Derivative Financial Instruments (Tables)

12 Months Ended

Dec. 31, 2019

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Instruments

The notional amounts and estimated fair values of derivative positions outstanding are presented in the following table:

	December 31, 2019								December 31, 2018
			Estimated Fair Value								Estimated Fair Value
(in thousands)	Notional Amount		Asset Derivative			Liability Derivative			Notional Amount		Asset Derivative			Liability Derivative
Non-hedging derivatives:
Financial institution counterparties:
Commercial loan/lease interest rate swaps	$	1,548,234	$	182		$	46,518		$	1,579,328	$	7,978		$	16,719
Commercial loan/lease interest rate caps	639,163		32			—			606,950		1,109			4
Foreign currency forward contracts	2,219		169			—			39,737		2,263			59
Customer counterparties:
Commercial loan/lease interest rate swaps	1,548,234		46,518			182			1,579,328		16,719			7,978
Commercial loan/lease interest rate caps	639,163		—			32			606,950		4			1,109
Foreign currency forward contracts	2,219		—			169			39,737		59			2,263
Economic hedging interest rate derivatives:
Loan purchase commitments	214,012		1,965			4			167,984		1,442			6
Forward sale commitments	2,654,653		—			4,587			1,928,527		—			21,005
Gross derivatives			48,866			51,492					29,574			49,143
Offsetting derivative assets/liabilities			(182		)	(182		)			(7,768		)	(7,768		)
Net derivatives included in the consolidated balance sheets			$	48,684		$	51,310				$	21,806		$	41,375

Schedule Of Weighted Average Interest Rate Received And Paid

The weighted-average received and paid interest rates for interest rate swaps outstanding were as follows:

	December 31, 2019 Weighted-Average Interest Rate				December 31, 2018 Weighted-Average Interest Rate
	Received		Paid		Received		Paid
Non-hedging interest rate swaps	3.94	%	3.26	%	4.24	%	4.20	%