 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: March 31, 2017 December 31, 2016 (Dollars in thousands) Outstanding balance $ 20,034 $ 20,477 Carrying amount $ 18,011 $ 18,392 The following table summarizes activity in the accretable yield for the PCI loan portfolio: Three Months Ended March 31 2017 2016 (Dollars in thousands) Beginning balance $ 2,370 $ 2,827 Acquisition — — Accretion (307 ) (409 ) Other change in expected cash flows (1) 216 297 Reclassification from nonaccretable difference for loans which have paid off (2) — 64 Ending balance $ 2,279 $ 2,779 (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: March 31, 2017 (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 $ 842,891 $ 3,002,407 $ 356,173 $ 125,628 $ 632,634 $ 1,002,898 $ 10,057 $ 5,972,688 Individually evaluated for impairment $ 38,438 $ 14,766 $ — $ 746 $ 13,674 $ 5,685 $ 358 $ 73,667 Purchased credit impaired loans $ — $ 10,132 $ — $ — $ 7,691 $ 188 $ — $ 18,011 Total loans by group $ 881,329 $ 3,027,305 $ 356,173 $ 126,374 $ 653,999 $ 1,008,771 $ 10,415 $ 6,064,366 (1 ) December 31, 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 $ 862,875 $ 2,983,642 $ 320,391 $ 121,855 $ 622,392 $ 982,095 $ 10,666 $ 5,903,916 Individually evaluated for impairment $ 39,178 $ 16,813 $ — $ 871 $ 14,175 $ 5,863 $ 397 $ 77,297 Purchased credit impaired loans $ — $ 10,343 $ — $ — $ 7,859 $ 189 $ 1 $ 18,392 Total loans by group $ 902,053 $ 3,010,798 $ 320,391 $ 122,726 $ 644,426 $ 988,147 $ 11,064 $ 5,999,605 (1 ) (1) The amount of net deferred costs on originated loans included in the ending balance was $5.5 million and $5.1 million at March 31, 2017 and December 31, 2016 respectively. Net unamortized discounts on acquired loans not deemed to be purchased credit impaired ("PCI") included in the ending balance was $8.3 million and $8.6 million at March 31, 2017 and December 31, 2016 , respectively. The following tables summarize changes in allowance for loan losses by loan category for the periods indicated: Three Months Ended March 31, 2017 (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 $ 16,921 $ 30,369 $ 4,522 $ 1,502 $ 2,621 $ 5,238 $ 393 $ 61,566 Charge-offs — — — (70 ) (23 ) (14 ) (401 ) (508 ) Recoveries 187 31 — 66 12 76 288 660 Provision (benefit) (590 ) 343 501 35 106 45 160 600 Ending balance $ 16,518 $ 30,743 $ 5,023 $ 1,533 $ 2,716 $ 5,345 $ 440 $ 62,318 Ending balance: collectively evaluated for impairment $ 12,960 $ 30,570 $ 5,023 $ 1,531 $ 1,650 $ 5,110 $ 419 $ 57,263 Ending balance: individually evaluated for impairment $ 3,558 $ 173 $ — $ 2 $ 1,066 $ 235 $ 21 $ 5,055 Three Months Ended March 31, 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 (2 ) — — (63 ) (19 ) (147 ) (306 ) (537 ) Recoveries 138 189 — 21 — 27 244 619 Provision (benefit) (453 ) 1,079 (266 ) 119 (4 ) 146 (96 ) 525 Ending balance $ 13,485 $ 28,595 $ 5,100 $ 1,341 $ 2,567 $ 4,915 $ 429 $ 56,432 Ending balance: individually evaluated for impairment $ 222 $ 802 $ — $ 3 $ 1,223 $ 231 $ 26 $ 2,507 Ending balance: collectively evaluated for impairment $ 13,263 $ 27,793 $ 5,100 $ 1,338 $ 1,344 $ 4,684 $ 403 $ 53,925 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 credit 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. Each home equity loan has a fixed rate and is billed in equal payments comprised of principal and interest. Each 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, each 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 each 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: March 31, 2017 Category Risk Rating Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Total (Dollars in thousands) Pass 1 - 6 $ 782,142 $ 2,900,222 $ 354,245 $ 123,998 $ 4,160,607 Potential weakness 7 36,868 89,588 1,096 1,542 129,094 Definite weakness-loss unlikely 8 62,219 35,079 832 828 98,958 Partial loss probable 9 100 2,416 — 6 2,522 Definite loss 10 — — — — — Total $ 881,329 $ 3,027,305 $ 356,173 $ 126,374 $ 4,391,181 December 31, 2016 Category Risk Rating Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Total (Dollars in thousands) Pass 1 - 6 $ 783,825 $ 2,876,570 $ 317,099 $ 120,304 $ 4,097,798 Potential weakness 7 46,176 84,641 1,363 1,859 134,039 Definite weakness-loss unlikely 8 71,991 47,164 1,929 556 121,640 Partial loss probable 9 61 2,423 — 7 2,491 Definite loss 10 — — — — — Total $ 902,053 $ 3,010,798 $ 320,391 $ 122,726 $ 4,355,968 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 regular 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: March 31, December 31, Residential portfolio FICO score (re-scored)(1) 744 743 LTV (re-valued)(2) 63.4 % 63.2 % Home equity portfolio FICO score (re-scored)(1) 767 767 LTV (re-valued)(2) 54.9 % 55.9 % (1) The average FICO scores for March 31, 2017 and December 31, 2016 are based upon rescores available from November 30, 2016 and origination score data for loans booked between December 1, 2016 and the dates indicated. (2) The combined LTV ratios for March 31, 2017 and December 31, 2016 are based upon updated automated valuations as of March 31, 2015 and origination value data for loans booked between April 1, 2015 and through the dates indicated. 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. The following table shows information regarding nonaccrual loans at the dates indicated: March 31, 2017 December 31, 2016 (Dollars in thousands) Commercial and industrial $ 36,877 $ 37,455 Commercial real estate 4,792 6,266 Small business 207 302 Residential real estate 7,139 7,782 Home equity 5,987 5,553 Other consumer 48 47 Total nonaccrual loans (1) $ 55,050 $ 57,405 (1) Included in these amounts were $5.4 million and $5.2 million of nonaccruing TDRs at March 31, 2017 and December 31, 2016 , respectively. The following table shows information regarding foreclosed residential real estate property at the dates indicated: March 31, 2017 December 31, 2016 (Dollars in thousands) Foreclosed residential real estate property held by the creditor $ 3,006 $ 3,775 Recorded investment in mortgage loans collateralized by residential real estate property that are in the process of foreclosure $ 2,277 $ 1,715 The following table shows the age analysis of past due financing receivables as of the dates indicated: March 31, 2017 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 10 $ 3,089 6 $ 14,666 34 $ 1,123 50 $ 18,878 $ 862,451 $ 881,329 $ — Commercial real estate 15 3,158 — — 9 3,141 24 6,299 3,021,006 3,027,305 — Commercial construction — — — — — — — — 356,173 356,173 — Small business 9 331 8 108 13 120 30 559 125,815 126,374 — Residential real estate 11 1,867 6 968 23 3,258 40 6,093 647,906 653,999 — Home equity 14 1,156 6 460 18 1,417 38 3,033 1,005,738 1,008,771 — Other consumer (1) 226 151 14 42 17 16 257 209 10,206 10,415 2 Total 285 $ 9,752 40 $ 16,244 114 $ 9,075 439 $ 35,071 $ 6,029,295 $ 6,064,366 $ 2 December 31, 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 8 $ 100 32 $ 253 6 $ 2,480 46 $ 2,833 $ 899,220 $ 902,053 $ — Commercial real estate 5 1,518 8 1,957 8 3,105 21 6,580 3,004,218 3,010,798 — Commercial construction — — — — — — — — 320,391 320,391 — Small business 9 323 — — 19 140 28 463 122,263 122,726 — Residential real estate 11 1,277 9 1,950 27 3,507 47 6,734 637,692 644,426 — Home equity 19 1,117 11 767 16 1,209 46 3,093 985,054 988,147 — Other consumer (1) 249 184 12 17 15 7 276 208 10,856 11,064 2 Total 301 $ 4,519 72 $ 4,944 91 $ 10,448 464 $ 19,911 $ 5,979,694 $ 5,999,605 $ 2 (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: March 31, 2017 December 31, 2016 (Dollars in thousands) TDRs on accrual status $ 25,575 $ 27,093 TDRs on nonaccrual 5,439 5,199 Total TDRs $ 31,014 $ 32,292 Amount of specific reserves included in the allowance for loan losses associated with TDRs $ 1,439 $ 1,417 Additional commitments to lend to a borrower who has been a party to a TDR $ 2,116 $ 1,378 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 March 31, 2017 Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (1) (Dollars in thousands) Troubled debt restructurings Commercial and industrial 2 $ 80 $ 80 Commercial real estate 4 934 934 Small business 4 143 143 Home equity 2 140 140 Total 12 $ 1,297 $ 1,297 Three Months Ended March 31, 2016 Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (1) (Dollars in thousands) Troubled debt restructurings Commercial and industrial 3 $ 277 $ 277 Commercial real estate 2 424 424 Residential real estate 2 423 465 Home equity 1 182 182 Other consumer 4 85 85 Total 12 $ 1,391 $ 1,433 (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 March 31 2017 2016 (Dollars in thousands) Extended maturity $ 1,207 $ 1,195 Combination rate and maturity — 238 Court ordered concession 90 — Total $ 1,297 $ 1,433 The Company considers a loan to have defaulted when it reaches 90 days past due. There were no loans modified during the past twelve months which have subsequently defaulted during the three months ended March 31, 2017 and 2016 . 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: March 31, 2017 Recorded Investment Unpaid Principal Balance Related Allowance (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 28,319 $ 29,280 $ — Commercial real estate 9,596 10,742 — Small business 300 359 — Residential real estate 3,640 3,858 — Home equity 4,289 4,378 — Other consumer 117 118 — Subtotal 46,261 48,735 — With an allowance recorded Commercial and industrial $ 10,119 $ 10,220 $ 3,558 Commercial real estate 5,170 5,516 173 Small business 446 462 2 Residential real estate 10,034 10,626 1,066 Home equity 1,396 1,568 235 Other consumer 241 242 21 Subtotal 27,406 28,634 5,055 Total $ 73,667 $ 77,369 $ 5,055 December 31, 2016 Recorded Investment Unpaid Principal Balance Related Allowance (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 28,776 $ 29,772 $ — Commercial real estate 11,628 12,891 — Commercial construction — — — Small business 494 569 — Residential real estate 4,216 4,427 — Home equity 4,485 4,572 — Other consumer 146 146 — Subtotal 49,745 52,377 — With an allowance recorded Commercial and industrial $ 10,402 $ 10,440 $ 3,661 Commercial real estate 5,185 5,533 196 Small business 377 392 8 Residential real estate 9,959 10,530 1,086 Home equity 1,378 1,547 242 Other consumer 251 252 21 Subtotal 27,552 28,694 5,214 Total $ 77,297 $ 81,071 $ 5,214 The following tables set forth information regarding interest income recognized on impaired loans, by portfolio, for the periods indicated: Three Months Ended March 31, 2017 Average Recorded Investment Interest Income Recognized (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 39,193 $ 208 Commercial real estate 9,678 91 Small business 304 3 Residential real estate 3,671 43 Home equity 4,323 44 Other consumer 120 2 Subtotal 57,289 391 With an allowance recorded Commercial and industrial $ 10,178 $ 4 Commercial real estate 5,189 50 Small business 457 5 Residential real estate 10,057 85 Home equity 1,402 13 Other consumer 245 2 Subtotal 27,528 159 Total $ 84,817 $ 550 Three Months Ended March 31, 2016 Average Recorded Investment Interest Income Recognized (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 2,871 $ 17 Commercial real estate 15,093 137 Small business 478 4 Residential real estate 3,639 43 Home equity 4,718 48 Other consumer 146 3 Subtotal 26,945 252 With an allowance recorded Commercial and industrial $ 2,090 $ 4 Commercial real estate 8,024 69 Small business 484 8 Residential real estate 10,528 94 Home equity 1,323 10 Other consumer 398 3 Subtotal 22,847 188 Total $ 49,792 $ 440 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: March 31, 2017 December 31, 2016 (Dollars in thousands) Outstanding balance $ 20,034 $ 20,477 Carrying amount $ 18,011 $ 18,392 The following table summarizes activity in the accretable yield for the PCI loan portfolio: Three Months Ended March 31 2017 2016 (Dollars in thousands) Beginning balance $ 2,370 $ 2,827 Acquisition — — Accretion (307 ) (409 ) Other change in expected cash flows (1) 216 297 Reclassification from nonaccretable difference for loans which have paid off (2) — 64 Ending balance $ 2,279 $ 2,779 (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	3 Months Ended
	Mar. 31, 2017
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 March 31 2017 2016 (Dollars in thousands, except per share data) Net income $ 20,725 $ 18,611 Weighted Average Shares Basic shares 27,029,640 26,275,323 Effect of dilutive securities 81,283 43,409 Diluted shares 27,110,923 26,318,732 Net income per share Basic EPS $ 0.77 $ 0.71 Effect of dilutive securities (0.01 ) — Diluted EPS $ 0.76 $ 0.71 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 March 31 2017 2016 Stock options — 2,252 Performance-based restricted stock 127 —

Stock Based Compensation

Stock Based Compensation	3 Months Ended
	Mar. 31, 2017
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
STOCK BASED COMPENSATION	STOCK BASED COMPENSATION Time Vested Restricted Stock Awards During the three months ended March 31, 2017 , the Company made the following awards of restricted stock: Date Shares Granted Plan Grant Date Fair Value Per Share Vesting Period 2/13/2017 1,200 2005 Employee Stock Plan $ 62.53 Ratably over 5 years from grant date 2/16/2017 34,150 2005 Employee Stock Plan $ 63.10 Ratably over 5 years from grant date 3/31/2017 500 2005 Employee Stock Plan $ 65.63 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 16, 2017 , the Company granted 14,400 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 $63.10 , determined by the average of the high and low price at which the Company's common stock traded on the date of grant. 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, which includes January 1, 2017 through December 31, 2019. The awards will vest upon the earlier of the date on which it is determined if the performance goal is achieved, subsequent to the performance period; or, March 31, 2020. 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 holders of these awards are not entitled to receive dividends or vote until the shares are vested. On February 28, 2017, the performance-based restricted stock awards that were awarded on March 20, 2014 vested at 94% of the maximum target shares awarded, or 15,289 shares. Stock Options The Company did not grant any awards of options to purchase shares of common stock during the three months ended March 31, 2017 .

