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DERIVATIVES (Narrative) (Details) (USD $)
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12 Months Ended | 0 Months Ended |
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Dec. 31, 2014
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Dec. 30, 2014
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| Derivatives, Fair Value [Line Items] | ||
| Deposits with other financial institutions serves as collateral | 5,700,000ubsh_DepositsWithOtherFinancialInstitutionsServesAsCollateralForCashFlowHedge | |
| Interest Rate Lock Commitments [Member] | ||
| Derivatives, Fair Value [Line Items] | ||
| Notional amount |
49,600,000invest_DerivativeNotionalAmount / us-gaap_FinancialInstrumentAxis = us-gaap_InterestRateLockCommitmentsMember |
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| Asset |
513,000us-gaap_DerivativeAssets / us-gaap_FinancialInstrumentAxis = us-gaap_InterestRateLockCommitmentsMember |
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| Minimum [Member] | ||
| Derivatives, Fair Value [Line Items] | ||
| Interest rate lock commitments period | 30 days | |
| Maximum [Member] | ||
| Derivatives, Fair Value [Line Items] | ||
| Interest rate lock commitments period | 120 days | |
| Cash Flow Hedging [Member] | ||
| Derivatives, Fair Value [Line Items] | ||
| Number of interest rate swaps |
11us-gaap_NumberOfInterestRateDerivativesHeld / us-gaap_DerivativeByNatureAxis = us-gaap_CashFlowHedgingMember |
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| Notional amount |
263,000,000invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = us-gaap_CashFlowHedgingMember |
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| Unrealized loss of fair value of the cash flow hedges |
7,900,000us-gaap_UnrealizedGainLossOnDerivatives / us-gaap_DerivativeByNatureAxis = us-gaap_CashFlowHedgingMember |
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| Fair Value Hedging [Member] | ||
| Derivatives, Fair Value [Line Items] | ||
| Notional amount |
38,300,000invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = us-gaap_FairValueHedgingMember |
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| Fixed Rate |
3.42%us-gaap_DerivativeFixedInterestRate / us-gaap_DerivativeByNatureAxis = us-gaap_FairValueHedgingMember |
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| Interest rate spread calculated on the variable rate |
1.93%us-gaap_DerivativeHigherRangeOfBasisSpreadOnVariableRate / us-gaap_DerivativeByNatureAxis = us-gaap_FairValueHedgingMember |
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| Derivative term | 15 years | |
| Impact of fair value hedges on the balance sheet |
0us-gaap_ChangeInUnrealizedGainLossOnHedgedItemInFairValueHedge1 / us-gaap_DerivativeByNatureAxis = us-gaap_FairValueHedgingMember |
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| Interest Rate Swap [Member] | ||
| Derivatives, Fair Value [Line Items] | ||
| Market value of securities pledged as collateral for derivative instruments |
3,400,000ubsh_MarketValueOfSecuritiesPledgedAsCollateralForDerivativeInstruments / us-gaap_DerivativeByNatureAxis = us-gaap_InterestRateSwapMember |
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| FHLB Advance Swaps [Member] | ||
| Derivatives, Fair Value [Line Items] | ||
| Number of interest rate swaps |
4us-gaap_NumberOfInterestRateDerivativesHeld / us-gaap_DerivativeByNatureAxis = ubsh_FhlbAdvanceSwapsMember |
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| Notional amount |
140,000,000invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = ubsh_FhlbAdvanceSwapsMember |
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| FHLB Advance Swaps [Member] | Minimum [Member] | ||
| Derivatives, Fair Value [Line Items] | ||
| Fixed Rate |
3.16%us-gaap_DerivativeFixedInterestRate / us-gaap_DerivativeByNatureAxis = ubsh_FhlbAdvanceSwapsMember / us-gaap_RangeAxis = us-gaap_MinimumMember |
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| Derivative term | 5 years | |
| Interest rate swaps agreement, effective date | Feb. 23, 2017 | |
| FHLB Advance Swaps [Member] | Maximum [Member] | ||
| Derivatives, Fair Value [Line Items] | ||
| Fixed Rate |
3.46%us-gaap_DerivativeFixedInterestRate / us-gaap_DerivativeByNatureAxis = ubsh_FhlbAdvanceSwapsMember / us-gaap_RangeAxis = us-gaap_MaximumMember |
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| Derivative term | 6 years | |
| Interest rate swaps agreement, effective date | Feb. 23, 2018 | |
| Trust Swaps [Member] | ||
| Derivatives, Fair Value [Line Items] | ||
| Number of interest rate swaps |
3us-gaap_NumberOfInterestRateDerivativesHeld / us-gaap_DerivativeByNatureAxis = ubsh_TrustSwapsMember |
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| Notional amount |
68,000,000invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = ubsh_TrustSwapsMember |
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| Average Fixed Rate |
2.77%us-gaap_DerivativeAverageFixedInterestRate / us-gaap_DerivativeByNatureAxis = ubsh_TrustSwapsMember |
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| Deposits with other financial institutions serves as collateral |
