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Derivative Financial Instruments (Tables)
 9 Months Ended
Sep. 30, 2022
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule Of Fair Value Of Derivative Financial Instruments
The table below presents the fair value of the Company’s derivative financial instruments as of September 30, 2022, December 31, 2021 and September 30, 2021:
Derivative AssetsDerivative Liabilities
(In thousands)September 30,
2022		December 31,
2021		September 30,
2021		September 30,
2022		December 31,
2021		September 30,
2021
Derivatives designated as hedging instruments under ASC 815:
Interest rate derivatives designated as Cash Flow Hedges$725 $47,309 $37,529 $71,427 $10,401 $18,054 
Interest rate derivatives designated as Fair Value Hedges17,543 1,474 839 — 5,841 8,427 
Total derivatives designated as hedging instruments under ASC 815$18,268 $48,783 $38,368 $71,427 $16,242 $26,481 
Derivatives not designated as hedging instruments under ASC 815:
Interest rate derivatives$281,030 $103,710 $130,947 $281,999 $103,665 $131,097 
Interest rate lock commitments141 10,560 16,795 273 885 753 
Forward commitments to sell mortgage loans10,896 1,625 5,260 326 1,878 2,740 
Foreign exchange contracts3,145 330 242 3,145 330 243 
Total derivatives not designated as hedging instruments under ASC 815$295,212 $116,225 $153,244 $285,743 $106,758 $134,833 
Total Derivatives$313,480 $165,008 $191,612 $357,170 $123,000 $161,314 
Schedule Of Cash Flow Hedging Instruments
The table below provides details on these cash flow hedges, summarized by derivative type and maturity, as of September 30, 2022:
September 30, 2022
NotionalFair Value
(In thousands)AmountAsset (Liability)
Interest Rate Collars:
3-month LIBOR; sell 2.881% floor, buy 3.050% cap; matures September 2023
$64,286 $725 
1-month CME term SOFR; buy 2.250% floor, sell 3.743% cap; matures September 2025
1,250,000 (23,381)
1-month CME term SOFR; buy 2.750% floor, sell 4.320% cap; matures October 2026
500,000 (4,536)
1-month CME term SOFR; buy 2.000% floor, sell 3.450% cap; matures September 2027
1,250,000 (43,510)
Total Cash Flow Hedges$3,064,286 $(70,702)
Rollforward Of Amounts In Accumulated Other Comprehensive Income Related To Interest Rate Swaps Designated As Cash Flow Hedges
A rollforward of the amounts in accumulated other comprehensive income or loss related to interest rate derivatives designated as cash flow hedges, including such derivative contracts terminated during the period, follows:
Three Months EndedNine Months Ended
(In thousands)September 30,
2022		September 30,
2021		September 30,
2022		September 30,
2021
Unrealized gain (loss) at beginning of period$78,764 $10,471 $36,908 $(31,533)
Amount reclassified from accumulated other comprehensive income or loss to interest expense on deposits, other borrowings and junior subordinated debentures(5,451)6,780 914 20,342 
Amount of (loss) income recognized in other comprehensive income(70,990)2,224 (35,499)30,666 
Unrealized gain at end of period$2,323 $19,475 $2,323 $19,475 
Schedule of Carrying Amount of Hedged Assets/(Liabilities)
The following table presents the carrying amount of the hedged assets/(liabilities) and the cumulative amount of fair value hedging adjustment included in the carrying amount of the hedged assets/(liabilities) that are designated as a fair value hedge accounting relationship as of September 30, 2022:

September 30, 2022
(In thousands)

Derivatives in Fair Value
Hedging Relationships
Location in the Statement of ConditionCarrying Amount of the Hedged Assets/(Liabilities)Cumulative Amount of Fair Value Hedging Adjustment Included in the Carrying Amount of the Hedged Assets/(Liabilities) Cumulative Amount of Fair Value Hedging Adjustment Remaining for any Hedged Assets/(Liabilities) for which Hedge Accounting has been Discontinued
Interest rate swapsLoans, net of unearned income$187,357 $(17,481)$(113)
Available-for-sale debt securities931 (23)— 

The following table presents the loss or gain recognized related to derivative instruments that are designated as fair value hedges for the respective period:
(In thousands)

Derivatives in Fair Value Hedging Relationships
Location of (Loss)/Gain Recognized
in Income on Derivative		Three Months EndedNine Months Ended
September 30, 2022September 30, 2022
Interest rate swapsInterest and fees on loans$— $23 
Interest income - investment securities— — 
Summary Amounts Included In Consolidated Statement Of Income Related To Derivatives
Amounts included in the Consolidated Statements of Income related to derivative instruments not designated in hedge relationships were as follows:
(In thousands)Three Months EndedNine Months Ended
DerivativeLocation in income statementSeptember 30,
2022		September 30,
2021		September 30,
2022		September 30,
2021
Interest rate swaps and capsTrading (losses) gains, net$(54)$55 $4,131 $(56)
Mortgage banking derivativesMortgage banking revenue(11,236)(4,201)(26,155)(32,160)
Foreign exchange contractsTrading (losses) gains, net— (1)— (9)
Covered call optionsFees from covered call options1,366 1,157 6,177 2,545 
Derivative contract held as economic hedge on MSRsMortgage banking revenue(2,318)— (2,318)— 
Offsetting Assets The table below summarizes the Company’s interest rate derivatives and offsetting positions as of the dates shown.
Derivative AssetsDerivative Liabilities
Fair ValueFair Value
(In thousands)September 30,
2022		December 31,
2021		September 30,
2021		September 30,
2022		December 31,
2021		September 30,
2021
Gross Amounts Recognized$299,298 $152,493 $169,315 $353,426 $119,907 $157,578 
Less: Amounts offset in the Statements of Condition— — — — — — 
Net amount presented in the Statements of Condition$299,298 $152,493 $169,315 $353,426 $119,907 $157,578 
Gross amounts not offset in the Statements of Condition
Offsetting Derivative Positions(74,101)(52,832)(42,645)(74,101)(52,832)(42,645)
Collateral Posted(204,260)(3,530)— — (55,201)(110,440)
Net Credit Exposure$20,937 $96,131 $126,670 $279,325 $11,874 $4,493 
Offsetting Liabilities The table below summarizes the Company’s interest rate derivatives and offsetting positions as of the dates shown.
Derivative AssetsDerivative Liabilities
Fair ValueFair Value
(In thousands)September 30,
2022		December 31,
2021		September 30,
2021		September 30,
2022		December 31,
2021		September 30,
2021
Gross Amounts Recognized$299,298 $152,493 $169,315 $353,426 $119,907 $157,578 
Less: Amounts offset in the Statements of Condition— — — — — — 
Net amount presented in the Statements of Condition$299,298 $152,493 $169,315 $353,426 $119,907 $157,578 
Gross amounts not offset in the Statements of Condition
Offsetting Derivative Positions(74,101)(52,832)(42,645)(74,101)(52,832)(42,645)
Collateral Posted(204,260)(3,530)— — (55,201)(110,440)
Net Credit Exposure$20,937 $96,131 $126,670 $279,325 $11,874 $4,493