Repurchase Agreements Disclosur

Repurchase Agreements Disclosure of Repurchase Agreements (Notes)	3 Months Ended
	Mar. 31, 2017
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. These repurchases are accounted for as 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 enters into repurchase agreements that 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 table below sets forth information regarding the Company’s repurchase agreements allocated by source of collateral at the dates indicated: March 31, 2017 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 $ 16,762 $ — $ — $ — $ 16,762 Agency mortgage-backed securities 56,837 — — — 56,837 Agency collateralized mortgage obligations 72,173 — — — 72,173 Total borrowings $ 145,772 $ — $ — $ — $ 145,772 December 31, 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 $ 20,233 $ — $ — $ — $ 20,233 Agency mortgage-backed securities 79,079 — — — 79,079 Agency collateralized mortgage obligations 77,601 — — — 77,601 Total borrowings $ 176,913 $ — $ — $ — $ 176,913 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	3 Months Ended
	Mar. 31, 2017
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: March 31, 2017 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 9-Dec-08 10-Dec-08 10-Dec-18 3 Month LIBOR 1.11 % 2.94 % $ (600 ) 25,000 1-Apr-16 17-Jan-17 15-Dec-21 3 Month LIBOR 1.13 % 1.36 % 726 25,000 1-Apr-16 17-Jan-17 15-Dec-21 3 Month LIBOR 1.13 % 1.36 % 710 $ 75,000 $ 836 December 31, 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 9-Dec-08 10-Dec-08 10-Dec-18 3 Month LIBOR 0.95 % 2.94 % $ (740 ) 25,000 1-Apr-16 17-Jan-17 15-Dec-21 3 Month LIBOR N/A 1.36 % 689 25,000 1-Apr-16 17-Jan-17 15-Dec-21 3 Month LIBOR N/A 1.36 % 675 $ 75,000 $ 624 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 $153,000 (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 March 31, 2017 . The Company recognized $61,000 of net amortization income that was an offset to interest expense related to previously terminated swaps for the three month periods ended March 31, 2017 and 2016 . The Company had no fair value hedges as of March 31, 2017 or December 31, 2016 . 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 March 31, 2017 (Dollars in thousands) Loan level swaps Receive fixed, pay variable 226 $ 31,782 $ 19,558 $ 106,647 $ 188,536 $ 519,949 $ 866,472 $ 8,608 Pay fixed, receive variable 211 $ 31,782 $ 19,558 $ 106,647 $ 188,536 $ 519,949 $ 866,472 $ (8,617 ) Foreign exchange contracts Buys foreign currency, sells U.S. currency 22 $ 52,619 $ — $ — $ — $ — $ 52,619 $ (1,432 ) Buys U.S. currency, sells foreign currency 22 $ 52,619 $ — $ — $ — $ — $ 52,619 $ 1,452 December 31, 2016 (Dollars in thousands) Loan level swaps Receive fixed, pay variable 222 $ 30,245 $ 21,708 $ 63,771 $ 165,783 $ 567,897 $ 849,404 $ 12,005 Pay fixed, receive variable 207 $ 30,245 $ 21,708 $ 63,771 $ 165,783 $ 567,897 $ 849,404 $ (12,008 ) Foreign exchange contracts Buys foreign currency, sells U.S. currency 33 $ 45,711 $ — $ — $ — $ — $ 45,711 $ (2,250 ) Buys U.S. currency, sells foreign currency 33 $ 45,711 $ — $ — $ — $ — $ 45,711 $ 2,277 (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 a decrease of $147,000 and an increase of $54,000 for the three month periods ended March 31, 2017 and 2016 , respectively. These amounts were offset in earnings by the change in the fair value of mortgage derivatives. Additionally, the aggregate amount of net realized gains or losses on sales of such loans included within mortgage banking income amounted to $980,000 and $894,000 for the three month periods ended March 31, 2017 and 2016 , respectively. 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 March 31 December 31 Balance Sheet March 31 December 31 (Dollars in thousands) Derivatives designated as hedges Interest rate derivatives Other assets $ 1,436 $ 1,364 Other liabilities $ 600 $ 740 Derivatives not designated as hedges Customer Related Positions Loan level derivatives Other assets $ 16,697 $ 18,629 Other liabilities $ 16,706 $ 18,632 Foreign exchange contracts Other assets 1,739 2,338 Other liabilities 1,719 2,311 Mortgage Derivatives Interest rate lock commitments Other assets 212 430 Other liabilities — — Forward sales agreements Other assets 35 — Other liabilities — 233 $ 18,683 $ 21,397 $ 18,425 $ 21,176 Total $ 20,119 $ 22,761 $ 19,025 $ 21,916 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 March 31 2017 2016 (Dollars in thousands) Derivatives designated as hedges Gain in OCI on derivatives (effective portion), net of tax $ 89 $ 123 Loss reclassified from OCI into interest expense (effective portion) $ (93 ) $ (661 ) 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 $ (7 ) $ 72 Other expense (6 ) (16 ) Changes in fair value of mortgage derivatives Mortgage banking income 50 114 Total $ 37 $ 170 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's exposure relating to institutional counterparties was $5.5 million and $4.7 million at March 31, 2017 and December 31, 2016 , respectively. The Company’s exposure relating to customer counterparties was approximately $13.4 million and $16.1 million at March 31, 2017 and December 31, 2016 , respectively. Credit exposure may be reduced by the amount of collateral pledged by the counterparty.

Balance Sheet Offsetting

Balance Sheet Offsetting	3 Months Ended
	Mar. 31, 2017
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 March 31, 2017 , 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 (1) Collateral Pledged (Received) Net Amount March 31, 2017 (Dollars in thousands) Derivative Assets Interest rate swaps $ 1,436 $ — $ 1,436 $ 710 $ — $ 726 Loan level derivatives 16,697 — 16,697 3,676 — 13,021 Customer foreign exchange contracts 1,739 — 1,739 — — 1,739 $ 19,872 $ — $ 19,872 $ 4,386 $ — $ 15,486 Derivative Liabilities Interest rate swaps $ 600 $ — $ 600 $ — $ 600 $ — Loan level derivatives 16,706 — 16,706 4,386 8,176 4,144 Customer foreign exchange contracts 1,719 — 1,719 — — 1,719 Repurchase agreements Customer repurchase agreements 145,772 — 145,772 — 145,772 — $ 164,797 $ — $ 164,797 $ 4,386 $ 154,548 $ 5,863 (1) Reflects offsetting derivative positions with the same counterparty. 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, 2016 (Dollars in thousands) Derivative Assets Interest rate swaps $ 1,364 $ — $ 1,364 $ 961 $ — $ 403 Loan level derivatives 18,629 — 18,629 3,261 — 15,368 Customer foreign exchange contracts 2,338 — 2,338 — — 2,338 $ 22,331 $ — $ 22,331 $ 4,222 $ — $ 18,109 Derivative Liabilities Interest rate swaps $ 740 $ — $ 740 $ — $ 740 $ — Loan level derivatives 18,632 — 18,632 4,222 11,106 3,304 Customer foreign exchange contracts 2,311 — 2,311 — — 2,311 Repurchase agreements Customer repurchase agreements 176,913 — 176,913 — 176,913 — $ 198,596 $ — $ 198,596 $ 4,222 $ 188,759 $ 5,615 (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	3 Months Ended
	Mar. 31, 2017
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 and Equity 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. 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 March 31, 2017 and December 31, 2016 , 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 on a recurring and nonrecurring basis were as follows as of the dates indicated: 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) March 31, 2017 (Dollars in thousands) Recurring fair value measurements Assets Trading securities $ 1,289 $ 1,289 $ — $ — Securities available for sale U.S. Government agency securities 24,269 — 24,269 $ — Agency mortgage-backed securities 188,334 — 188,334 — Agency collateralized mortgage obligations 124,868 — 124,868 — State, county, and municipal securities 3,787 — 3,787 — Single issuer trust preferred securities issued by banks and insurers 2,320 — 2,320 — Pooled trust preferred securities issued by banks and insurers 1,596 — — 1,596 Small business administration pooled securities 37,002 — 37,002 — Equity securities 19,661 19,661 — — Loans held for sale 3,398 — 3,398 — Derivative instruments 20,119 — 20,119 — Liabilities Derivative instruments 19,025 — 19,025 — Total recurring fair value measurements $ 407,618 $ 20,950 $ 385,072 $ 1,596 Nonrecurring fair value measurements Assets Collateral dependent impaired loans $ 35,247 $ — $ — $ 35,247 Other real estate owned and other foreclosed assets 3,404 — — 3,404 Total nonrecurring fair value measurements $ 38,651 $ — $ — $ 38,651 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, 2016 (Dollars in thousands) Recurring fair value measurements Assets Trading securities $ 804 $ 804 $ — $ — Securities available for sale U.S. Government agency securities $ 24,244 $ — $ 24,244 $ — Agency mortgage-backed securities 175,384 — 175,384 — Agency collateralized mortgage obligations 99,868 — 99,868 — State, county, and municipal securities 3,793 — 3,793 — Single issuer trust preferred securities issued by banks and insurers 2,311 — 2,311 — Pooled trust preferred securities issued by banks and insurers 1,584 — — 1,584 Small business administration pooled securities 37,189 — 37,189 — Equity securities 19,271 19,271 — — Loans held for sale 6,139 — 6,139 — Derivative instruments 22,761 — 22,761 — Liabilities Derivative instruments 21,916 — 21,916 — Total recurring fair value measurements $ 371,432 $ 20,075 $ 349,773 $ 1,584 Nonrecurring fair value measurements: Assets Collateral dependent impaired loans $ 33,974 $ — $ — $ 33,974 Other real estate owned and other foreclosed assets 4,173 — — 4,173 Total nonrecurring fair value measurements $ 38,147 $ — $ — $ 38,147 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 March 31 2017 2016 (Dollars in thousands) Pooled Trust Preferred Securities Beginning balance $ 1,584 $ 1,572 Gains and (losses) (realized/unrealized) Included in other comprehensive income 11 (71 ) Settlements 1 (1 ) Ending balance $ 1,596 $ 1,500 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 three month periods ended March 31, 2017 or 2016 . 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: March 31 December 31 March 31 December 31 March 31 December 31 Valuation Technique Fair Value Unobservable Inputs Range Weighted Average (Dollars in thousands) Discounted cash flow methodology Pooled trust preferred securities $ 1,596 $ 1,584 Cumulative prepayment 0% - 62% 0% - 62% 2.5% 2.5% Cumulative default 5% - 100% 5% - 100% 12.8% 12.8% Loss given default 85% - 100% 85% - 100% 94.3% 94.2% Cure given default 0% - 75% 0% - 75% 60.9% 60.9% Appraisals of collateral(1) Collateral dependent impaired loans $ 35,247 $ 33,974 Other real estate owned and foreclosed assets $ 3,404 $ 4,173 (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) March 31, 2017 (Dollars in thousands) Financial assets Securities held to maturity(a) U.S. Treasury securities $ 1,007 $ 1,052 $ — $ 1,052 $ — Agency mortgage-backed securities 184,317 185,576 — 185,576 — Agency collateralized mortgage obligations 284,716 282,124 — 282,124 — Single issuer trust preferred securities issued by banks 1,500 1,538 — 1,538 — Small business administration pooled securities 30,583 30,627 — 30,627 — Loans, net of allowance for loan losses(b) 5,966,801 5,839,125 — — 5,839,125 Federal Home Loan Bank stock(c) 11,497 11,497 — 11,497 — Cash surrender value of life insurance policies(d) 145,560 145,560 — 145,560 — Financial liabilities Deposit liabilities, other than time deposits(e) $ 5,854,822 5,854,822 — 5,854,822 — Time certificates of deposits(f) $ 615,852 613,566 — 613,566 — Federal Home Loan Bank borrowings(f) 50,811 50,831 — 50,831 — Customer repurchase agreements and other short-term borrowings(f) 145,772 145,772 — — 145,772 Junior subordinated debentures(g) 73,067 73,611 — 73,611 — Subordinated debentures(f) 34,647 33,034 — — 33,034 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, 2016 (Dollars in thousands) Financial assets Securities held to maturity(a) U.S. Treasury securities $ 1,007 $ 1,054 $ — $ 1,054 $ — Agency mortgage-backed securities 156,088 157,504 — 157,504 — Agency collateralized mortgage obligations 297,445 294,650 — 294,650 — Single issuer trust preferred securities issued by banks 1,500 1,544 — 1,544 — Small business administration pooled securities 31,036 30,898 — 30,898 — Loans, net of allowance for loan losses(b) 5,904,065 5,784,778 — — 5,784,778 Federal Home Loan Bank stock(c) 11,497 11,497 — 11,497 — Cash surrender value of life insurance policies(d) 144,503 144,503 — 144,503 — Financial liabilities Deposit liabilities, other than time deposits(e) 5,763,101 5,763,101 — 5,763,101 — Time certificates of deposits(f) 649,152 647,038 — 647,038 — Federal Home Loan Bank borrowings(f) 50,819 50,898 — 50,898 — Customer repurchase agreements and other short-term borrowings(f) 176,913 176,913 — — 176,913 Junior subordinated debentures(g) 73,107 72,510 — 72,510 — Subordinated debentures(f) 34,635 34,241 — — 34,241 (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 analysis. (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. Additionally, this amount excludes collateral dependent impaired loans, which are deemed to be marked to fair value on a nonrecurring basis. (c) FHLB stock has no quoted market value and is carried at cost, therefore the carrying amount approximates fair value. (d) Cash surrender value of life insurance is recorded at its cash surrender value (or the amount that can be realized upon surrender of the policy), therefore carrying amount approximates fair value. (e) Fair value of demand deposits, savings and interest checking accounts and money market deposits is the amount payable on demand at the reporting date. (f) Fair value was determined by discounting anticipated future cash payments using rates currently available for instruments with similar remaining maturities. (g) 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 may include cash and due from banks, federal funds sold and short-term investments. For financial liabilities, these may include 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	3 Months Ended
	Mar. 31, 2017
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 Pre Tax Tax (Expense) After Tax (Dollars in thousands) Change in fair value of securities available for sale $ 896 $ (364 ) $ 532 Less: net security gains reclassified into other noninterest income (expense) 1 — 1 Net change in fair value of securities available for sale 895 (364 ) 531 Change in fair value of cash flow hedges 58 (24 ) 34 Less: net cash flow hedge losses reclassified into interest on borrowings expense (1) (93 ) 38 (55 ) Net change in fair value of cash flow hedges 151 (62 ) 89 Net unamortized loss related to defined benefit pension and other postretirement adjustments arising during the period (7 ) 3 (4 ) Amortization of net actuarial losses 70 (29 ) 41 Amortization of net prior service costs 69 (28 ) 41 Net change in other comprehensive income for defined benefit postretirement plans (2) 132 (54 ) 78 Total other comprehensive income $ 1,178 $ (480 ) $ 698 Three Months Ended Pre Tax Tax (Expense) After Tax (Dollars in thousands) Change in fair value of securities available for sale $ 6,708 $ (2,610 ) $ 4,098 Less: net security losses reclassified into other noninterest income (29 ) 12 (17 ) Net change in fair value of securities available for sale 6,679 (2,598 ) 4,081 Change in fair value of cash flow hedges (456 ) 188 (268 ) Less: net cash flow hedge losses reclassified into interest on borrowings expense (1) (661 ) 270 (391 ) Net change in fair value of cash flow hedges 205 (82 ) 123 Net unamortized loss related to defined benefit pension and other postretirement adjustments arising during the period (28 ) 11 (17 ) Amortization of net actuarial losses 61 (25 ) 36 Amortization of net prior service credits 69 (28 ) 41 Net change in other comprehensive income for defined benefit postretirement plans (2) 102 (42 ) 60 Total other comprehensive income $ 6,986 $ (2,722 ) $ 4,264 (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 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 $245,000 and $281,000 at March 31, 2017 and December 31, 2016 , 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, 2016 , 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 Gain (Loss) on Cash Flow Hedge Deferred Gain on Hedge Transactions Defined Benefit Postretirement Plans Accumulated Other Comprehensive Income (Loss) (Dollars in thousands) 2017 Beginning balance: January 1, 2017 $ 173 $ 361 $ 281 $ (2,152 ) $ (1,337 ) Net change in other comprehensive income (loss) 531 125 (36 ) 78 698 Ending balance: March 31, 2017 $ 704 $ 486 $ 245 $ (2,074 ) $ (639 ) 2016 Beginning balance: January 1, 2016 $ 1,306 $ (1,955 ) $ 427 $ (2,230 ) $ (2,452 ) Net change in other comprehensive income (loss) 4,081 161 (38 ) 60 4,264 Ending balance: March 31, 2016 $ 5,387 $ (1,794 ) $ 389 $ (2,170 ) $ 1,812

Commitments and contingencies

Commitments and contingencies	3 Months Ended
	Mar. 31, 2017
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: March 31, 2017 December 31, 2016 (Dollars in thousands) Commitments to extend credit $ 2,283,475 $ 2,227,955 Standby letters of credit 17,359 18,190 Deferred standby letter of credit fees 114 108 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 $2.0 million and $2.2 million the three months ended March 31, 2017 and 2016 , respectively. Renewal options ranging from 4 months to 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, 2016 . See the Company's Annual Report on Form 10-K for the fiscal year ended December 31, 2016 for information regarding our leases and other commitments. Other Contingencies At March 31, 2017 , 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. The amount of this reserve requirement was $27.7 million and $31.8 million at March 31, 2017 and December 31, 2016 , respectively.

Investments is Low Income Housi

Investments is Low Income Housing Tax Credits Investments in Low Income Housing Tax Credits	3 Months Ended
	Mar. 31, 2017
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 following table presents certain information related to Company's investments in low income housing projects as of the dates indicated: March 31, 2017 December 31, 2016 (Dollars in thousands) Original investment value $ 47,439 $ 47,379 Current recorded investment 38,685 39,606 Unfunded liability obligation 8,784 12,161 Tax credits and benefits 5,745 (1) 5,366 Amortization of investments 4,008 (2) 3,725 Net income tax benefit 1,737 (3) 1,641 (1) This amount reflects anticipated tax credits and tax benefits for the full year ended December 31, 2017 . (2) The amortization amount reduces the tax credits and benefits anticipated for the full year ended December 31, 2017 . (3) This amount represents the net tax benefit expected to be realized for the full year ended December 31, 2017 in determining the Company's effective tax rate.

