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DERIVATIVES (Tables)
 9 Months Ended
Sep. 30, 2023
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 for the periods indicated (dollars in thousands):
  
              
Three Months Ended
  
 
   
  
September 30,
  

 Location
 
2023
    
2022
  
Gain (loss) on mortgage banking derivatives
Net gain (loss) on sales of loans
  
$
(137
)
  
$
275
  



  Nine Months Ended  
       
September 30,
  

Location  
2023
    
2022
  
Gain (loss) on mortgage banking derivatives
Net gain (loss) on sales of loans
  
$
(48
)
  
$
(534
)
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):


  
September 30, 2023
    
December 31, 2022
  
   
Notional
Amount
    
Fair
Value
    
Notional
Amount
    
Fair
Value
  
                         
Included in other assets:
                        
Forward contracts related to mortgage loans held for sale
  
$
15,000
    
$
128
    
$
23,500
    
$
186
  
Interest rate lock commitments
    
25,066
      
368
      
27,348
      
369
  
                                 
Total included in other assets
   $ 40,066     $ 496     $ 50,848     $ 555  
                                 
Included in other liabilities:
                                
Forward contracts related to mortgage loans held for sale
  
$
7,811
    
$
117
    
$
5,615
    
$
128
  
Interest rate lock commitments
     —       —       —       —  
                                 
Total included in other liabilities
   $ 7,811     $ 117     $ 5,615     $ 128  
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):

   
September 30, 2023
    
December 31, 2022
  
   
Notional
Amount
    
Fair
Value
    
Notional
Amount
    
Fair
Value
  
                         
Included in other liabilities:
                        
Interest rate swaps related to fixed rate loans
  
$
—
    
$
—
    
$
—
    
$
—
  
Interest rate swaps related to state and municipal securities
    
—
      
—
      
—
      
—
  
                                 
Included in other assets:
                                
Interest rate swaps related to fixed rate loans
  
$
8,509
    
$
531
    
$
9,493
    
$
482
  
Interest rate swaps related to state and municipal securities
    
123,760
      
21,580
      
123,760
      
20,125
  
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) for the periods indicated (dollars in thousands):


  
 
Three Months Ended
  
        
September 30,
  
Interest Rate Contracts
  
Location
  
2023
    
2022
  
Change in fair value of interest rate swaps hedging investment securities
  
Other noninterest expense
  
$
2,265
    
$
5,258
  
Change in fair value of hedged investment securities
  
Other noninterest expense
    
(2,091
)
    
(5,332
)
Change in fair value of interest rate swaps hedging fixed rate loans
  Interest income - Loans
  $ 23     $ 323  
Change in fair value of hedged fixed rate loans
  Interest income - Loans
    (22 )     (323 )


 
  Nine Months Ended  
         
September 30,
  
Interest Rate Contracts
  
Location
  
2023
    
2022
  
Change in fair value of interest rate swaps hedging investment securities
  
Other noninterest expense
  
$
1,455
    
$
15,436
  
Change in fair value of hedged investment securities
  
Other noninterest expense
    
(1,320
)
    
(15,681
)
Change in fair value of interest rate swaps hedging fixed rate loans
  
Interest income - Loans
  
$
49
    
$
948
  
Change in fair value of hedged fixed rate loans
  
Interest income - Loans
    
(47
)
    
(956
)