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DERIVATIVES (Tables)
 6 Months Ended
Jun. 30, 2022
Mortgage Banking [Member]  
Derivative [Line Items]  
Net Gains (Losses) Relating to Derivative Instruments

The net gains (losses) relating to free standing derivative instruments used for risk management are summarized below as of the periods indicated (dollars in thousands):

       
Three Months Ended
  
 
 
  
June 30,
  

 Location  
2022
    
2021
  
Forward contracts related to mortgage loans held for sale
Net gain (loss) on sales of loans
  
$
166
    
$
1,241
  
Interest rate lock commitments
Net gain (loss) on sales of loans
  
$
(940
)
  
$
(3,237
)

        
Six Months Ended
  
     
June 30,
  

Location  
2022
    
2021
  
Forward contracts related to mortgage loans held for sale
Net gain (loss) on sales of loans
  
$
(926
)
  
$
1,140
  
Interest rate lock commitments
Net gain (loss) on sales of loans
  
$
117
    
$
(2,148
)
Fair Value of Derivatives in Consolidated Balance Sheets
The following table reflects the amount and fair value of mortgage banking derivatives in the Consolidated Balance Sheets at the dates indicated (dollars in thousands):

 
June 30, 2022
    
December 31, 2021
  
   
Notional
Amount
    
Fair
Value
    
Notional
Amount
    
Fair
Value
  
                         
Included in other assets:
                        
Forward contracts related to mortgage loans held for sale
  
$
—
    
$
—
    
$
—
    
$
—
  
Interest rate lock commitments
    
70,428
      
1,759
      
104,437
      
1,642
  
                                 
Total included in other assets
  
$
70,428
    
$
1,759
    
$
104,437
    
$
1,642
  
                                 
                                 
Included in other liabilities:
                                
Forward contracts related to mortgage loans held for sale
  
$
62,899
    
$
1,032
    
$
93,120
    
$
106
  
Interest rate lock commitments
    
—
      
—
      
—
      
—
  
 
                                
Total included in other liabilities
  
$
62,899
    
$
1,032
    
$
93,120
    
$
106
  
Fair Value Hedging [Member]  
Derivative [Line Items]  
Fair Value of Derivatives in Consolidated Balance Sheets
The following table reflects the fair value hedges included in the Consolidated Balance Sheets at the dates indicated (dollars in thousands):

   
June 30, 2022
    
December 31, 2021
  
   
Notional
Amount
    
Fair
Value
    
Notional
Amount
    
Fair
Value
  
                         
Included in other liabilities:
                        
Interest rate swaps related to fixed rate loans
  
$
1,015
    
$
6
    
$
9,775
    
$
429
  
Interest rate swaps related to state and municipal securities
    
—
      
—
      
—
      
—
  
                                 
Included in other assets:
                                
Interest rate swaps related to fixed rate loans
  
$
8,583
    
$
202
    
$
—
    
$
—
  
Interest rate swaps related to state and municipal securities
    
123,760
      
15,863
      
123,760
      
5,686
  
Interest Rate Contracts [Member] | Fair Value Hedging [Member]  
Derivative [Line Items]  
Net Gains (Losses) Relating to Derivative Instruments
The following table reflects the changes in fair value hedges included in the Consolidated Statements of Comprehensive Income (Loss) as of the periods indicated (dollars in thousands):

 
 
Three Months Ended
  
       
June 30,
  
Interest Rate Contracts
  
Location
  
2022
    
2021
  
Interest rate swaps - fair value hedges
  
Interest income
  
$
(205
)
  
$
(172
)
Fair value hedge ineffectiveness
  
Other noninterest expense
  
$
21
    
$
(53
)

          
Six Months Ended
  
          
June 30,
  
Interest Rate Contracts
  
Location
  
2022
    
2021
  
Interest rate swaps - fair value hedges
  
Interest income
  
$
(341
)
  
$
(347
)
Fair value hedge ineffectiveness
  
Other noninterest expense
  
$
171
    
$
74