Derivatives (Tables)

3 Months Ended

Mar. 31, 2020

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]

The table below identifies the balance sheet category and fair values of the Company's derivative instruments as of March 31, 2020 and December 31, 2019.

	Notional Amount		Fair Value			Balance Sheet Category	Weighted Average Floating Rate		Weighted Average Fixed Rate		Weighted Average Maturity - Years
Cash flow hedges:
March 31, 2020
Interest rate swaps	$	285,000	$	(23,060	)	Other Liabilities	1.08	%	2.28	%	5.2
Forward-starting interest rate swaps(1)	50,000		(3,600		)	Other Liabilities	—		1.74	%	5.9
December 31, 2019
Interest rate swaps	$	215,000	$	(5,786	)	Other Liabilities	1.84	%	2.26	%	5.5
Interest rate swaps	70,000		403			Other Assets	2.62	%	2.37	%	5.2
Forward starting interest rate swaps(1)	50,000		(343		)	Other Liabilities	—		1.74	%	6.1
Non-hedging derivatives:
March 31, 2020
Interest rate swaps - counterparty	$	32,389	$	1,055		Other Assets	2.75	%	3.36	%	10.0
Interest rate swaps - loan customer	32,389		(1,055		)	Other Liabilities	2.75	%	3.36	%	10.0

(1)The fixed rate for forward starting swaps represents the fixed rate to be paid beginning on the scheduled start dates of the swaps. No interest payments were required related to these swaps in 2019 or 2020.

Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance [Table Text Block]

The following table identifies the pre-tax gains or losses recognized on the Company's derivative instruments designated as cash flow hedges for the three months ended March 31, 2020 and 2019.

							Reclassified from AOCI into Income
	Amount of Pre-tax Gain (Loss) Recognized in OCI
								Amount of Gain (Loss)
	Three Months Ended March 31,							Three Months Ended March 31,
	2020			2019			Category	2020			2019
Interest rate swaps	$	(21,258	)	$	(2,441	)	Interest Expense	$	(341	)	$	114