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Derivatives (Details) (USD $)
In Thousands, unless otherwise specified |
3 Months Ended | 12 Months Ended |
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Mar. 31, 2013
position
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Dec. 31, 2012
position
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| Summary of the derivative designated as a cash flow hedge | ||
| Notional Amount | $ 36,000 | |
| Life (Years) | 6 years | |
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Pay fixed - receive floating interest rate swaps [Member]
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| Summary of the derivative designated as a cash flow hedge | ||
| Positions | 1 | 1 |
| Notional Amount | 36,000 | 36,000 |
| Asset | ||
| Liability | $ 4,203 | $ 4,489 |
| Receive Rate | 0.28% | 0.31% |
| Pay Rate | 3.51% | 3.51% |
| Life (Years) | 4 years 2 months 16 days | 4 years 5 months 16 days |
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- Definition
Fair values as of the balance sheet date of all assets resulting from contracts that meet the criteria of being accounted for as derivative instruments, net of the effects of master netting arrangements. 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
Fair values as of the balance sheet date of all liabilities resulting from contracts that meet the criteria of being accounted for as derivative instruments, net of the effects of master netting arrangements. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
The number of derivative instruments of a particular group held by the entity. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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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
Aggregate notional amount of all interest rate derivatives designated as hedging instruments in cash flow hedges. Notional amount refers to the monetary amount specified in the interest rate derivative contract. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Details
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