Basis of Presentation Basis of

Basis of Presentation Basis of Presentation (Policies)	3 Months Ended
	Mar. 31, 2017
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. Results for the quarter ended March 31, 2017 are not necessarily indicative of the results that may be expected for the year ending December 31, 2017 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, 2016 , filed with the Securities and Exchange Commission.

Securities (Tables)

Securities (Tables)	3 Months Ended
	Mar. 31, 2017
Gain (Loss) on Investments [Line Items]
Reconciliation of fair value of securities	The following table presents a summary of the amortized cost, gross unrealized gains and losses and fair value of securities available for sale and securities held to maturity for the periods indicated: March 31, 2017 December 31, 2016 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 $ 24,007 $ 262 $ — $ 24,269 $ 24,006 $ 238 $ — $ 24,244 Agency mortgage-backed securities 186,103 2,729 (498 ) 188,334 173,268 2,852 (736 ) 175,384 Agency collateralized mortgage obligations 126,017 182 (1,331 ) 124,868 101,094 106 (1,332 ) 99,868 State, county, and municipal securities 3,733 54 — 3,787 3,743 50 — 3,793 Single issuer trust preferred securities issued by banks 2,298 22 — 2,320 2,311 3 (3 ) 2,311 Pooled trust preferred securities issued by banks and insurers 2,201 — (605 ) 1,596 2,200 — (616 ) 1,584 Small business administration pooled securities 37,140 28 (166 ) 37,002 37,561 — (372 ) 37,189 Equity securities 19,166 964 (469 ) 19,661 19,183 641 (553 ) 19,271 Total available for sale securities $ 400,665 $ 4,241 $ (3,069 ) $ 401,837 $ 363,366 $ 3,890 $ (3,612 ) $ 363,644 Held to maturity securities U.S. Treasury securities $ 1,007 $ 45 $ — $ 1,052 $ 1,007 $ 47 $ — $ 1,054 Agency mortgage-backed securities 184,317 2,283 (1,024 ) 185,576 156,088 2,274 (858 ) 157,504 Agency collateralized mortgage obligations 284,716 1,065 (3,657 ) 282,124 297,445 1,002 (3,797 ) 294,650 Single issuer trust preferred securities issued by banks 1,500 38 — 1,538 1,500 44 — 1,544 Small business administration pooled securities 30,583 228 (184 ) 30,627 31,036 189 (327 ) 30,898 Total held to maturity securities $ 502,123 $ 3,659 $ (4,865 ) $ 500,917 $ 487,076 $ 3,556 $ (4,982 ) $ 485,650 Total $ 902,788 $ 7,900 $ (7,934 ) $ 902,754 $ 850,442 $ 7,446 $ (8,594 ) $ 849,294
Schedule of contractual maturities of securities	A schedule of the contractual maturities of securities available for sale and securities held to maturity as of March 31, 2017 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 $ 1,232 $ 1,239 $ — $ — Due after one year to five years 38,912 39,410 15,915 16,092 Due after five to ten years 87,856 88,207 21,090 21,643 Due after ten years 253,499 253,320 465,118 463,182 Total debt securities $ 381,499 $ 382,176 $ 502,123 $ 500,917 Equity securities $ 19,166 $ 19,661 $ — $ — Total $ 400,665 $ 401,837 $ 502,123 $ 500,917
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: March 31, 2017 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 42 $ 145,227 $ (1,522 ) $ — $ — $ 145,227 $ (1,522 ) Agency collateralized mortgage obligations 33 247,688 (3,003 ) 45,458 (1,985 ) 293,146 (4,988 ) Pooled trust preferred securities issued by banks and insurers 1 — — 1,596 (605 ) 1,596 (605 ) Small business administration pooled securities 4 46,217 (350 ) — — 46,217 (350 ) Equity securities 22 1,706 (53 ) 5,928 (416 ) 7,634 (469 ) Total temporarily impaired securities 102 $ 440,838 $ (4,928 ) $ 52,982 $ (3,006 ) $ 493,820 $ (7,934 ) December 31, 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 57 $ 137,949 $ (1,594 ) $ — $ — $ 137,949 $ (1,594 ) Agency collateralized mortgage obligations 32 243,051 (3,140 ) 47,403 (1,989 ) 290,454 (5,129 ) Single issuer trust preferred securities issued by banks and insurers 1 — — 1,036 (3 ) 1,036 (3 ) Pooled trust preferred securities issued by banks and insurers 1 — — 1,583 (616 ) 1,583 (616 ) Small business administration pooled securities 5 59,846 (699 ) — — 59,846 (699 ) Equity securities 25 3,625 (77 ) 6,334 (476 ) 9,959 (553 ) Total temporarily impaired securities 121 $ 444,471 $ (5,510 ) $ 56,356 $ (3,084 ) $ 500,827 $ (8,594 )

Loans, Allowance for Loan Los24

Loans, Allowance for Loan Losses and Credit Quality (Tables)	3 Months Ended
	Mar. 31, 2017
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: March 31, 2017 (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 $ 842,891 $ 3,002,407 $ 356,173 $ 125,628 $ 632,634 $ 1,002,898 $ 10,057 $ 5,972,688 Individually evaluated for impairment $ 38,438 $ 14,766 $ — $ 746 $ 13,674 $ 5,685 $ 358 $ 73,667 Purchased credit impaired loans $ — $ 10,132 $ — $ — $ 7,691 $ 188 $ — $ 18,011 Total loans by group $ 881,329 $ 3,027,305 $ 356,173 $ 126,374 $ 653,999 $ 1,008,771 $ 10,415 $ 6,064,366 (1 ) December 31, 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 $ 862,875 $ 2,983,642 $ 320,391 $ 121,855 $ 622,392 $ 982,095 $ 10,666 $ 5,903,916 Individually evaluated for impairment $ 39,178 $ 16,813 $ — $ 871 $ 14,175 $ 5,863 $ 397 $ 77,297 Purchased credit impaired loans $ — $ 10,343 $ — $ — $ 7,859 $ 189 $ 1 $ 18,392 Total loans by group $ 902,053 $ 3,010,798 $ 320,391 $ 122,726 $ 644,426 $ 988,147 $ 11,064 $ 5,999,605 (1 ) (1) The amount of net deferred costs on originated loans included in the ending balance was $5.5 million and $5.1 million at March 31, 2017 and December 31, 2016 respectively. Net unamortized discounts on acquired loans not deemed to be purchased credit impaired ("PCI") included in the ending balance was $8.3 million and $8.6 million at March 31, 2017 and December 31, 2016 , 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 March 31, 2017 (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 $ 16,921 $ 30,369 $ 4,522 $ 1,502 $ 2,621 $ 5,238 $ 393 $ 61,566 Charge-offs — — — (70 ) (23 ) (14 ) (401 ) (508 ) Recoveries 187 31 — 66 12 76 288 660 Provision (benefit) (590 ) 343 501 35 106 45 160 600 Ending balance $ 16,518 $ 30,743 $ 5,023 $ 1,533 $ 2,716 $ 5,345 $ 440 $ 62,318 Ending balance: collectively evaluated for impairment $ 12,960 $ 30,570 $ 5,023 $ 1,531 $ 1,650 $ 5,110 $ 419 $ 57,263 Ending balance: individually evaluated for impairment $ 3,558 $ 173 $ — $ 2 $ 1,066 $ 235 $ 21 $ 5,055 Three Months Ended March 31, 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 (2 ) — — (63 ) (19 ) (147 ) (306 ) (537 ) Recoveries 138 189 — 21 — 27 244 619 Provision (benefit) (453 ) 1,079 (266 ) 119 (4 ) 146 (96 ) 525 Ending balance $ 13,485 $ 28,595 $ 5,100 $ 1,341 $ 2,567 $ 4,915 $ 429 $ 56,432 Ending balance: individually evaluated for impairment $ 222 $ 802 $ — $ 3 $ 1,223 $ 231 $ 26 $ 2,507 Ending balance: collectively evaluated for impairment $ 13,263 $ 27,793 $ 5,100 $ 1,338 $ 1,344 $ 4,684 $ 403 $ 53,925
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: March 31, 2017 Category Risk Rating Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Total (Dollars in thousands) Pass 1 - 6 $ 782,142 $ 2,900,222 $ 354,245 $ 123,998 $ 4,160,607 Potential weakness 7 36,868 89,588 1,096 1,542 129,094 Definite weakness-loss unlikely 8 62,219 35,079 832 828 98,958 Partial loss probable 9 100 2,416 — 6 2,522 Definite loss 10 — — — — — Total $ 881,329 $ 3,027,305 $ 356,173 $ 126,374 $ 4,391,181 December 31, 2016 Category Risk Rating Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Total (Dollars in thousands) Pass 1 - 6 $ 783,825 $ 2,876,570 $ 317,099 $ 120,304 $ 4,097,798 Potential weakness 7 46,176 84,641 1,363 1,859 134,039 Definite weakness-loss unlikely 8 71,991 47,164 1,929 556 121,640 Partial loss probable 9 61 2,423 — 7 2,491 Definite loss 10 — — — — — Total $ 902,053 $ 3,010,798 $ 320,391 $ 122,726 $ 4,355,968
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: March 31, December 31, Residential portfolio FICO score (re-scored)(1) 744 743 LTV (re-valued)(2) 63.4 % 63.2 % Home equity portfolio FICO score (re-scored)(1) 767 767 LTV (re-valued)(2) 54.9 % 55.9 % (1) The average FICO scores for March 31, 2017 and December 31, 2016 are based upon rescores available from November 30, 2016 and origination score data for loans booked between December 1, 2016 and the dates indicated. (2) The combined LTV ratios for March 31, 2017 and December 31, 2016 are based upon updated automated valuations as of March 31, 2015 and origination value data for loans booked between April 1, 2015 and through the dates indicated. 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: March 31, 2017 December 31, 2016 (Dollars in thousands) Commercial and industrial $ 36,877 $ 37,455 Commercial real estate 4,792 6,266 Small business 207 302 Residential real estate 7,139 7,782 Home equity 5,987 5,553 Other consumer 48 47 Total nonaccrual loans (1) $ 55,050 $ 57,405 (1) Included in these amounts were $5.4 million and $5.2 million of nonaccruing TDRs at March 31, 2017 and December 31, 2016 , respectively.
Foreclosed Residential Real Estate Property [Table Text Block]	The following table shows information regarding foreclosed residential real estate property at the dates indicated: March 31, 2017 December 31, 2016 (Dollars in thousands) Foreclosed residential real estate property held by the creditor $ 3,006 $ 3,775 Recorded investment in mortgage loans collateralized by residential real estate property that are in the process of foreclosure $ 2,277 $ 1,715
Age analysis of past due financing receivables	The following table shows the age analysis of past due financing receivables as of the dates indicated: March 31, 2017 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 10 $ 3,089 6 $ 14,666 34 $ 1,123 50 $ 18,878 $ 862,451 $ 881,329 $ — Commercial real estate 15 3,158 — — 9 3,141 24 6,299 3,021,006 3,027,305 — Commercial construction — — — — — — — — 356,173 356,173 — Small business 9 331 8 108 13 120 30 559 125,815 126,374 — Residential real estate 11 1,867 6 968 23 3,258 40 6,093 647,906 653,999 — Home equity 14 1,156 6 460 18 1,417 38 3,033 1,005,738 1,008,771 — Other consumer (1) 226 151 14 42 17 16 257 209 10,206 10,415 2 Total 285 $ 9,752 40 $ 16,244 114 $ 9,075 439 $ 35,071 $ 6,029,295 $ 6,064,366 $ 2 December 31, 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 8 $ 100 32 $ 253 6 $ 2,480 46 $ 2,833 $ 899,220 $ 902,053 $ — Commercial real estate 5 1,518 8 1,957 8 3,105 21 6,580 3,004,218 3,010,798 — Commercial construction — — — — — — — — 320,391 320,391 — Small business 9 323 — — 19 140 28 463 122,263 122,726 — Residential real estate 11 1,277 9 1,950 27 3,507 47 6,734 637,692 644,426 — Home equity 19 1,117 11 767 16 1,209 46 3,093 985,054 988,147 — Other consumer (1) 249 184 12 17 15 7 276 208 10,856 11,064 2 Total 301 $ 4,519 72 $ 4,944 91 $ 10,448 464 $ 19,911 $ 5,979,694 $ 5,999,605 $ 2 (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: March 31, 2017 December 31, 2016 (Dollars in thousands) TDRs on accrual status $ 25,575 $ 27,093 TDRs on nonaccrual 5,439 5,199 Total TDRs $ 31,014 $ 32,292 Amount of specific reserves included in the allowance for loan losses associated with TDRs $ 1,439 $ 1,417 Additional commitments to lend to a borrower who has been a party to a TDR $ 2,116 $ 1,378
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 March 31, 2017 Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (1) (Dollars in thousands) Troubled debt restructurings Commercial and industrial 2 $ 80 $ 80 Commercial real estate 4 934 934 Small business 4 143 143 Home equity 2 140 140 Total 12 $ 1,297 $ 1,297 Three Months Ended March 31, 2016 Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (1) (Dollars in thousands) Troubled debt restructurings Commercial and industrial 3 $ 277 $ 277 Commercial real estate 2 424 424 Residential real estate 2 423 465 Home equity 1 182 182 Other consumer 4 85 85 Total 12 $ 1,391 $ 1,433 (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 March 31 2017 2016 (Dollars in thousands) Extended maturity $ 1,207 $ 1,195 Combination rate and maturity — 238 Court ordered concession 90 — Total $ 1,297 $ 1,433
Impaired loans by loan portfolio	The tables below set forth information regarding the Company’s impaired loans by loan portfolio at the dates indicated: March 31, 2017 Recorded Investment Unpaid Principal Balance Related Allowance (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 28,319 $ 29,280 $ — Commercial real estate 9,596 10,742 — Small business 300 359 — Residential real estate 3,640 3,858 — Home equity 4,289 4,378 — Other consumer 117 118 — Subtotal 46,261 48,735 — With an allowance recorded Commercial and industrial $ 10,119 $ 10,220 $ 3,558 Commercial real estate 5,170 5,516 173 Small business 446 462 2 Residential real estate 10,034 10,626 1,066 Home equity 1,396 1,568 235 Other consumer 241 242 21 Subtotal 27,406 28,634 5,055 Total $ 73,667 $ 77,369 $ 5,055 December 31, 2016 Recorded Investment Unpaid Principal Balance Related Allowance (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 28,776 $ 29,772 $ — Commercial real estate 11,628 12,891 — Commercial construction — — — Small business 494 569 — Residential real estate 4,216 4,427 — Home equity 4,485 4,572 — Other consumer 146 146 — Subtotal 49,745 52,377 — With an allowance recorded Commercial and industrial $ 10,402 $ 10,440 $ 3,661 Commercial real estate 5,185 5,533 196 Small business 377 392 8 Residential real estate 9,959 10,530 1,086 Home equity 1,378 1,547 242 Other consumer 251 252 21 Subtotal 27,552 28,694 5,214 Total $ 77,297 $ 81,071 $ 5,214
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 March 31, 2017 Average Recorded Investment Interest Income Recognized (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 39,193 $ 208 Commercial real estate 9,678 91 Small business 304 3 Residential real estate 3,671 43 Home equity 4,323 44 Other consumer 120 2 Subtotal 57,289 391 With an allowance recorded Commercial and industrial $ 10,178 $ 4 Commercial real estate 5,189 50 Small business 457 5 Residential real estate 10,057 85 Home equity 1,402 13 Other consumer 245 2 Subtotal 27,528 159 Total $ 84,817 $ 550 Three Months Ended March 31, 2016 Average Recorded Investment Interest Income Recognized (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 2,871 $ 17 Commercial real estate 15,093 137 Small business 478 4 Residential real estate 3,639 43 Home equity 4,718 48 Other consumer 146 3 Subtotal 26,945 252 With an allowance recorded Commercial and industrial $ 2,090 $ 4 Commercial real estate 8,024 69 Small business 484 8 Residential real estate 10,528 94 Home equity 1,323 10 Other consumer 398 3 Subtotal 22,847 188 Total $ 49,792 $ 440
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: March 31, 2017 December 31, 2016 (Dollars in thousands) Outstanding balance $ 20,034 $ 20,477 Carrying amount $ 18,011 $ 18,392
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 March 31 2017 2016 (Dollars in thousands) Beginning balance $ 2,370 $ 2,827 Acquisition — — Accretion (307 ) (409 ) Other change in expected cash flows (1) 216 297 Reclassification from nonaccretable difference for loans which have paid off (2) — 64 Ending balance $ 2,279 $ 2,779 (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)	3 Months Ended
	Mar. 31, 2017
Earnings Per Share [Abstract]
Summary of earnings per share	Earnings per share consisted of the following components for the periods indicated: Three Months Ended March 31 2017 2016 (Dollars in thousands, except per share data) Net income $ 20,725 $ 18,611 Weighted Average Shares Basic shares 27,029,640 26,275,323 Effect of dilutive securities 81,283 43,409 Diluted shares 27,110,923 26,318,732 Net income per share Basic EPS $ 0.77 $ 0.71 Effect of dilutive securities (0.01 ) — Diluted EPS $ 0.76 $ 0.71
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 March 31 2017 2016 Stock options — 2,252 Performance-based restricted stock 127 —

