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Derivatives, Hedging Activities and Other Financial Instruments (Tables)
3 Months Ended
Mar. 31, 2017
Derivative Instruments And Hedging Activities Disclosure [Abstract]  
Summary of Interest Rate Swaps Designated as Fair Value Hedges

Summary of Interest Rate Swaps Designated As Fair Value Hedges

 

 

 

March 31, 2017

 

 

December 31, 2016

 

Balance Sheet Location

 

Notional

 

 

Fair

Value

 

 

Notional

 

 

Fair

Value

 

Other liabilities

 

$

1,414

 

 

$

(146

)

 

$

1,468

 

 

$

(165

)

 

Summary of Interest Rate Swaps Components

Summary of Interest Rate Swap Components

 

 

 

March 31,

2017

 

 

December 31,

2016

 

Weighted average pay rate

 

 

7.22

%

 

 

7.22

%

Weighted average receive rate

 

 

1.73

%

 

 

1.73

%

Weighted average maturity in years

 

 

2.8

 

 

 

2.9

 

 

Summary of Interest Rate Swaps Not Designated as Hedging Instruments

 

 

 

March 31, 2017

 

 

December 31, 2016

 

Balance Sheet Location

 

Notional

 

 

Fair

Value

 

 

Notional

 

 

Fair

Value

 

Other assets

 

$

44,497

 

 

$

1,671

 

 

$

45,236

 

 

$

2,077

 

Other liabilities

 

 

(44,497

)

 

 

(1,679

)

 

 

(45,236

)

 

 

(2,087

)