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DERIVATIVE INSTRUMENTS (Tables)
9 Months Ended
Sep. 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.
September 30, 2020December 31, 2019
($ in thousands)Notional AmountFair
Value(1)
Notional AmountFair
Value(1)
Derivative assets:
Interest rate swaps and caps on loans$68,556 $8,163 $70,674 $3,445 
Foreign exchange contracts3,548 45 4,643 138 
Total$72,104 $8,208 $75,317 $3,583 
Derivative liabilities:
Interest rate swaps and caps on loans$68,556 $8,749 $70,674 3,717 
Foreign exchange contracts3,548 14 4,643 136 
Total$72,104 $8,763 $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.