Stock Based Compensation (Table

Stock Based Compensation (Tables)	3 Months Ended
	Mar. 31, 2017
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Restricted stock compensation footnote	During the three months ended March 31, 2017 , the Company made the following awards of restricted stock: Date Shares Granted Plan Grant Date Fair Value Per Share Vesting Period 2/13/2017 1,200 2005 Employee Stock Plan $ 62.53 Ratably over 5 years from grant date 2/16/2017 34,150 2005 Employee Stock Plan $ 63.10 Ratably over 5 years from grant date 3/31/2017 500 2005 Employee Stock Plan $ 65.63 Ratably over 5 years from grant date

Repurchase Agreements Repurchas

Repurchase Agreements Repurchase Agreements (Tables)	3 Months Ended
	Mar. 31, 2017
Repurchase Agreements [Abstract]
Schedule of Underlying Assets of Repurchase Agreements when Amount of Repurchase Agreements Exceeds 10 Percent of Assets [Table Text Block]	March 31, 2017 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 $ 16,762 $ — $ — $ — $ 16,762 Agency mortgage-backed securities 56,837 — — — 56,837 Agency collateralized mortgage obligations 72,173 — — — 72,173 Total borrowings $ 145,772 $ — $ — $ — $ 145,772 December 31, 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 $ 20,233 $ — $ — $ — $ 20,233 Agency mortgage-backed securities 79,079 — — — 79,079 Agency collateralized mortgage obligations 77,601 — — — 77,601 Total borrowings $ 176,913 $ — $ — $ — $ 176,913

Derivatives and Hedging Activ28

Derivatives and Hedging Activities (Tables)	3 Months Ended
	Mar. 31, 2017
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: March 31, 2017 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 9-Dec-08 10-Dec-08 10-Dec-18 3 Month LIBOR 1.11 % 2.94 % $ (600 ) 25,000 1-Apr-16 17-Jan-17 15-Dec-21 3 Month LIBOR 1.13 % 1.36 % 726 25,000 1-Apr-16 17-Jan-17 15-Dec-21 3 Month LIBOR 1.13 % 1.36 % 710 $ 75,000 $ 836 December 31, 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 9-Dec-08 10-Dec-08 10-Dec-18 3 Month LIBOR 0.95 % 2.94 % $ (740 ) 25,000 1-Apr-16 17-Jan-17 15-Dec-21 3 Month LIBOR N/A 1.36 % 689 25,000 1-Apr-16 17-Jan-17 15-Dec-21 3 Month LIBOR N/A 1.36 % 675 $ 75,000 $ 624
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 March 31, 2017 (Dollars in thousands) Loan level swaps Receive fixed, pay variable 226 $ 31,782 $ 19,558 $ 106,647 $ 188,536 $ 519,949 $ 866,472 $ 8,608 Pay fixed, receive variable 211 $ 31,782 $ 19,558 $ 106,647 $ 188,536 $ 519,949 $ 866,472 $ (8,617 ) Foreign exchange contracts Buys foreign currency, sells U.S. currency 22 $ 52,619 $ — $ — $ — $ — $ 52,619 $ (1,432 ) Buys U.S. currency, sells foreign currency 22 $ 52,619 $ — $ — $ — $ — $ 52,619 $ 1,452 December 31, 2016 (Dollars in thousands) Loan level swaps Receive fixed, pay variable 222 $ 30,245 $ 21,708 $ 63,771 $ 165,783 $ 567,897 $ 849,404 $ 12,005 Pay fixed, receive variable 207 $ 30,245 $ 21,708 $ 63,771 $ 165,783 $ 567,897 $ 849,404 $ (12,008 ) Foreign exchange contracts Buys foreign currency, sells U.S. currency 33 $ 45,711 $ — $ — $ — $ — $ 45,711 $ (2,250 ) Buys U.S. currency, sells foreign currency 33 $ 45,711 $ — $ — $ — $ — $ 45,711 $ 2,277 (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 March 31 December 31 Balance Sheet March 31 December 31 (Dollars in thousands) Derivatives designated as hedges Interest rate derivatives Other assets $ 1,436 $ 1,364 Other liabilities $ 600 $ 740 Derivatives not designated as hedges Customer Related Positions Loan level derivatives Other assets $ 16,697 $ 18,629 Other liabilities $ 16,706 $ 18,632 Foreign exchange contracts Other assets 1,739 2,338 Other liabilities 1,719 2,311 Mortgage Derivatives Interest rate lock commitments Other assets 212 430 Other liabilities — — Forward sales agreements Other assets 35 — Other liabilities — 233 $ 18,683 $ 21,397 $ 18,425 $ 21,176 Total $ 20,119 $ 22,761 $ 19,025 $ 21,916
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 March 31 2017 2016 (Dollars in thousands) Derivatives designated as hedges Gain in OCI on derivatives (effective portion), net of tax $ 89 $ 123 Loss reclassified from OCI into interest expense (effective portion) $ (93 ) $ (661 ) 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 $ (7 ) $ 72 Other expense (6 ) (16 ) Changes in fair value of mortgage derivatives Mortgage banking income 50 114 Total $ 37 $ 170

Asset & Liability Derivative Po

Asset & Liability Derivative Positions & the Potential Effect of Netting Arrangements - Current Quarter (Tables)	3 Months Ended
	Mar. 31, 2017
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 (1) Collateral Pledged (Received) Net Amount March 31, 2017 (Dollars in thousands) Derivative Assets Interest rate swaps $ 1,436 $ — $ 1,436 $ 710 $ — $ 726 Loan level derivatives 16,697 — 16,697 3,676 — 13,021 Customer foreign exchange contracts 1,739 — 1,739 — — 1,739 $ 19,872 $ — $ 19,872 $ 4,386 $ — $ 15,486 Derivative Liabilities Interest rate swaps $ 600 $ — $ 600 $ — $ 600 $ — Loan level derivatives 16,706 — 16,706 4,386 8,176 4,144 Customer foreign exchange contracts 1,719 — 1,719 — — 1,719 Repurchase agreements Customer repurchase agreements 145,772 — 145,772 — 145,772 — $ 164,797 $ — $ 164,797 $ 4,386 $ 154,548 $ 5,863 (1) Reflects offsetting derivative positions with the same counterparty. 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, 2016 (Dollars in thousands) Derivative Assets Interest rate swaps $ 1,364 $ — $ 1,364 $ 961 $ — $ 403 Loan level derivatives 18,629 — 18,629 3,261 — 15,368 Customer foreign exchange contracts 2,338 — 2,338 — — 2,338 $ 22,331 $ — $ 22,331 $ 4,222 $ — $ 18,109 Derivative Liabilities Interest rate swaps $ 740 $ — $ 740 $ — $ 740 $ — Loan level derivatives 18,632 — 18,632 4,222 11,106 3,304 Customer foreign exchange contracts 2,311 — 2,311 — — 2,311 Repurchase agreements Customer repurchase agreements 176,913 — 176,913 — 176,913 — $ 198,596 $ — $ 198,596 $ 4,222 $ 188,759 $ 5,615 (1) Reflects offsetting derivative positions with the same counterparty.

Fair Value Measurements (Tables

Fair Value Measurements (Tables)	3 Months Ended
	Mar. 31, 2017
Fair Value Disclosures [Abstract]
Assets and liabilities measured at fair value on a recurring basis	Assets and liabilities measured at fair value on a recurring and nonrecurring basis were as follows as of the dates indicated: 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) March 31, 2017 (Dollars in thousands) Recurring fair value measurements Assets Trading securities $ 1,289 $ 1,289 $ — $ — Securities available for sale U.S. Government agency securities 24,269 — 24,269 $ — Agency mortgage-backed securities 188,334 — 188,334 — Agency collateralized mortgage obligations 124,868 — 124,868 — State, county, and municipal securities 3,787 — 3,787 — Single issuer trust preferred securities issued by banks and insurers 2,320 — 2,320 — Pooled trust preferred securities issued by banks and insurers 1,596 — — 1,596 Small business administration pooled securities 37,002 — 37,002 — Equity securities 19,661 19,661 — — Loans held for sale 3,398 — 3,398 — Derivative instruments 20,119 — 20,119 — Liabilities Derivative instruments 19,025 — 19,025 — Total recurring fair value measurements $ 407,618 $ 20,950 $ 385,072 $ 1,596 Nonrecurring fair value measurements Assets Collateral dependent impaired loans $ 35,247 $ — $ — $ 35,247 Other real estate owned and other foreclosed assets 3,404 — — 3,404 Total nonrecurring fair value measurements $ 38,651 $ — $ — $ 38,651 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, 2016 (Dollars in thousands) Recurring fair value measurements Assets Trading securities $ 804 $ 804 $ — $ — Securities available for sale U.S. Government agency securities $ 24,244 $ — $ 24,244 $ — Agency mortgage-backed securities 175,384 — 175,384 — Agency collateralized mortgage obligations 99,868 — 99,868 — State, county, and municipal securities 3,793 — 3,793 — Single issuer trust preferred securities issued by banks and insurers 2,311 — 2,311 — Pooled trust preferred securities issued by banks and insurers 1,584 — — 1,584 Small business administration pooled securities 37,189 — 37,189 — Equity securities 19,271 19,271 — — Loans held for sale 6,139 — 6,139 — Derivative instruments 22,761 — 22,761 — Liabilities Derivative instruments 21,916 — 21,916 — Total recurring fair value measurements $ 371,432 $ 20,075 $ 349,773 $ 1,584 Nonrecurring fair value measurements: Assets Collateral dependent impaired loans $ 33,974 $ — $ — $ 33,974 Other real estate owned and other foreclosed assets 4,173 — — 4,173 Total nonrecurring fair value measurements $ 38,147 $ — $ — $ 38,147
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 March 31 2017 2016 (Dollars in thousands) Pooled Trust Preferred Securities Beginning balance $ 1,584 $ 1,572 Gains and (losses) (realized/unrealized) Included in other comprehensive income 11 (71 ) Settlements 1 (1 ) Ending balance $ 1,596 $ 1,500
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: March 31 December 31 March 31 December 31 March 31 December 31 Valuation Technique Fair Value Unobservable Inputs Range Weighted Average (Dollars in thousands) Discounted cash flow methodology Pooled trust preferred securities $ 1,596 $ 1,584 Cumulative prepayment 0% - 62% 0% - 62% 2.5% 2.5% Cumulative default 5% - 100% 5% - 100% 12.8% 12.8% Loss given default 85% - 100% 85% - 100% 94.3% 94.2% Cure given default 0% - 75% 0% - 75% 60.9% 60.9% Appraisals of collateral(1) Collateral dependent impaired loans $ 35,247 $ 33,974 Other real estate owned and foreclosed assets $ 3,404 $ 4,173 (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) March 31, 2017 (Dollars in thousands) Financial assets Securities held to maturity(a) U.S. Treasury securities $ 1,007 $ 1,052 $ — $ 1,052 $ — Agency mortgage-backed securities 184,317 185,576 — 185,576 — Agency collateralized mortgage obligations 284,716 282,124 — 282,124 — Single issuer trust preferred securities issued by banks 1,500 1,538 — 1,538 — Small business administration pooled securities 30,583 30,627 — 30,627 — Loans, net of allowance for loan losses(b) 5,966,801 5,839,125 — — 5,839,125 Federal Home Loan Bank stock(c) 11,497 11,497 — 11,497 — Cash surrender value of life insurance policies(d) 145,560 145,560 — 145,560 — Financial liabilities Deposit liabilities, other than time deposits(e) $ 5,854,822 5,854,822 — 5,854,822 — Time certificates of deposits(f) $ 615,852 613,566 — 613,566 — Federal Home Loan Bank borrowings(f) 50,811 50,831 — 50,831 — Customer repurchase agreements and other short-term borrowings(f) 145,772 145,772 — — 145,772 Junior subordinated debentures(g) 73,067 73,611 — 73,611 — Subordinated debentures(f) 34,647 33,034 — — 33,034 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, 2016 (Dollars in thousands) Financial assets Securities held to maturity(a) U.S. Treasury securities $ 1,007 $ 1,054 $ — $ 1,054 $ — Agency mortgage-backed securities 156,088 157,504 — 157,504 — Agency collateralized mortgage obligations 297,445 294,650 — 294,650 — Single issuer trust preferred securities issued by banks 1,500 1,544 — 1,544 — Small business administration pooled securities 31,036 30,898 — 30,898 — Loans, net of allowance for loan losses(b) 5,904,065 5,784,778 — — 5,784,778 Federal Home Loan Bank stock(c) 11,497 11,497 — 11,497 — Cash surrender value of life insurance policies(d) 144,503 144,503 — 144,503 — Financial liabilities Deposit liabilities, other than time deposits(e) 5,763,101 5,763,101 — 5,763,101 — Time certificates of deposits(f) 649,152 647,038 — 647,038 — Federal Home Loan Bank borrowings(f) 50,819 50,898 — 50,898 — Customer repurchase agreements and other short-term borrowings(f) 176,913 176,913 — — 176,913 Junior subordinated debentures(g) 73,107 72,510 — 72,510 — Subordinated debentures(f) 34,635 34,241 — — 34,241 (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 analysis. (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. Additionally, this amount excludes collateral dependent impaired loans, which are deemed to be marked to fair value on a nonrecurring basis. (c) FHLB stock has no quoted market value and is carried at cost, therefore the carrying amount approximates fair value. (d) Cash surrender value of life insurance is recorded at its cash surrender value (or the amount that can be realized upon surrender of the policy), therefore carrying amount approximates fair value. (e) Fair value of demand deposits, savings and interest checking accounts and money market deposits is the amount payable on demand at the reporting date. (f) Fair value was determined by discounting anticipated future cash payments using rates currently available for instruments with similar remaining maturities. (g) Fair value was determined based upon market prices of securities with similar terms and maturities.