5,700,000ubsh_DepositsWithOtherFinancialInstitutionsServesAsCollateralForCashFlowHedge / us-gaap_DerivativeByNatureAxis = ubsh_TrustSwapsMember |
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| Trust Swaps [Member] | Minimum [Member] | ||
| Derivatives, Fair Value [Line Items] | ||
| Derivative term | 3 years | |
| Trust Swaps [Member] | Maximum [Member] | ||
| Derivatives, Fair Value [Line Items] | ||
| Derivative term | 6 years | |
| Prime Loan Swaps [Member] | ||
| Derivatives, Fair Value [Line Items] | ||
| Number of interest rate swaps |
4us-gaap_NumberOfInterestRateDerivativesHeld / us-gaap_DerivativeByNatureAxis = ubsh_PrimeLoanSwapsMember |
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| Notional amount |
55,000,000invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = ubsh_PrimeLoanSwapsMember |
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| Interest rate spread calculated on the variable rate |
0.49%us-gaap_DerivativeHigherRangeOfBasisSpreadOnVariableRate / us-gaap_DerivativeByNatureAxis = ubsh_PrimeLoanSwapsMember |
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| Interest rate swaps with floor rates |
1ubsh_InterestRateSwapsWithFloorRates / us-gaap_DerivativeByNatureAxis = ubsh_PrimeLoanSwapsMember |
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| Derivative term | 6 years | |
| Interest rate swaps agreement, effective date | Sep. 17, 2013 | |
| Prime Loan Swaps [Member] | Minimum [Member] | ||
| Derivatives, Fair Value [Line Items] | ||
| Fixed Rate |
4.71%us-gaap_DerivativeFixedInterestRate / us-gaap_DerivativeByNatureAxis = ubsh_PrimeLoanSwapsMember / us-gaap_RangeAxis = us-gaap_MinimumMember |
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| Floor interest rate |
4.00%us-gaap_DerivativeFloorInterestRate / us-gaap_DerivativeByNatureAxis = ubsh_PrimeLoanSwapsMember / us-gaap_RangeAxis = us-gaap_MinimumMember |
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| Prime Loan Swaps [Member] | Maximum [Member] | ||
| Derivatives, Fair Value [Line Items] | ||
| Fixed Rate |
5.20%us-gaap_DerivativeFixedInterestRate / us-gaap_DerivativeByNatureAxis = ubsh_PrimeLoanSwapsMember / us-gaap_RangeAxis = us-gaap_MaximumMember |
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| Prime Loan Swaps and FHLB Advance Swaps [Member] | ||
| Derivatives, Fair Value [Line Items] | ||
| Market value of securities pledged as collateral for derivative instruments |
4,800,000ubsh_MarketValueOfSecuritiesPledgedAsCollateralForDerivativeInstruments / us-gaap_DerivativeByNatureAxis = ubsh_PrimeLoanSwapsAndFhlbAdvanceSwapsMember |
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- Definition
Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
Deposits with other financial institutions serves as collateral for cash flow hedge. No definition available.
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- Definition
Interest rate lock commitments period. No definition available.
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- Definition
Interest rate swaps agreement effective date. No definition available.
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- Definition
Interest rate swaps with floor rates. No definition available.
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- Definition
Market Value Of Securities Pledged As Collateral For Derivative Instruments No definition available.
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- Definition
Amount of the increase (decrease) in fair value of the hedged item in a fair value hedge recognized in the income statement. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
Fair value, after the effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and not elected to be offset. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
Average fixed interest rate related to the group of interest rate derivatives. No definition available.
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- Definition
Fixed interest rate related to the interest rate derivative. No definition available.
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- Definition
Floor rate on an interest rate derivative such as an interest rate floor or collar. If market rates falls below the floor rate, a payment or receipt is triggered on the contract. No definition available.
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- Definition
High end of the range of percentage points added to the reference rate to compute the variable rate on the group of interest rate derivatives. No definition available.
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- Definition
Maximum length of time over which the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
Number of interest rate derivative instruments held by the entity at the reporting date. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
The net change in the difference between the fair value and the carrying value, or in the comparative fair values, of derivative instruments, including options, swaps, futures, and forward contracts, held at each balance sheet date, that was included in earnings for the period. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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