Derivative Financial Instruments (Tables)

12 Months Ended

Dec. 31, 2015

Risk Management

Derivative [Line Items]

Schedule of Notional Amounts and Fair Values of Derivative Instruments and Client-Related Derivative Instruments

The table below summarizes the notional amounts and fair values of the derivative instruments used to manage risk.

					Asset Derivatives (Other Assets)				Liability Derivatives (Other Liabilities)
	Notional Amount				Fair Value				Fair Value
(in thousands)	December 31, 2015		December 31, 2014		December 31, 2015		December 31, 2014		December 31, 2015		December 31, 2014
Non-designated hedging instruments
Interest rate cap contracts	$	3,500	$	23,800	$	—	$	2	$	—	$	—

Client-Related

Derivative [Line Items]

Schedule of Notional Amounts and Fair Values of Derivative Instruments and Client-Related Derivative Instruments

The table below summarizes the notional amounts and fair values of the client-related derivative instruments.

					Asset Derivatives (Other Assets)				Liability Derivatives (Other Liabilities)
	Notional Amount				Fair Value				Fair Value
(in thousands)	December 31, 2015		December 31, 2014		December 31, 2015		December 31, 2014		December 31, 2015		December 31, 2014
Non-designated hedging instruments
Interest rate swap contracts	$	153,630	$	141,263	$	1,155	$	907	$	1,155	$	907

Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance

Changes in the fair value of client-related derivative instruments are recognized currently in operations. For the years ended December 31, 2015 and 2014, the gains and losses offset each other due to the Company's hedging of the client swaps with other bank counterparties.