Comprehensive Income_Loss (Tabl

Comprehensive Income/Loss (Tables)	3 Months Ended
	Mar. 31, 2017
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 Pre Tax Tax (Expense) After Tax (Dollars in thousands) Change in fair value of securities available for sale $ 896 $ (364 ) $ 532 Less: net security gains reclassified into other noninterest income (expense) 1 — 1 Net change in fair value of securities available for sale 895 (364 ) 531 Change in fair value of cash flow hedges 58 (24 ) 34 Less: net cash flow hedge losses reclassified into interest on borrowings expense (1) (93 ) 38 (55 ) Net change in fair value of cash flow hedges 151 (62 ) 89 Net unamortized loss related to defined benefit pension and other postretirement adjustments arising during the period (7 ) 3 (4 ) Amortization of net actuarial losses 70 (29 ) 41 Amortization of net prior service costs 69 (28 ) 41 Net change in other comprehensive income for defined benefit postretirement plans (2) 132 (54 ) 78 Total other comprehensive income $ 1,178 $ (480 ) $ 698 Three Months Ended Pre Tax Tax (Expense) After Tax (Dollars in thousands) Change in fair value of securities available for sale $ 6,708 $ (2,610 ) $ 4,098 Less: net security losses reclassified into other noninterest income (29 ) 12 (17 ) Net change in fair value of securities available for sale 6,679 (2,598 ) 4,081 Change in fair value of cash flow hedges (456 ) 188 (268 ) Less: net cash flow hedge losses reclassified into interest on borrowings expense (1) (661 ) 270 (391 ) Net change in fair value of cash flow hedges 205 (82 ) 123 Net unamortized loss related to defined benefit pension and other postretirement adjustments arising during the period (28 ) 11 (17 ) Amortization of net actuarial losses 61 (25 ) 36 Amortization of net prior service credits 69 (28 ) 41 Net change in other comprehensive income for defined benefit postretirement plans (2) 102 (42 ) 60 Total other comprehensive income $ 6,986 $ (2,722 ) $ 4,264 (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 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 $245,000 and $281,000 at March 31, 2017 and December 31, 2016 , 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, 2016 , 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 Gain (Loss) on Cash Flow Hedge Deferred Gain on Hedge Transactions Defined Benefit Postretirement Plans Accumulated Other Comprehensive Income (Loss) (Dollars in thousands) 2017 Beginning balance: January 1, 2017 $ 173 $ 361 $ 281 $ (2,152 ) $ (1,337 ) Net change in other comprehensive income (loss) 531 125 (36 ) 78 698 Ending balance: March 31, 2017 $ 704 $ 486 $ 245 $ (2,074 ) $ (639 ) 2016 Beginning balance: January 1, 2016 $ 1,306 $ (1,955 ) $ 427 $ (2,230 ) $ (2,452 ) Net change in other comprehensive income (loss) 4,081 161 (38 ) 60 4,264 Ending balance: March 31, 2016 $ 5,387 $ (1,794 ) $ 389 $ (2,170 ) $ 1,812

Commitments and Contingencies (

Commitments and Contingencies (Tables)	3 Months Ended
	Mar. 31, 2017
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: March 31, 2017 December 31, 2016 (Dollars in thousands) Commitments to extend credit $ 2,283,475 $ 2,227,955 Standby letters of credit 17,359 18,190 Deferred standby letter of credit fees 114 108

Investments is Low Income Hou33

Investments is Low Income Housing Tax Credits Investments in Low Income Housing Tax Credits (Tables)	3 Months Ended
	Mar. 31, 2017
Equity Method Investments and Joint Ventures [Abstract]
Investments in Low Income Housing Projects [Table Text Block]	The following table presents certain information related to Company's investments in low income housing projects as of the dates indicated: March 31, 2017 December 31, 2016 (Dollars in thousands) Original investment value $ 47,439 $ 47,379 Current recorded investment 38,685 39,606 Unfunded liability obligation 8,784 12,161 Tax credits and benefits 5,745 (1) 5,366 Amortization of investments 4,008 (2) 3,725 Net income tax benefit 1,737 (3) 1,641 (1) This amount reflects anticipated tax credits and tax benefits for the full year ended December 31, 2017 . (2) The amortization amount reduces the tax credits and benefits anticipated for the full year ended December 31, 2017 . (3) This amount represents the net tax benefit expected to be realized for the full year ended December 31, 2017 in determining the Company's effective tax rate.

Securities (Reconciliation of f

Securities (Reconciliation of fair value of securities) (Details) - USD ($) $ in Thousands	Mar. 31, 2017	Dec. 31, 2016
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	$ 400,665	$ 363,366
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	4,241	3,890
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	(3,069)	(3,612)
Available-for-sale Securities	401,837	363,644
Held to maturity Securities, Amortized Cost	502,123	487,076
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	3,659	3,556
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	(4,865)	(4,982)
Held to Maturity, Fair Value, Total	500,917	485,650
Amortized Cost	902,788	850,442
Gross Unrealized Gains	7,900	7,446
Unrealized Losses Other	(7,934)	(8,594)
Fair Value	902,754	849,294
U. S. Government Agency Securities [Member]
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	24,007	24,006
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	262	238
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	0	0
Available-for-sale Securities	24,269	24,244
U.S. Treasury securities
Reconciliation of fair value of securities
Held to maturity Securities, Amortized Cost	1,007	1,007
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	45	47
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	0	0
Held to Maturity, Fair Value, Total	1,052	1,054
Agency mortgage-backed securities
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	186,103	173,268
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	2,729	2,852
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	(498)	(736)
Available-for-sale Securities	188,334	175,384
Held to maturity Securities, Amortized Cost	184,317	156,088
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	2,283	2,274
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	(1,024)	(858)
Held to Maturity, Fair Value, Total	185,576	157,504
Agency Collateralized Mortgage Obligations [Member]
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	126,017	101,094
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	182	106
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	(1,331)	(1,332)
Available-for-sale Securities	124,868	99,868
Held to maturity Securities, Amortized Cost	284,716	297,445
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	1,065	1,002
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	(3,657)	(3,797)
Held to Maturity, Fair Value, Total	282,124	294,650
State, County, and Municipal Securities [Member]
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	3,733	3,743
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	54	50
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	0	0
Available-for-sale Securities	3,787	3,793
Single Issuer Trust Preferred Securities Issued by Banks and Insurers [Member]
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	2,298	2,311
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	22	3
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	0	(3)
Available-for-sale Securities	2,320	2,311
Held to maturity Securities, Amortized Cost	1,500	1,500
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	38	44
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	0	0
Held to Maturity, Fair Value, Total	1,538	1,544
Pooled trust preferred securities issued by banks and insurers
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	2,201	2,200
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	0	0
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	(605)	(616)
Available-for-sale Securities	1,596	1,584
Small Business Administration Pooled Securities [Member]
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	37,140	37,561
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	28	0
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	(166)	(372)
Available-for-sale Securities	37,002	37,189
Held to maturity Securities, Amortized Cost	30,583	31,036
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	228	189
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	(184)	(327)
Held to Maturity, Fair Value, Total	30,627	30,898
Equity securities
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	19,166	19,183
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	964	641
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	(469)	(553)
Available-for-sale Securities	$ 19,661	$ 19,271

Securities (Schedule of Contrac

Securities (Schedule of Contractual Maturities of Securities) (Details) - USD ($) $ in Thousands	Mar. 31, 2017	Dec. 31, 2016
Available for Sale, Amortized Cost
Available for sale Securities, Amortized Cost	$ 400,665	$ 363,366
Available for Sale, Fair Value
Available for sale Securities, Fair Value, Total	401,837	363,644
Held to Maturity, Amortized Cost
Held to maturity Securities, Amortized Cost	502,123	487,076
Held to Maturity, Fair Value
Held to Maturity, Fair Value, Total	500,917	$ 485,650
Debt Securities
Available for Sale, Amortized Cost
Available for Sale, Amortized Cost, Due in one year or less	1,232
Available for Sale, Amortized Cost, Due after one year to five years	38,912
Available for Sale, Amortized Cost, Due after five to ten years	87,856
Available for Sale, Amortized Cost, Due after ten years	253,499
Available for sale Securities, Amortized Cost	381,499
Available for Sale, Fair Value
Available for Sale, Fair Value, Due in one year or less	1,239
Available for Sale, Fair Value, Due after one year to five years	39,410
Available for Sale, Fair Value, Due after five to ten years	88,207
Available for Sale, Fair Value, Due after ten years	253,320
Available for sale Securities, Fair Value, Total	382,176
Held to Maturity, Amortized Cost
Held to Maturity, Amortized Cost, Due in one year or less	0
Held to Maturity, Amortized Cost, Due after one year to five years	15,915
Held to Maturity, Amortized Cost, Due after five to ten years	21,090
Held to Maturity, Amortized Cost, Due after ten years	465,118
Held to maturity Securities, Amortized Cost	502,123
Held to Maturity, Fair Value
Held to Maturity, Fair Value, Due in one year or less	0
Held to Maturity, Fair Value, Due after one year to five years	16,092
Held to Maturity, Fair Value, Due after five to ten years	21,643
Held to Maturity, Fair Value, Due after ten years	463,182
Held to Maturity, Fair Value, Total	500,917
Equity securities
Available for Sale, Amortized Cost
Available for Sale, Amortized Cost, Marketable equity securities	19,166
Available for Sale, Fair Value
Available for Sale, Fair Value, Marketable equity securities	19,661
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	Mar. 31, 2017USD ($)holding	Dec. 31, 2016USD ($)holding
Summary of gross unrealized losses and fair value of investments
No of holdings | holding	102	121
Fair value, less than 12 months	$ 440,838	$ 444,471
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for less than 12 months	(4,928)	(5,510)
Fair value, 12 months or longer	52,982	56,356
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for more than 12 months	(3,006)	(3,084)
Fair value, Total	493,820	500,827
Available for Sale and Held to Maturity Securities Continuous Unrealized Loss Position Aggregate Loss	$ (7,934)	$ (8,594)
Agency mortgage-backed securities
Summary of gross unrealized losses and fair value of investments
No of holdings | holding	42	57
Fair value, less than 12 months	$ 145,227	$ 137,949
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for less than 12 months	(1,522)	(1,594)
Fair value, 12 months or longer	0	0
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for more than 12 months	0	0
Fair value, Total	145,227	137,949
Available for Sale and Held to Maturity Securities Continuous Unrealized Loss Position Aggregate Loss	$ (1,522)	$ (1,594)
Agency Collateralized Mortgage Obligations [Member]
Summary of gross unrealized losses and fair value of investments
No of holdings | holding	33	32
Fair value, less than 12 months	$ 247,688	$ 243,051
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for less than 12 months	(3,003)	(3,140)
Fair value, 12 months or longer	45,458	47,403
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for more than 12 months	(1,985)	(1,989)
Fair value, Total	293,146	290,454
Available for Sale and Held to Maturity Securities Continuous Unrealized Loss Position Aggregate Loss	$ (4,988)	$ (5,129)
Single issuer trust preferred securities issued by banks and insurers
Summary of gross unrealized losses and fair value of investments
No of holdings | holding		1
Fair value, less than 12 months		$ 0
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for less than 12 months		0
Fair value, 12 months or longer		1,036
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for more than 12 months		(3)
Fair value, Total		1,036
Available for Sale and Held to Maturity Securities Continuous Unrealized Loss Position Aggregate Loss		$ (3)
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	1,596	1,583
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for more than 12 months	(605)	(616)
Fair value, Total	1,596	1,583
Available for Sale and Held to Maturity Securities Continuous Unrealized Loss Position Aggregate Loss	$ (605)	$ (616)
Equity securities
Summary of gross unrealized losses and fair value of investments
No of holdings | holding	22	25
Fair value, less than 12 months	$ 1,706	$ 3,625
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for less than 12 months	(53)	(77)
Fair value, 12 months or longer	5,928	6,334
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for more than 12 months	(416)	(476)
Fair value, Total	7,634	9,959
Available for Sale and Held to Maturity Securities Continuous Unrealized Loss Position Aggregate Loss	$ (469)	$ (553)
Small Business Administration Pooled Securities [Member]
Summary of gross unrealized losses and fair value of investments
No of holdings | holding	4	5
Fair value, less than 12 months	$ 46,217	$ 59,846
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for less than 12 months	(350)	(699)
Fair value, 12 months or longer	0	0
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for more than 12 months	0	0
Fair value, Total	46,217	59,846
Available for Sale and Held to Maturity Securities Continuous Unrealized Loss Position Aggregate Loss	$ (350)	$ (699)

Securities (Details Textual) (D

Securities (Details Textual) (Details) - USD ($)	3 Months Ended
	Mar. 31, 2017	Mar. 31, 2016	Dec. 31, 2016
Investments, Debt and Equity Securities [Abstract]
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net	$ 0	$ 0
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Credit Losses on Debt Securities Held	0	$ 0
Securities (Textual) [Abstract]
Callable Securities in Investment Portfolio	10,900,000
Pledged Financial Instruments, Not Separately Reported, Securities	498,600,000		$ 482,100,000
Securities - trading	1,289,000		804,000
Investments in obligations of individual states, counties or municipalities which exceed 10% of equity	$ 0		$ 0

Loans, Allowance for Loan Los38

Loans, Allowance for Loan Losses and Credit Quality (Allowance Allocations) (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2017	Mar. 31, 2016	Dec. 31, 2016
Financing Receivable, Allowance for Credit Losses [Line Items]
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	$ 0	$ 0
Allowance for loans based on collective and individual evaluation of impairment by loan category
Ending Balance: Collectively Evaluated for Impairment	5,972,688		$ 5,903,916
Ending Balance: Individually Evaluated for Impairment	73,667		77,297
Financing Receivable, Net	4,391,181		4,355,968
Ending Balance: Total Loans by Group	6,064,366		5,999,605
Receivables Acquired with Deteriorated Credit Quality [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Financing Receivable, Net	18,011		18,392
Commercial and Industrial [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Ending Balance: Collectively Evaluated for Impairment	842,891		862,875
Ending Balance: Individually Evaluated for Impairment	38,438		39,178
Financing Receivable, Net	881,329		902,053
Ending Balance: Total Loans by Group	881,329		902,053
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	3,002,407		2,983,642
Ending Balance: Individually Evaluated for Impairment	14,766		16,813
Financing Receivable, Net	3,027,305		3,010,798
Ending Balance: Total Loans by Group	3,027,305		3,010,798
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	10,132		10,343
Construction Loans [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Ending Balance: Collectively Evaluated for Impairment	356,173		320,391
Ending Balance: Individually Evaluated for Impairment	0		0
Financing Receivable, Net	356,173		320,391
Ending Balance: Total Loans by Group	356,173		320,391
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	125,628		121,855
Ending Balance: Individually Evaluated for Impairment	746		871
Financing Receivable, Net	126,374		122,726
Ending Balance: Total Loans by Group	126,374		122,726
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	632,634		622,392
Ending Balance: Individually Evaluated for Impairment	13,674		14,175
Ending Balance: Total Loans by Group	653,999		644,426
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	7,691		7,859
Consumer Home Equity [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Ending Balance: Collectively Evaluated for Impairment	1,002,898		982,095
Ending Balance: Individually Evaluated for Impairment	5,685		5,863
Ending Balance: Total Loans by Group	1,008,771		988,147
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	188		189
Consumer Other [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Ending Balance: Collectively Evaluated for Impairment	10,057		10,666
Ending Balance: Individually Evaluated for Impairment	358		397
Ending Balance: Total Loans by Group	10,415		11,064
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	$ 0		$ 1

Loans, Allowance for Loan Los39

Loans, Allowance for Loan Losses and Credit Quality (ALLL - by category) (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2017	Mar. 31, 2016	Dec. 31, 2016
Summary of changes in allowance for loan losses
Beginning Balance	$ 61,566	$ 55,825
Charge-offs	(508)	(537)
Recoveries	660	619
Provision for loan losses	600	525
Ending Balance	62,318	56,432
Ending Balance: Individually Evaluated for Impairment	5,055	2,507	$ 5,214
Ending Balance: Collectively Evaluated for Impairment	57,263	53,925
Commercial and Industrial [Member]
Summary of changes in allowance for loan losses
Beginning Balance	16,921	13,802
Charge-offs	0	(2)
Recoveries	187	138
Provision for loan losses	(590)	(453)
Ending Balance	16,518	13,485
Ending Balance: Individually Evaluated for Impairment	3,558	222	3,661
Ending Balance: Collectively Evaluated for Impairment	12,960	13,263
Commercial Real Estate [Member]
Summary of changes in allowance for loan losses
Beginning Balance	30,369	27,327
Charge-offs	0	0
Recoveries	31	189
Provision for loan losses	343	1,079
Ending Balance	30,743	28,595
Ending Balance: Individually Evaluated for Impairment	173	802	196
Ending Balance: Collectively Evaluated for Impairment	30,570	27,793
Construction Loans [Member]
Summary of changes in allowance for loan losses
Beginning Balance	4,522	5,366
Charge-offs	0	0
Recoveries	0	0
Provision for loan losses	501	(266)
Ending Balance	5,023	5,100
Ending Balance: Individually Evaluated for Impairment	0	0
Ending Balance: Collectively Evaluated for Impairment	5,023	5,100
Small Business [Member]
Summary of changes in allowance for loan losses
Beginning Balance	1,502	1,264
Charge-offs	(70)	(63)
Recoveries	66	21
Provision for loan losses	35	119
Ending Balance	1,533	1,341
Ending Balance: Individually Evaluated for Impairment	2	3	8
Ending Balance: Collectively Evaluated for Impairment	1,531	1,338
Residential Real Estate [Member]
Summary of changes in allowance for loan losses
Beginning Balance	2,621	2,590
Charge-offs	(23)	(19)
Recoveries	12	0
Provision for loan losses	106	(4)
Ending Balance	2,716	2,567
Ending Balance: Individually Evaluated for Impairment	1,066	1,223	1,086
Ending Balance: Collectively Evaluated for Impairment	1,650	1,344
Consumer Home Equity [Member]
Summary of changes in allowance for loan losses
Beginning Balance	5,238	4,889
Charge-offs	(14)	(147)
Recoveries	76	27
Provision for loan losses	45	146
Ending Balance	5,345	4,915
Ending Balance: Individually Evaluated for Impairment	235	231	242
Ending Balance: Collectively Evaluated for Impairment	5,110	4,684
Consumer Other [Member]
Summary of changes in allowance for loan losses
Beginning Balance	393	587
Charge-offs	(401)	(306)
Recoveries	288	244
Provision for loan losses	160	(96)
Ending Balance	440	429
Ending Balance: Individually Evaluated for Impairment	21	26	$ 21
Ending Balance: Collectively Evaluated for Impairment	$ 419	$ 403

