| **Derivative Financial Instruments** | 6 Months Ended                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      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| Derivative Financial Instruments     | NOTE 5.  Derivative Financial InstrumentsCash FlowHedges of Interest Rate RiskTheCorporation’s objectives in using interest rate derivativesare to add stability to interest expense and to manage its exposureto interest rate movements. To accomplish this objective, theCorporation primarily uses interest rate swaps and interest ratecaps as part of its interest rate risk managementstrategy.  Interest rate swaps designated as cash flowhedges involve the payment of fixed amounts to a counterparty inexchange for the Corporation receiving variable payments over thelife of the agreements without exchange of the underlying notionalamount. Interest rate caps designated as cash flow hedgesinvolve the receipt of variable amounts from a counterparty ifinterest rates rise above the strike rate on the contract inexchange for an up-front premium.  As of June 30, 2011,the Corporation had one interest rate swap with a notional amountof $13 million and one interest rate cap with a notional amount of$13 million that were designated as cash flow hedges.Theeffective portion of changes in the fair value of derivativesdesignated and that qualify as cash flow hedges is recorded inaccumulated other comprehensive income and is subsequentlyreclassified into earnings in the period that the hedged forecastedtransaction affects earnings. During 2011, such derivatives wereused to hedge the forecasted LIBOR-based outflows associated withexisting trust preferred securities when the outflows convert froma fixed rate to variable rate in September 2012.  Theineffective portion of the change in fair value of the derivativesis recognized directly in earnings. During the six months endedJune 30, 2011, the Corporation did not recognize anyineffectiveness.Amountsreported in accumulated other comprehensive income related toderivatives will be reclassified to interest expense as interestpayments are made on the Corporation’s variable-rateliabilities.  During the next twelve months, theCorporation does not expect to reclassify any amounts fromaccumulated other comprehensive income to interestexpense. Non-designatedHedgesTheCorporation does not use derivatives for trading or speculativepurposes.  Derivatives not designated as hedges are notspeculative and result from a service the Corporation provides tocertain customers. The Corporation executes interest rate swapswith commercial banking customers to facilitate their respectiverisk management strategies.  Those interest rate swapsare simultaneously hedged by offsetting interest rate swaps thatthe Corporation executes with a third party, such that theCorporation minimizes its net risk exposure resulting from suchtransactions.  As the interest rate swaps associated withthis program do not meet the strict hedge accounting requirements,changes in the fair value of both the customer swaps and theoffsetting swaps are recognized directly in earnings.  Asof June 30, 2011, the notional amount of customer-facing swaps wasapproximately $80,058,000.  This amount is offset withthird party counterparties, as described above.Fair Valuesof Derivative Instruments on the Balance SheetThe tablebelow presents the fair value of the Corporation’s derivativefinancial instruments as well as their classification on theBalance Sheet as of June 30, 2011 and December 31,2010. Asset Derivatives Liability Derivatives  June 30, 2011 December 31, 2010 June 30, 2011 December 31, 2010  Balance Sheet Location Fair Value Balance Sheet Location Fair Value Balance Sheet Location Fair Value Balance Sheet Location Fair Value Derivativesdesignated as hedging instruments:                Interestrate contractsOtherAssets $954 OtherAssets $1,393 OtherLiabilities $47 OtherLiabilities $                       Derivativesnot designated as hedging instruments:                    Interestrate contractsOtherAssets $3,783 OtherAssets $3,718 OtherLiabilities $3,939 OtherLiabilities $3,876 Effect ofDerivative Instruments on the Income StatementThe tablesbelow present the effect of the Corporation’s derivativefinancial instruments on the Income Statement for the three and sixmonths ended June 30, 2011 and June 30, 2010.Derivatives Not Designated as Hedging Instruments under ASC815-10Location of Gain (Loss) Recognized Income onDerivative Amount of Gain (Loss) Recognized Income on Derivative  Amount of Gain (Loss) Recognized Income on Derivative    Three Months EndedJune 30, 2011  Six Months EndedJune 30, 2011 Interestrate contractsOtherincome $(21) $2           Derivatives Not Designated as Hedging Instruments under ASC815-10Location of Gain (Loss) Recognized Income onDerivative Amount of Gain (Loss) Recognized Income on Derivative  Amount of Gain (Loss) Recognized Income on Derivative    Three MonthsEndedJune 30,2010  Six MonthsEndedJune 30,2010 Interestrate contractsOtherincome $(207) $(213)TheCorporation’s exposure to credit risk occurs because ofnonperformance by its counterparties.  