Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVES (Narrative) (Details)

v2.4.0.8
DERIVATIVES (Narrative) (Details) (USD $)
 9 Months Ended 12 Months Ended 3 Months Ended 9 Months Ended
Sep. 30, 2013
Sep. 30, 2013
Cash Flow Hedging [Member]
Dec. 31, 2010
Cash Flow Hedging [Member]
Dec. 31, 2012
Cash Flow Hedging [Member]
Dec. 31, 2011
Cash Flow Hedging [Member]
Sep. 30, 2013
Interest Rate Swap [Member]
item
loan
Sep. 30, 2013
Interest Rate Swap [Member]
item
loan
Sep. 30, 2013
Interest Rate Swap [Member]
Minimum [Member]
Sep. 30, 2013
Interest Rate Swap [Member]
Maximum [Member]
Fixed rate of interest for payment to counterparty on the trust swap   3.51% 3.51% 3.51% 3.51%        
Interest rate spread calculated on the Wall Street Journal Prime Index           1.00% 1.00%    
Notional Amount   $ 36,000,000 $ 36,000,000 $ 36,000,000 $ 36,000,000 $ 100,000,000 $ 100,000,000    
Number of loan swaps with floor rates           4 4    
Cash flow hedge term   6 years 6 years 6 years 6 years 6 years 5 years 11 months 19 days    
Unrealized loss of fair value of the cash flow hedges 2,700,000                
Prime loan swaps           8 8    
Receive Rate           5.17% [1] 5.17% [1] 4.71% 6.09%
Pay Rate           3.89% [1] 3.89% [1] 4.00% 5.00%
Market Value Of Securities Pledged As Collateral For Derivative Instruments           5,800,000 5,800,000    
Deposits with other financial institutions serves as collateral $ 3,400,000 $ 3,400,000              
[1] This receive rate is a weighted average rate for the 8 loan swaps that have a receive rate range from 4.71% to 6.09%. The pay rate is a weighted average rate taking into consideration the floor rates discussed above.