Loans, Allowance for Loan Los40

Loans, Allowance for Loan Losses and Credit Quality (Internal Risk-Rating Categories for the Commercial Portfolio) (Details) - USD ($)	3 Months Ended
	Mar. 31, 2017	Dec. 31, 2016
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	4,391,181,000	$ 4,355,968,000
Commercial and Industrial [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	881,329,000	902,053,000
Commercial Real Estate [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	3,027,305,000	3,010,798,000
Commercial Construction [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	356,173,000	320,391,000
Small Business [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	126,374,000	122,726,000
PASS [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	4,160,607,000	4,097,798,000
PASS [Member] | Commercial and Industrial [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	782,142,000	783,825,000
PASS [Member] | Commercial Real Estate [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	2,900,222,000	2,876,570,000
PASS [Member] | Commercial Construction [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	354,245,000	317,099,000
PASS [Member] | Small Business [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	123,998,000	120,304,000
POTENTIAL WEAKNESS [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	129,094,000	134,039,000
POTENTIAL WEAKNESS [Member] | Commercial and Industrial [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	36,868,000	46,176,000
POTENTIAL WEAKNESS [Member] | Commercial Real Estate [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	89,588,000	84,641,000
POTENTIAL WEAKNESS [Member] | Commercial Construction [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	1,096,000	1,363,000
POTENTIAL WEAKNESS [Member] | Small Business [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	1,542,000	1,859,000
DEFINITE WEAKNESS-LOSS UNLIKELY [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	98,958,000	121,640,000
DEFINITE WEAKNESS-LOSS UNLIKELY [Member] | Commercial and Industrial [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	62,219,000	71,991,000
DEFINITE WEAKNESS-LOSS UNLIKELY [Member] | Commercial Real Estate [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	35,079,000	47,164,000
DEFINITE WEAKNESS-LOSS UNLIKELY [Member] | Commercial Construction [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	832,000	1,929,000
DEFINITE WEAKNESS-LOSS UNLIKELY [Member] | Small Business [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	828,000	556,000
PARTIAL LOSS PROBABLE [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	2,522,000	2,491,000
PARTIAL LOSS PROBABLE [Member] | Commercial and Industrial [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	100,000	61,000
PARTIAL LOSS PROBABLE [Member] | Commercial Real Estate [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	2,416,000	2,423,000
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	6,000	7,000
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 Los41

Loans, Allowance for Loan Losses and Credit Quality (Weighted Average FICO Scores and the Weighted Average Combined LTV Ratio) (Details) - score	Mar. 31, 2017	Dec. 31, 2016
Residential Portfolio Segment [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Financing Receivable With Quality Of Loan Based On Weighted Average Fico Rating	744	743
Financing Receivable With Credit Quality Of Loan Based Upon the Weighted Average Loan-To-Value Ratio	63.40%	63.20%
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	767
Financing Receivable With Credit Quality Of Loan Based Upon the Weighted Average Loan-To-Value Ratio	54.90%	55.90%

Loans, Allowance for Loan Los42

Loans, Allowance for Loan Losses and Credit Quality (Summary of Nonaccrual Loans) (Details) - USD ($) $ in Thousands	Mar. 31, 2017	Dec. 31, 2016
Financing Receivable Impaired [Line Items]
Tdrs Recorded Investment On Nonaccrual Status	$ 5,439	$ 5,199
Financing Receivable, Recorded Investment, Nonaccrual Status	55,050	57,405
Commercial and Industrial [Member]
Financing Receivable Impaired [Line Items]
Financing Receivable, Recorded Investment, Nonaccrual Status	36,877	37,455
Commercial Real Estate [Member]
Financing Receivable Impaired [Line Items]
Financing Receivable, Recorded Investment, Nonaccrual Status	4,792	6,266
Small Business [Member]
Financing Receivable Impaired [Line Items]
Financing Receivable, Recorded Investment, Nonaccrual Status	207	302
Residential Real Estate [Member]
Financing Receivable Impaired [Line Items]
Financing Receivable, Recorded Investment, Nonaccrual Status	7,139	7,782
Consumer Home Equity [Member]
Financing Receivable Impaired [Line Items]
Financing Receivable, Recorded Investment, Nonaccrual Status	5,987	5,553
Consumer - Other [Member]
Financing Receivable Impaired [Line Items]
Financing Receivable, Recorded Investment, Nonaccrual Status	$ 48	$ 47

Loans, Allowance for Loan Los43

Loans, Allowance for Loan Losses and Credit Quality Foreclosed Residential Real Estate Property (Details) - USD ($) $ in Thousands	Mar. 31, 2017	Dec. 31, 2016
Accounts, Notes, Loans and Financing Receivable [Line Items]
Foreclosed residential real estate property held by the creditor	$ 3,006	$ 3,775
Recorded investment in mortgage loans collateralized by residential real estate property that are in the process of foreclosure	$ 2,277	$ 1,715

Loans, Allowance for Loan Los44

Loans, Allowance for Loan Losses and Credit Quality (Age Analysis of Past Due Financing Receivables) (Details) $ in Thousands	Mar. 31, 2017USD ($)loan	Dec. 31, 2016USD ($)loan
Age Analysis of Past Due Financing Receivables
Number of Loans 30-59 Days | loan	285	301
Number of Loans 60-89 Days | loan	40	72
Number of Loans 90 Days or More | loan	114	91
Number of Loans Total Past Due | loan	439	464
Principal Balance Total Past Due	$ 35,071	$ 19,911
Current	6,029,295	5,979,694
Total loans	6,064,366	5,999,605
Recorded Investment >90 Days and Accruing	$ 2	$ 2
Commercial and Industrial [Member]
Age Analysis of Past Due Financing Receivables
Number of Loans 30-59 Days | loan	10	8
Number of Loans 60-89 Days | loan	6	32
Number of Loans 90 Days or More | loan	34	6
Number of Loans Total Past Due | loan	50	46
Principal Balance Total Past Due	$ 18,878	$ 2,833
Current	862,451	899,220
Total loans	881,329	902,053
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	15	5
Number of Loans 60-89 Days | loan	0	8
Number of Loans 90 Days or More | loan	9	8
Number of Loans Total Past Due | loan	24	21
Principal Balance Total Past Due	$ 6,299	$ 6,580
Current	3,021,006	3,004,218
Total loans	3,027,305	3,010,798
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	0
Number of Loans Total Past Due | loan	0	0
Principal Balance Total Past Due	$ 0	$ 0
Current	356,173	320,391
Total loans	356,173	320,391
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	9	9
Number of Loans 60-89 Days | loan	8	0
Number of Loans 90 Days or More | loan	13	19
Number of Loans Total Past Due | loan	30	28
Principal Balance Total Past Due	$ 559	$ 463
Current	125,815	122,263
Total loans	126,374	122,726
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	11	11
Number of Loans 60-89 Days | loan	6	9
Number of Loans 90 Days or More | loan	23	27
Number of Loans Total Past Due | loan	40	47
Principal Balance Total Past Due	$ 6,093	$ 6,734
Current	647,906	637,692
Total loans	653,999	644,426
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	19
Number of Loans 60-89 Days | loan	6	11
Number of Loans 90 Days or More | loan	18	16
Number of Loans Total Past Due | loan	38	46
Principal Balance Total Past Due	$ 3,033	$ 3,093
Current	1,005,738	985,054
Total loans	1,008,771	988,147
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	226	249
Number of Loans 60-89 Days | loan	14	12
Number of Loans 90 Days or More | loan	17	15
Number of Loans Total Past Due | loan	257	276
Principal Balance Total Past Due	$ 209	$ 208
Current	10,206	10,856
Total loans	10,415	11,064
Recorded Investment >90 Days and Accruing	2	2
Financing Receivables, 30 to 59 Days Past Due [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	9,752	4,519
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	3,089	100
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	3,158	1,518
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	331	323
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	1,867	1,277
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	1,156	1,117
Financing Receivables, 30 to 59 Days Past Due [Member] | Consumer - Other [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	151	184
Financing Receivables, 60 to 89 Days Past Due [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	16,244	4,944
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	14,666	253
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	0	1,957
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	108	0
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	968	1,950
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	460	767
Financing Receivables, 60 to 89 Days Past Due [Member] | Consumer - Other [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	42	17
Financing Receivables, Equal to Greater than 90 Days Past Due [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	9,075	10,448
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	1,123	2,480
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	3,141	3,105
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	0
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	120	140
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	3,258	3,507
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	1,417	1,209
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	$ 16	$ 7

Loans, Allowance for Loan Los45

Loans, Allowance for Loan Losses and Credit Quality (TDR's and Other Pertinent Information) (Details) - USD ($) $ in Thousands	Mar. 31, 2017	Dec. 31, 2016
Summary of Troubled Debt Restructurings and other pertinent information
TDRS ON ACCRUAL STATUS	$ 25,575	$ 27,093
TDRS ON NONACCRUAL	5,439	5,199
TOTAL TDR'S	31,014	32,292
AMOUNT OF SPECIFIC RESERVES INCLUDED IN THE ALLOWANCE FOR LOAN LOSSES ASSOCIATED WITH TDRS:	1,439	1,417
Additional Commitments To Lend To Borrower For Trouble Debt Restructuring	$ 2,116	$ 1,378

Loans, Allowance for Loan Los46

Loans, Allowance for Loan Losses and Credit Quality (Modifications which occurred during the period & change in recorded investment) (Details) $ in Thousands	3 Months Ended
	Mar. 31, 2017USD ($)contract	Mar. 31, 2016USD ($)contract
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Number of Contracts | contract	12	12
TROUBLED DEBT RESTRUCTURINGS:
Financing Receivable, Modifications, Pre-Modification Recorded Investment	$ 1,297	$ 1,391
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 1,297	$ 1,433
Commercial and Industrial [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Number of Contracts | contract	2	3
TROUBLED DEBT RESTRUCTURINGS:
Financing Receivable, Modifications, Pre-Modification Recorded Investment	$ 80	$ 277
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 80	$ 277
Commercial Real Estate [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Number of Contracts | contract	4	2
TROUBLED DEBT RESTRUCTURINGS:
Financing Receivable, Modifications, Pre-Modification Recorded Investment	$ 934	$ 424
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 934	$ 424
Small Business [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Number of Contracts | contract	4
TROUBLED DEBT RESTRUCTURINGS:
Financing Receivable, Modifications, Pre-Modification Recorded Investment	$ 143
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 143
Residential Real Estate [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Number of Contracts | contract		2
TROUBLED DEBT RESTRUCTURINGS:
Financing Receivable, Modifications, Pre-Modification Recorded Investment		$ 423
Financing Receivable, Modifications, Post-Modification Recorded Investment		$ 465
Consumer - Home Equity [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Number of Contracts | contract	2	1
TROUBLED DEBT RESTRUCTURINGS:
Financing Receivable, Modifications, Pre-Modification Recorded Investment	$ 140	$ 182
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 140	$ 182
Consumer - Other [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Number of Contracts | contract		4
TROUBLED DEBT RESTRUCTURINGS:
Financing Receivable, Modifications, Pre-Modification Recorded Investment		$ 85
Financing Receivable, Modifications, Post-Modification Recorded Investment		$ 85

Loans, Allowance for Loan Los47

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
	Mar. 31, 2017	Mar. 31, 2016
Post modification balance of Troubled Debt Restructuring
EXTENDED MATURITY	$ 1,207	$ 1,195
COMBINATION RATE & MATURITY	0	238
COURT ORDERED CONCESSION	90	0
TOTAL	$ 1,297	$ 1,433

Loans, Allowance for Loan Los48

Loans, Allowance for Loan Losses and Credit Quality (Impaired Loans by Portfolio) (Details) - USD ($) $ in Thousands	Mar. 31, 2017	Dec. 31, 2016	Mar. 31, 2016
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	$ 5,055	$ 5,214	$ 2,507
Related Allowance	5,055	5,214
Impaired Financing Receivable, Recorded Investment, Total	73,667	77,297
Impaired Financing Receivable, Unpaid Principal Balance	77,369	81,071
WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	46,261	49,745
Unpaid Principal Balance	48,735	52,377
Related Allowance	0	0
WITH AN ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	27,406	27,552
Unpaid Principal Balance	28,634	28,694
Commercial and Industrial [Member]
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	3,558	3,661	222
Commercial and Industrial [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	28,319	28,776
Unpaid Principal Balance	29,280	29,772
Related Allowance	0	0
Commercial and Industrial [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	10,119	10,402
Unpaid Principal Balance	10,220	10,440
Commercial Real Estate [Member]
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	173	196	802
Commercial Real Estate [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	9,596	11,628
Unpaid Principal Balance	10,742	12,891
Related Allowance	0	0
Commercial Real Estate [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	5,170	5,185
Unpaid Principal Balance	5,516	5,533
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
Related Allowance		0
Small Business [Member]
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	2	8	3
Small Business [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	300	494
Unpaid Principal Balance	359	569
Related Allowance	0	0
Small Business [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	446	377
Unpaid Principal Balance	462	392
Residential Real Estate [Member]
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	1,066	1,086	1,223
Residential Real Estate [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	3,640	4,216
Unpaid Principal Balance	3,858	4,427
Related Allowance	0	0
Residential Real Estate [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	10,034	9,959
Unpaid Principal Balance	10,626	10,530
Consumer - Home Equity [Member]
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	235	242	231
Consumer - Home Equity [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	4,289	4,485
Unpaid Principal Balance	4,378	4,572
Related Allowance	0	0
Consumer - Home Equity [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	1,396	1,378
Unpaid Principal Balance	1,568	1,547
Consumer - Other [Member]
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	21	21	$ 26
Consumer - Other [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	117	146
Unpaid Principal Balance	118	146
Related Allowance	0	0
Consumer - Other [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	241	251
Unpaid Principal Balance	$ 242	$ 252

Loans, Allowance for Loan Los49

Loans, Allowance for Loan Losses and Credit Quality (Int Inc. Recognized on Impaired Loans by Portfolio) (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2017	Mar. 31, 2016
Interest income recognized on impaired loans
Average Recorded Investment	$ 84,817	$ 49,792
Interest Income Recognized	550	440
WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	57,289	26,945
Interest Income Recognized	391	252
WITH AN ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	27,528	22,847
Interest Income Recognized	159	188
Commercial and Industrial [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	39,193	2,871
Interest Income Recognized	208	17
Commercial and Industrial [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	10,178	2,090
Interest Income Recognized	4	4
Commercial Real Estate [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	9,678	15,093
Interest Income Recognized	91	137
Commercial Real Estate [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	5,189	8,024
Interest Income Recognized	50	69
Small Business [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	304	478
Interest Income Recognized	3	4
Small Business [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	457	484
Interest Income Recognized	5	8
Residential Real Estate [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	3,671	3,639
Interest Income Recognized	43	43
Residential Real Estate [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	10,057	10,528
Interest Income Recognized	85	94
Consumer - Home Equity [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	4,323	4,718
Interest Income Recognized	44	48
Consumer - Home Equity [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	1,402	1,323
Interest Income Recognized	13	10
Consumer - Other [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	120	146
Interest Income Recognized	2	3
Consumer - Other [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	245	398
Interest Income Recognized	$ 2	$ 3

Loans, Allowance for Loan Los50

Loans, Allowance for Loan Losses and Credit Quality (Purchased Credit Impaired Loans - Outstanding/Carrying balances) (Details) - USD ($) $ in Thousands	Mar. 31, 2017	Dec. 31, 2016
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]
Outstanding balance	$ 20,034	$ 20,477
Financing Receivable, Net	4,391,181	4,355,968
Receivables Acquired with Deteriorated Credit Quality [Member]
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]
Financing Receivable, Net	$ 18,011	$ 18,392

Loans, Allowance for Loan Los51

Loans, Allowance for Loan Losses and Credit Quality (Activity in the Accretable Yield for PCI loans) (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2017	Mar. 31, 2016
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	$ 2,370	$ 2,827
Certain Loans Acquired in Transfer Accounted for as Debt Securities, Accretable Yield, Additions	0	0
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield, Accretion	(307)	(409)
Certainloansacquiredinatransfernotaccountedforasdebtsecuritiesaccretableyieldadjustmentchangesinexpectedcashflow	216	297
Certain Loans Acquired in Transfer Accounted for as Debt Securities, Accretable Yield, Reclassifications from Nonaccretable Difference	0	64
Certain Loans Acquired in Transfer Accounted for as Debt Securities, Accretable Yield, End of Period	$ 2,279	$ 2,779

