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Derivative Financial Instruments (Tables)
 12 Months Ended
Dec. 31, 2019
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Derivative Instruments
At December 31, 2019 and 2018, interest rate swaps related to the Company’s loan hedging program that were outstanding is presented in the following table:
 
 
December 31, 2019
 
December 31, 2018
 
 
(Dollars in thousands)
Interest rate swaps on loans with correspondent banks
(included in other assets)
 
 
 
 
Notional amount
 
$
137,890

 
$
237,916

Weighted average remaining term (years)
 
7.2

 
6.8

Pay fixed rate (weighted average)
 
3.62
%
 
4.36
%
Received variable rate (weighted average)
 
3.83
%
 
4.69
%
Estimated fair value
 
$
739

 
$
6,191

 
 
 
 
 
Interest rate swaps on loans with correspondent banks
(included in other liabilities)
 
 
 
 
Notional amount
 
$
282,326

 
$
36,972

Weighted average remaining term (years)
 
6.9

 
6.4

Pay fixed rate (weighted average)
 
4.48
%
 
5.12
%
Received variable rate (weighted average)
 
3.98
%
 
4.56
%
Estimated fair value
 
$
(9,614
)
 
$
(868
)
 
 
 
 
 
Back to back interest rate swaps with loan customers
(included in other liabilities)
 
 
 
 
Notional amount
 
$
137,890

 
$
237,916

Weighted average remaining term (years)
 
7.2

 
6.8

Received fixed rate (weighted average)
 
3.62
%
 
4.36
%
Pay variable rate (weighted average)
 
3.83
%
 
4.69
%
Estimated fair value
 
$
(739
)
 
$
(6,191
)
 
 
 
 
 
Back to back interest rate swaps with loan customers
(included in other assets)
 
 
 
 
Notional amount
 
$
282,326

 
$
36,972

Weighted average remaining term (years)
 
6.9

 
6.4

Received fixed rate (weighted average)
 
4.48
%
 
5.12
%
Pay variable rate (weighted average)
 
3.98
%
 
4.56
%
Estimated fair value
 
$
9,614

 
$
868