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DERIVATIVE INSTRUMENTS (Tables)
6 Months Ended
Jun. 30, 2020
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Amount and Market Value of Mortgage Banking Derivatives
The following table presents the notional amount and fair value of derivative instruments included in the consolidated statements of financial condition as of the dates indicated.
June 30, 2020December 31, 2019
($ in thousands)Notional AmountFair
Value(1)
Notional AmountFair
Value(1)
Derivative assets:
Interest rate swaps and caps on loans$69,266  $8,598  $70,674  $3,445  
Foreign exchange contracts3,657  137  4,643  138  
Total$72,923  $8,735  $75,317  $3,583  
Derivative liabilities:
Interest rate swaps and caps on loans$69,266  $9,239  $70,674  3,717  
Foreign exchange contracts3,657  54  4,643  136  
Total$72,923  $9,293  $75,317  $3,853  
(1)The fair value of interest rate swaps and caps on loans are included in other assets and accrued expenses and other liabilities, respectively, in the accompanying consolidated statements of financial condition.