Loans, Allowance for Loan Los52

Loans, Allowance for Loan Losses and Credit Quality (Textual) (Details) - USD ($)	3 Months Ended
	Mar. 31, 2017	Mar. 31, 2016	Dec. 31, 2016
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	$ 0	$ 0
Unamortized Loan Commitment and Origination fees	5,500,000		$ 5,100,000
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	$ 5,439,000		5,199,000
Unamortized Discounts or Premiums	$ 8,300,000		$ 8,600,000

Earnings Per Share (EPS Compone

Earnings Per Share (EPS Components) (Details) - USD ($) $ / shares in Units, $ in Thousands	3 Months Ended
	Mar. 31, 2017	Mar. 31, 2016
Summary of earnings per share
Net income	$ 20,725	$ 18,611
Weighted Average Shares (in shares)
BASIC SHARES	27,029,640	26,275,323
EFFECT OF DILUTIVE SECURITIES	81,283	43,409
DILUTIVE SHARES	27,110,923	26,318,732
NET INCOME PER SHARE (in dollars per share)
BASIC EPS	$ 0.77	$ 0.71
EFFECT OF DILUTIVE SECURITIES	(0.01)	0
DILUTIVE EPS	$ 0.76	$ 0.71

Earnings Per Share Antidilutive

Earnings Per Share Antidilutive Securities excluded from the Computaion of Earnings Per Share (Details) - shares	3 Months Ended
	Mar. 31, 2017	Mar. 31, 2016
Employee Stock Option [Member]
Stock Option [Line Items]
Antidilutive Securities Excluded from Computation of Earnings Per Share, Amount	0	2,252
Performance Shares [Member]
Stock Option [Line Items]
Antidilutive Securities Excluded from Computation of Earnings Per Share, Amount	127	0

Stock Based Compensation (Award

Stock Based Compensation (Awards of Restricted Stock) (Details) - Ratably Over Period [Member] - 2005 Employee Stock Plan - Restricted Stock [Member]	3 Months Ended
	Mar. 31, 2017$ / sharesshares
2/13/2017
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Shares Granted | shares	1,200
Grant Date Fair Value Per Share | $ / shares	$ 62.53
Vesting Period	Ratably over 5 years from grant date
2/16/2017
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Shares Granted | shares	34,150
Grant Date Fair Value Per Share | $ / shares	$ 63.10
Vesting Period	Ratably over 5 years from grant date
3/31/2017
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Shares Granted | shares	500
Grant Date Fair Value Per Share | $ / shares	$ 65.63
Vesting Period	Ratably over 5 years from grant date

Stock Based Compensation Perfor

Stock Based Compensation Performance-based Restricted Stock Textual (Details)	3 Months Ended
	Mar. 31, 2017$ / sharesshares
Employee Stock Option [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	0
Employee Stock Plan [Member] | Performance Shares [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Share-based Compensation Arrangement by Share-based Payment Award, Non-Option Equity Instruments, Granted	14,400
Share-based Compensation Arrangement by Share-based Payment Award, Equity Instruments Other than Options, Grants in Period, Weighted Average Grant Date Fair Value | $ / shares	$ 63.10
Share-based Compensation Arrangement by Share-based Payment Award, Award Vesting Rights, Percentage	94.00%
Share-based Compensation Arrangement by Share-based Payment Award, Equity Instruments Other than Options, Vested in Period	15,289

Repurchase Agreements Repurch57

Repurchase Agreements Repurchase Agreements (Details) - USD ($) $ in Thousands	Mar. 31, 2017	Dec. 31, 2016
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	$ 145,772	$ 176,913
U.S. Government agency securities
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	16,762	20,233
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	56,837	79,079
Collateralized Debt Obligations [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	72,173	77,601
Maturity Overnight [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	145,772	176,913
Maturity Overnight [Member] | U.S. Government agency securities
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	16,762	20,233
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	56,837	79,079
Maturity Overnight [Member] | Collateralized Debt Obligations [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	72,173	77,601
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 Activ58

Derivatives and Hedging Activities (Derivative Positions for Interest Rate Swaps which Qualify as Hedges) (Details) - USD ($)	3 Months Ended		12 Months Ended
	Mar. 31, 2017	Mar. 31, 2016	Dec. 31, 2016
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	$ 75,000,000		$ 75,000,000
Fair Value	836,000		624,000
Amortization Of Deferred Hedge Gains Losses	61,000	$ 61,000	244,000
Change in Fair Value on Loans Held for Sale	(147,000)	$ 54,000	87,000
Positions One [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount			$ 25,000,000
Receive (Variable) Index			3 Month LIBOR
Trade Date			Dec. 9, 2008
Effective Date			Dec. 10, 2008
Maturity Date			Dec. 10, 2018
Current Rate Received			0.95%
Pay Fixed Swap Rate			2.94%
Fair Value			$ (740,000)
Positions Two [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount			$ 25,000,000
Receive (Variable) Index			3 Month LIBOR
Trade Date			Apr. 1, 2016
Effective Date			Jan. 17, 2017
Maturity Date			Dec. 15, 2021
Pay Fixed Swap Rate			1.36%
Fair Value			$ 689,000
Positions Three [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount			$ 25,000,000
Receive (Variable) Index			3 Month LIBOR
Trade Date			Apr. 1, 2016
Effective Date			Jan. 17, 2017
Maturity Date			Dec. 15, 2021
Pay Fixed Swap Rate			1.36%
Fair Value			$ 675,000
Positions Four [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	$ 25,000,000
Receive (Variable) Index	3 Month LIBOR
Trade Date	Dec. 9, 2008
Effective Date	Dec. 10, 2008
Maturity Date	Dec. 10, 2018
Current Rate Received	1.11%
Pay Fixed Swap Rate	2.94%
Fair Value	$ (600,000)
Positions Five [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	$ 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	1.13%
Pay Fixed Swap Rate	1.36%
Fair Value	$ 726,000
Positions Six [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	$ 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	1.13%
Pay Fixed Swap Rate	1.36%
Fair Value	$ 710,000

Derivatives and Hedging Activ59

Derivatives and Hedging Activities (Customer Related Derivative Positions - Not Designated as Hedges) (Details) $ in Thousands	Mar. 31, 2017USD ($)position	Dec. 31, 2016USD ($)position
Summary of customer related derivative positions, not designated as hedging
Total	$ 75,000	$ 75,000
Fair Value	$ 836	$ 624
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	226	222
Less than 1 year	$ 31,782	$ 30,245
Less than 2 years	19,558	21,708
Less than 3 years	106,647	63,771
Less than 4 years	188,536	165,783
Thereafter	519,949	567,897
Total	866,472	849,404
Fair Value	$ 8,608	$ 12,005
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	211	207
Less than 1 year	$ 31,782	$ 30,245
Less than 2 years	19,558	21,708
Less than 3 years	106,647	63,771
Less than 4 years	188,536	165,783
Thereafter	519,949	567,897
Total	866,472	849,404
Fair Value	$ (8,617)	$ (12,008)
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	22	33
Less than 1 year	$ 52,619	$ 45,711
Total	52,619	45,711
Fair Value	$ (1,432)	$ (2,250)
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	22	33
Less than 1 year	$ 52,619	$ 45,711
Total	52,619	45,711
Fair Value	$ 1,452	$ 2,277

Derivatives and Hedging Activ60

Derivatives and Hedging Activities (FV of Derivative Financial Instruments and Classification on Balance Sheet) (Details) - USD ($) $ in Thousands	Mar. 31, 2017	Dec. 31, 2016
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value, Gross Asset	$ 19,872	$ 22,331
Liability Derivatives	164,797	198,596
Other Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	18,683	21,397
Derivative Asset, Fair Value, Gross Asset	20,119	22,761
Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value	18,425	21,176
Liability Derivatives	19,025	21,916
Interest rate swaps [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value, Gross Asset		1,364
Liability Derivatives		740
Interest rate swaps [Member] | Derivatives designated as hedges [Member] | Other Assets [Member]
Derivatives, Fair Value [Line Items]
Interest Rate Derivative Assets, at Fair Value	1,436	1,364
Interest rate swaps [Member] | Derivatives designated as hedges [Member] | Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Interest Rate Derivative Liabilities, at Fair Value	600	740
Loan level swaps [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value, Gross Asset		18,629
Liability Derivatives		18,632
Loan level swaps [Member] | Other Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value, Gross Asset	16,697	18,629
Loan level swaps [Member] | Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Liability Derivatives	16,706	18,632
Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value, Gross Asset		2,338
Liability Derivatives		2,311
Foreign exchange contracts | Other Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value, Gross Asset	1,739	2,338
Foreign exchange contracts | Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Liability Derivatives	1,719	2,311
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	212	430
Derivative Instrument Not Designated as a Hedge, Forward Sales Agreements, Asset at Fair Value	35	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	$ 233

Derivatives and Hedging Activ61

Derivatives and Hedging Activities (Derivative Financial Instruments included in OCI and Current Earnings) (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2017	Mar. 31, 2016
Derivative Instruments, Gain (Loss) [Line Items]
Gain in OCI on derivatives (effective portion), net of tax	$ 34	$ (268)
Derivatives designated as hedges [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain in OCI on derivatives (effective portion), net of tax	89	123
Loss reclassified from OCI into interest expense (effective portion)	(93)	(661)
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	37	170
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	(7)	72
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	(6)	(16)
Total | Not Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Mortgage banking income	$ 50	$ 114

Derivatives and Hedging Activ62

Derivatives and Hedging Activities (Textual) (Details) - USD ($)	3 Months Ended		12 Months Ended
	Mar. 31, 2017	Mar. 31, 2016	Dec. 31, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Maximum Length of Time Hedged in Interest Rate Cash Flow Hedge	5 years
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months	$ 153,000
Gain (Loss) on Sales of Loans, Net	980,000	$ 894,000
Exposure to Institutional Counterparties	5,500,000		$ 4,700,000
Amortization Of Deferred Hedge Gains Losses	61,000	61,000	244,000
Notional amount of fair value hedged derivative	0
Customer related positions	13,400,000		16,100,000
Change in Fair Value on Loans Held for Sale	(147,000)	$ 54,000	87,000
Derivative, Notional Amount	$ 75,000,000		$ 75,000,000

Assets & Liability Derivative P

Assets & Liability Derivative Positions & the Potential Effect of Netting Arrangements - Current Quarter (Details) - USD ($) $ in Thousands	Mar. 31, 2017	Dec. 31, 2016
Offsetting Liabilities [Line Items]
Derivative Asset, Fair Value, Gross Asset	$ 19,872	$ 22,331
Derivative Asset, Collateral, Obligation to Return Cash, Offset	0	0
Derivative Asset	19,872	22,331
Derivative, Collateral, Obligation to Return Securities	4,386	4,222
Derivative, Collateral, Obligation to Return Cash	0	0
Derivative Asset, Fair Value, Amount Offset Against Collateral	15,486	18,109
Derivative Liability, Fair Value, Gross Liability	164,797	198,596
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	0	0
Derivative Liability	164,797	198,596
Derivative, Collateral, Right to Reclaim Securities	4,386	4,222
Derivative, Collateral, Right to Reclaim Cash	154,548	188,759
Derivative Liability, Fair Value, Amount Offset Against Collateral	5,863	5,615
Interest rate swaps
Offsetting Liabilities [Line Items]
Derivative Asset, Fair Value, Gross Asset		1,364
Derivative Asset, Collateral, Obligation to Return Cash, Offset	0	0
Derivative Asset	1,436	1,364
Derivative, Collateral, Obligation to Return Securities	710	961
Derivative, Collateral, Obligation to Return Cash	0	0
Derivative Asset, Fair Value, Amount Offset Against Collateral	726	403
Derivative Liability, Fair Value, Gross Liability		740
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	0	0
Derivative Liability	600	740
Derivative, Collateral, Right to Reclaim Securities	0	0
Derivative, Collateral, Right to Reclaim Cash	600	740
Derivative Liability, Fair Value, Amount Offset Against Collateral	0	0
Loan level swaps
Offsetting Liabilities [Line Items]
Derivative Asset, Fair Value, Gross Asset		18,629
Derivative Asset, Collateral, Obligation to Return Cash, Offset	0	0
Derivative Asset	16,697	18,629
Derivative, Collateral, Obligation to Return Securities	3,676	3,261
Derivative, Collateral, Obligation to Return Cash	0	0
Derivative Asset, Fair Value, Amount Offset Against Collateral	13,021	15,368
Derivative Liability, Fair Value, Gross Liability		18,632
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	0	0
Derivative Liability	16,706	18,632
Derivative, Collateral, Right to Reclaim Securities	4,386	4,222
Derivative, Collateral, Right to Reclaim Cash	8,176	11,106
Derivative Liability, Fair Value, Amount Offset Against Collateral	4,144	3,304
Customer foreign exchange contracts
Offsetting Liabilities [Line Items]
Derivative Asset, Fair Value, Gross Asset		2,338
Derivative Asset, Collateral, Obligation to Return Cash, Offset	0	0
Derivative Asset	1,739	2,338
Derivative, Collateral, Obligation to Return Securities	0	0
Derivative, Collateral, Obligation to Return Cash	0	0
Derivative Asset, Fair Value, Amount Offset Against Collateral	1,739	2,338
Derivative Liability, Fair Value, Gross Liability		2,311
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	0	0
Derivative Liability	1,719	2,311
Derivative, Collateral, Right to Reclaim Securities	0	0
Derivative, Collateral, Right to Reclaim Cash	0	0
Derivative Liability, Fair Value, Amount Offset Against Collateral	1,719	2,311
Customer repurchase agreements and other short-term borrowings(f)
Offsetting Liabilities [Line Items]
Derivative Liability, Fair Value, Gross Liability	145,772	176,913
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	0	0
Derivative Liability	145,772	176,913
Derivative, Collateral, Right to Reclaim Securities	0	0
Derivative, Collateral, Right to Reclaim Cash	145,772	176,913
Derivative Liability, Fair Value, Amount Offset Against Collateral	0	0
Other Liabilities [Member]
Offsetting Liabilities [Line Items]
Derivative Liability, Fair Value, Gross Liability	19,025	21,916
Other Liabilities [Member] | Loan level swaps
Offsetting Liabilities [Line Items]
Derivative Liability, Fair Value, Gross Liability	16,706	18,632
Other Liabilities [Member] | Customer foreign exchange contracts
Offsetting Liabilities [Line Items]
Derivative Liability, Fair Value, Gross Liability	1,719	2,311
Designated as Hedging Instrument [Member] | Other Liabilities [Member] | Interest rate swaps
Offsetting Liabilities [Line Items]
Interest Rate Derivative Liabilities, at Fair Value	$ 600	$ 740