The counterpartiesapproved by the Corporation are usually financial institutions,which are well capitalized and have credit ratings throughMoody’s and/or Standard & Poor’s, at or aboveinvestment grade.  The Corporation’s control ofsuch risk is through quarterly financial reviews, comparingmark-to-mark values with policy limitations, credit ratings andcollateral pledging.Credit-risk-relatedContingent FeaturesTheCorporation has agreements with certain of its derivativecounterparties that contain a provision where if the Corporationfails to maintain its status as a well or adequate capitalizedinstitution, then the Corporation could be required to terminate orfully collateralize all outstanding derivativecontracts.TheCorporation has agreements with certain of its derivativecounterparties that contain a provision where if the Corporationdefaults on any of its indebtedness, including default whererepayment of the indebtedness has not been accelerated by thelender, the Corporation could also be declared in default on itsderivative obligations.As of June30, 2011, the termination value of derivatives in a net liabilityposition related to these agreements was $4,196,000. As of June 30,2011, the Corporation has minimum collateral posting thresholdswith certain of its derivative counterparties and has postedcollateral of $4,120,000. If the Corporation had breached any ofthese provisions at June 30, 2011, it could have been required tosettle its obligations under the agreements at their terminationvalue. |

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| - Definition
The entire disclosure for the entity's entire derivative instruments and hedging activities.  Describes an entity's risk management strategies, derivatives in hedging activities and non-hedging derivative instruments, the assets, obligations, liabilities, revenues and expenses arising therefrom, and the amounts of and methodologies and assumptions used in determining the amounts of such items.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 44 -LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009.  This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1B -URI http://asc.fasb.org/extlink&oid=6935481&loc=SL5580258-113959Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08.(n)) -URI http://asc.fasb.org/extlink&oid=6881521&loc=d3e23780-122690Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4A -URI http://asc.fasb.org/extlink&oid=6935481&loc=SL5618551-113959Reference 5: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -URI http://asc.fasb.org/extlink&oid=6935481&loc=SL5624163-113959Reference 6: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4J -URI http://asc.fasb.org/extlink&oid=6935481&loc=SL5708773-113959Reference 7: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4 -URI http://asc.fasb.org/extlink&oid=6935481&loc=d3e41638-113959Reference 8: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -URI http://asc.fasb.org/extlink&oid=6935481&loc=SL5624171-113959Reference 9: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 2 -URI http://asc.fasb.org/extlink&oid=6935481&loc=d3e41620-113959Reference 10: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 5 -URI http://asc.fasb.org/extlink&oid=6935481&loc=d3e41641-113959Reference 11: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 30 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=6887037&loc=d3e80748-113994Reference 12: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 30 -Section 45 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=6441202&loc=d3e80720-113993Reference 13: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 30 -Section 50 -Paragraph 2 -URI http://asc.fasb.org/extlink&oid=6887037&loc=d3e80784-113994Reference 14: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=6935481&loc=SL5579240-113959Reference 15: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 3 -URI http://asc.fasb.org/extlink&oid=6935481&loc=d3e41635-113959Reference 16: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4E -URI http://asc.fasb.org/extlink&oid=6935481&loc=SL5624181-113959Reference 17: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4H -URI http://asc.fasb.org/extlink&oid=6935481&loc=SL5624258-113959Reference 18: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1A -URI http://asc.fasb.org/extlink&oid=6935481&loc=SL5579245-113959Reference 19: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 25 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=6886632&loc=d3e76258-113986Reference 20: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 45 -LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009.  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