Fair Value Measurements (Detail

Fair Value Measurements (Details) - USD ($)	Mar. 31, 2017	Dec. 31, 2016
ASSETS
Securities - trading	$ 1,289,000	$ 804,000
Securities - available for sale	401,837,000	363,644,000
Loans held for sale (at fair value)	3,398,000	6,139,000
Derivative Asset, Fair Value, Gross Asset	19,872,000	22,331,000
Recurring fair value measurements
LIABILITIES
TOTAL RECURRING FAIR VALUE MEASUREMENTS	407,618,000	371,432,000
Recurring fair value measurements | Trading Securities [Member]
ASSETS
Securities - trading	1,289,000	804,000
Recurring fair value measurements | U.S. Government agency securities
ASSETS
Securities - available for sale	24,269,000	24,244,000
Recurring fair value measurements | Agency mortgage-backed securities
ASSETS
Securities - available for sale	188,334,000	175,384,000
Recurring fair value measurements | Agency collateralized mortgage obligations
ASSETS
Securities - available for sale	124,868,000	99,868,000
Recurring fair value measurements | Municipal Bonds [Member]
ASSETS
Securities - available for sale	3,787,000	3,793,000
Recurring fair value measurements | Single issuer trust preferred securities issued by banks and insurers
ASSETS
Securities - available for sale	2,320,000	2,311,000
Recurring fair value measurements | Pooled trust preferred securities issued by banks and insurers
ASSETS
Securities - available for sale	1,596,000	1,584,000
Recurring fair value measurements | Small Business Administration Pooled Securities [Member]
ASSETS
Securities - available for sale	37,002,000	37,189,000
Recurring fair value measurements | Equity securities
ASSETS
Securities - available for sale	19,661,000	19,271,000
Recurring fair value measurements | Loans held for sale
ASSETS
Loans held for sale (at fair value)	3,398,000	6,139,000
Recurring fair value measurements | Derivative Financial Instruments, Assets [Member]
ASSETS
Derivative Asset, Fair Value, Gross Asset	20,119,000	22,761,000
Recurring fair value measurements | Derivative instruments
LIABILITIES
Liabilities, Fair Value Disclosure, Recurring	19,025,000	21,916,000
Nonrecurring fair value measurements
LIABILITIES
TOTAL NONRECURRING FAIR VALUE MEASUREMENTS	38,651,000	38,147,000
Nonrecurring fair value measurements | Collateral dependent impaired loans
ASSETS
Assets, Fair Value Disclosure, Nonrecurring	35,247,000	33,974,000
Nonrecurring fair value measurements | Other real estate owned and other foreclosed assets
ASSETS
Assets, Fair Value Disclosure, Nonrecurring	3,404,000	4,173,000
Quoted Prices in Active Markets for Identical Assets (Level 1) | Recurring fair value measurements
LIABILITIES
TOTAL RECURRING FAIR VALUE MEASUREMENTS	20,950,000	20,075,000
Quoted Prices in Active Markets for Identical Assets (Level 1) | Recurring fair value measurements | Trading Securities [Member]
ASSETS
Securities - trading	1,289,000	804,000
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	19,661,000	19,271,000
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	385,072,000	349,773,000
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | U.S. Government agency securities
ASSETS
Securities - available for sale	24,269,000	24,244,000
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | Agency mortgage-backed securities
ASSETS
Securities - available for sale	188,334,000	175,384,000
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | Agency collateralized mortgage obligations
ASSETS
Securities - available for sale	124,868,000	99,868,000
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | Municipal Bonds [Member]
ASSETS
Securities - available for sale	3,787,000	3,793,000
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	2,320,000	2,311,000
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | Small Business Administration Pooled Securities [Member]
ASSETS
Securities - available for sale	37,002,000	37,189,000
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | Loans held for sale
ASSETS
Securities - available for sale	3,398,000	6,139,000
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | Derivative Financial Instruments, Assets [Member]
ASSETS
Derivative Asset, Fair Value, Gross Asset	20,119,000	22,761,000
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | Derivative instruments
LIABILITIES
Liabilities, Fair Value Disclosure, Recurring	19,025,000	21,916,000
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	1,596,000	1,584,000
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	1,596,000	1,584,000
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	38,651,000	38,147,000
Significant Unobservable Inputs (Level 3) | Nonrecurring fair value measurements | Collateral dependent impaired loans
ASSETS
Assets, Fair Value Disclosure, Nonrecurring	35,247,000	33,974,000
Significant Unobservable Inputs (Level 3) | Nonrecurring fair value measurements | Other real estate owned and other foreclosed assets
ASSETS
Assets, Fair Value Disclosure, Nonrecurring	$ 3,404,000	$ 4,173,000

Fair Value Measurements (Deta65

Fair Value Measurements (Details 1) - Pooled trust preferred securities - Significant Unobservable Inputs (Level 3) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2017	Mar. 31, 2016
Reconciliation for all assets and liabilities measured at fair value on a recurring basis
Beginning Balance	$ 1,584	$ 1,572
Included in Other Comprehensive Income	11	(71)
Settlements	(1)	(1)
Ending Balance	$ 1,596	$ 1,500

Fair Value Measurements (Deta66

Fair Value Measurements (Details 2) - USD ($) $ in Thousands	3 Months Ended	12 Months Ended
	Mar. 31, 2017	Dec. 31, 2016
Investments in securities that are classified as level 3
Available-for-sale Securities	$ 401,837	$ 363,644
Discounted cash flow methodology [Member] | Significant Unobservable Inputs (Level 3) | Weighted Average [Member]
Investments in securities that are classified as level 3
Cumulative Prepayment	2.50%	2.50%
Cumulative Default	12.80%	12.80%
Loss Given Default	94.30%	94.20%
Cure Given Default	60.90%	60.90%
Pooled trust preferred securities | Significant Unobservable Inputs (Level 3)
Investments in securities that are classified as level 3
Available-for-sale Securities	$ 1,596	$ 1,584
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	62.00%	62.00%
Cumulative Default	100.00%	100.00%
Loss Given Default	100.00%	100.00%
Cure Given Default	75.00%	75.00%
Collateral dependent impaired loans | Significant Unobservable Inputs (Level 3)
Investments in securities that are classified as level 3
Fair Value	$ 35,247	$ 33,974
Other real estate owned and other foreclosed assets | Significant Unobservable Inputs (Level 3)
Investments in securities that are classified as level 3
Fair Value	$ 3,404	$ 4,173

Fair Value Measurements (Deta67

Fair Value Measurements (Details 3) - USD ($) $ in Thousands	Mar. 31, 2017	Dec. 31, 2016
ASSETS
Held-to-maturity Securities	$ 502,123	$ 487,076
Held to Maturity, Fair Value, Total	500,917	485,650
Loans, net of allowance for loan losses(b)	6,002,048	5,938,039
Federal Home Loan Bank Stock	11,497	11,497
Bank Owned Life Insurance	145,560	144,503
LIABILITIES
Federal Home Loan Bank borrowings(f)	50,811	50,819
Customer repurchase agreements	145,772	176,913
Junior Subordinated Debenture Owed to Unconsolidated Subsidiary Trust	73,067	73,107
Subordinated Debt	34,647	34,635
Deposits [Member]
LIABILITIES
Time certificates of deposits(f)	5,854,822	5,763,101
Accrued Liabilities, Fair Value Disclosure	5,854,822	5,763,101
Time certificates of deposits(f)
LIABILITIES
Time certificates of deposits(f)	615,852	649,152
Accrued Liabilities, Fair Value Disclosure	613,566	647,038
Federal Home Loan Bank borrowings(f)
LIABILITIES
Federal Home Loan Bank borrowings(f)	50,811	50,819
Federal Home Loan Bank Borrowings, Fair Value Disclosure	50,831	50,898
Customer repurchase agreements and other short-term borrowings(f)
LIABILITIES
Customer repurchase agreements	145,772	176,913
Accrued Liabilities, Fair Value Disclosure	145,772	176,913
Junior subordinated debentures(g)
LIABILITIES
Junior Subordinated Debenture Owed to Unconsolidated Subsidiary Trust	73,067	73,107
Accrued Liabilities, Fair Value Disclosure	73,611	72,510
Subordinated debentures(f)
LIABILITIES
Subordinated Debt	34,647	34,635
Accrued Liabilities, Fair Value Disclosure	33,034	34,241
Significant Other Observable Inputs (Level 2) | Deposits [Member]
LIABILITIES
Accrued Liabilities, Fair Value Disclosure	5,854,822	5,763,101
Significant Other Observable Inputs (Level 2) | Time certificates of deposits(f)
LIABILITIES
Accrued Liabilities, Fair Value Disclosure	613,566	647,038
Significant Other Observable Inputs (Level 2) | Federal Home Loan Bank borrowings(f)
LIABILITIES
Federal Home Loan Bank Borrowings, Fair Value Disclosure	50,831
Accrued Liabilities, Fair Value Disclosure		50,898
Significant Other Observable Inputs (Level 2) | Junior subordinated debentures(g)
LIABILITIES
Accrued Liabilities, Fair Value Disclosure	73,611	72,510
Significant Unobservable Inputs (Level 3) | Customer repurchase agreements and other short-term borrowings(f)
LIABILITIES
Accrued Liabilities, Fair Value Disclosure	145,772	176,913
Significant Unobservable Inputs (Level 3) | Subordinated debentures(f)
LIABILITIES
Accrued Liabilities, Fair Value Disclosure	33,034	34,241
U.S. Treasury securities
ASSETS
Held-to-maturity Securities	1,007	1,007
Held to Maturity, Fair Value, Total	1,052	1,054
U.S. Treasury securities | Significant Other Observable Inputs (Level 2)
ASSETS
Held to Maturity, Fair Value, Total	1,052	1,054
Agency mortgage-backed securities
ASSETS
Held-to-maturity Securities	184,317	156,088
Held to Maturity, Fair Value, Total	185,576	157,504
Agency mortgage-backed securities | Significant Other Observable Inputs (Level 2)
ASSETS
Held to Maturity, Fair Value, Total	185,576	157,504
Agency collateralized mortgage obligations
ASSETS
Held-to-maturity Securities	284,716	297,445
Held to Maturity, Fair Value, Total	282,124	294,650
Agency collateralized mortgage obligations | Significant Other Observable Inputs (Level 2)
ASSETS
Held to Maturity, Fair Value, Total	282,124	294,650
Single issuer trust preferred securities issued by banks
ASSETS
Held-to-maturity Securities	1,500	1,500
Held to Maturity, Fair Value, Total	1,538	1,544
Single issuer trust preferred securities issued by banks | Significant Other Observable Inputs (Level 2)
ASSETS
Held to Maturity, Fair Value, Total	1,538	1,544
Small Business Administration Pooled Securities [Member]
ASSETS
Held-to-maturity Securities	30,583	31,036
Held to Maturity, Fair Value, Total	30,627	30,898
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	30,627	30,898
Small Business Administration Pooled Securities [Member] | Significant Unobservable Inputs (Level 3)
ASSETS
Held to Maturity, Fair Value, Total	0	0
Loans, net of allowance for loan losses(b)
ASSETS
Loans, net of allowance for loan losses(b)	5,966,801	5,904,065
Loans Receivable, Fair Value Disclosure	5,839,125	5,784,778
Loans, net of allowance for loan losses(b) | Significant Unobservable Inputs (Level 3)
ASSETS
Loans Receivable, Fair Value Disclosure	5,839,125	5,784,778
Investment in Federal Home Loan Bank Stock [Member]
ASSETS
Federal Home Loan Bank Stock	11,497	11,497
Investment in Federal Home Loan Bank Stock, Fair Value Disclosure	11,497	11,497
Investment in Federal Home Loan Bank Stock [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1)
ASSETS
Investment in Federal Home Loan Bank Stock, Fair Value Disclosure	0	0
Investment in Federal Home Loan Bank Stock [Member] | Significant Other Observable Inputs (Level 2)
ASSETS
Investment in Federal Home Loan Bank Stock, Fair Value Disclosure	11,497	11,497
Investment in Federal Home Loan Bank Stock [Member] | Significant Unobservable Inputs (Level 3)
ASSETS
Investment in Federal Home Loan Bank Stock, Fair Value Disclosure	0	0
Cash Surrender Value [Member]
ASSETS
Cash Surrender Value, Fair Value Disclosure	145,560	144,503
Bank Owned Life Insurance	145,560	144,503
Cash Surrender Value [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1)
ASSETS
Cash Surrender Value, Fair Value Disclosure	0	0
Cash Surrender Value [Member] | Significant Other Observable Inputs (Level 2)
ASSETS
Cash Surrender Value, Fair Value Disclosure	145,560	144,503
Cash Surrender Value [Member] | Significant Unobservable Inputs (Level 3)
ASSETS
Cash Surrender Value, Fair Value Disclosure	$ 0	$ 0

Comprehensive Income_Loss (Comp

Comprehensive Income/Loss (Comprehensive Income/(Loss) Presented Net of Taxes) (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2017	Mar. 31, 2016	Dec. 31, 2016	Dec. 31, 2009
Equity [Abstract]
Deferred Gain Loss On Cash Flow Hedge	$ 245		$ 281	$ 1,400
COMPREHENSIVE INCOME
Change in fair value of securities available for sale, pre tax amount	896	$ 6,708
Change in fair value of securities available for sale, tax (expense) benefit	(364)	(2,610)
Change in fair value of securities available for sale, after tax amount	532	4,098
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI for Sale and Write-down of Securities, before Tax	1	29
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI for Sale and Write-down of Securities, Tax	0	12
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI for Sale and Write-down of Securities, Net of Tax	1	17
Change in fair value of securities available for sale, pre tax amount	895	6,679
Change in fair value of securities available for sale, tax (expense) benefit	(364)	(2,598)
Change in fair value of securities available for sale, after tax amount	531	4,081
Change in fair value of cash flow hedges, pre tax amount	58	(456)
Change in fair value of cash flow hedges, tax (expense) benefit	(24)	188
Change in fair value of cash flow hedges, after tax amount	34	(268)
Less: net cash flow hedge losses reclassified into interest on borrowings expense, pre tax amount	93	661
Less: net cash flow hedge losses reclassified into earnings, tax (expense) benefit	38	270
Less: net cash flow hedge losses reclassified into interest on borrowings expense, after tax	(55)	(391)
Net change in fair value of cash flow hedges, pre tax amount	151	205
Net change in fair value of cash flow hedges, tax (expense) benefit	(62)	(82)
Net change in fair value of cash flow hedges	89	123
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Net Unamortized Gain (Loss) Arising During Period, before Tax	(7)	(28)
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Net Unamortized Gain (Loss) Arising During Period, Tax	3	11
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Net Unamortized Gain (Loss) Arising During Period, Net of Tax	(4)	(17)
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, for Net Gain (Loss), before Tax	70	61
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, for Net Gain (Loss), Tax	(29)	(25)
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, for Net Gain (Loss), Net of Tax	41	36
Amortization of certain costs included in net periodic retirement costs, pre tax amount	69	69
Amortization of certain costs included in net periodic retirement costs, tax (expense) benefit	(28)	(28)
Other Comprehensive (Income) Loss, Amortization Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, for Net Prior Service Cost (Credit), Net of Tax	41	41
Other Comprehensive (Income) Loss, Pension and Other Postretirement Benefit Plans, Adjustment, before Tax	132	102
Other Comprehensive (Income) Loss, Pension and Other Postretirement Benefit Plans, Tax	(54)	(42)
Other Comprehensive (Income) Loss, Pension and Other Postretirement Benefit Plans, Adjustment, Net of Tax	78	60
Total other comprehensive income, pre tax amount	1,178	6,986
Total other comprehensive income, tax (expense) benefit	(480)	(2,722)
Total other comprehensive income, after tax amount	$ 698	$ 4,264

Comprehensive Income_Loss (Co69

Comprehensive Income/Loss (Comprised of the following Components) (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2017	Mar. 31, 2016
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning Balance	$ (1,337)	$ (2,452)
Net change in other comprehensive income (loss)	698	4,264
Ending Balance	(639)	1,812
Unrealized Gain on Securities
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning Balance	173	1,306
Net change in other comprehensive income (loss)	531	4,081
Ending Balance	704	5,387
Unrealized Gain (Loss) on Cash Flow Hedge
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning Balance	361	(1,955)
Net change in other comprehensive income (loss)	125	161
Ending Balance	486	(1,794)
Deferred Gain on Hedge Transactions
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning Balance	281	427
Net change in other comprehensive income (loss)	(36)	(38)
Ending Balance	245	389
Defined Benefit Postretirement Plans
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning Balance	(2,152)	(2,230)
Net change in other comprehensive income (loss)	78	60
Ending Balance	$ (2,074)	$ (2,170)

Comprehensive Income_Loss (Deta

Comprehensive Income/Loss (Details Textual) (Details) - USD ($) $ in Thousands	Mar. 31, 2017	Dec. 31, 2016	Dec. 31, 2009
Equity [Abstract]
Gain on interest rate swaps	$ 245	$ 281	$ 1,400

Commitments and contingencies F

Commitments and contingencies Financial Instruments with Off-Balance Sheet Risk (Details) - USD ($) $ in Thousands	Mar. 31, 2017	Dec. 31, 2016
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	$ 2,283,475	$ 2,227,955
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	17,359	18,190
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	$ 114	$ 108

Commitments and contingencies T

Commitments and contingencies Textual (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2017	Mar. 31, 2016	Dec. 31, 2016
Other Commitments [Line Items]
Operating Leases, Rent Expense	$ 2	$ 2.2
Cash Reserve Deposit Required and Made	$ 27.7		$ 31.8
Minimum [Member]
Other Commitments [Line Items]
Operating Leases, Lease Renewal Period Option	4 months
Maximum [Member]
Other Commitments [Line Items]
Operating Leases, Lease Renewal Period Option	10 years

Investments is Low Income Hou73

Investments is Low Income Housing Tax Credits Investments in Qualified Affordable Housing Projects (Details) - USD ($) $ in Thousands	3 Months Ended	12 Months Ended
	Mar. 31, 2017	Dec. 31, 2016
Investments in Affordable Housing Projects [Abstract]
Original investment value	$ 47,439	$ 47,379
Amortization Method Qualified Affordable Housing Project Investments	38,685	39,606
Capital commitment relating to low income housing project investments	8,784	12,161
Tax credits and benefits	5,745	5,366
Amortization of investments	4,008	3,725
Net income tax benefit	$ 1,737	$ 1,641