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Derivative Financial Instruments (Tables)
3 Months Ended
Mar. 31, 2019
Derivative Financial Instruments  
Summary of the notional amounts and fair values of derivative financial instruments

 

 

 

 

 

 

 

 

 

 

 

 

 

 

March 31, 2019

 

December 31, 2018

(dollars in thousands)

Balance Sheet Line Item

 

Notional
Amount

    

Asset
(Liability)
Fair Value

    

Notional
Amount

    

Asset
(Liability)
Fair Value

Interest Rate Lock Commitments

 

 

 

 

 

 

 

 

 

 

Positive fair values

Other assets

 

$

29,072

 

330

 

27,188

 

310

Negative fair values

Other liabilities

 

 

5,131

 

(41)

 

6,218

 

(40)

Net interest rate lock commitments

 

 

 

34,203

 

289

 

33,406

 

270

 

 

 

 

 

 

 

 

 

 

 

Forward Commitments

 

 

 

 

 

 

 

 

 

 

Positive fair values

Other assets

 

 

2,000

 

 2

 

 —

 

 —

Negative fair values

Other liabilities

 

 

31,500

 

(170)

 

26,500

 

(176)

Net forward commitments

 

 

 

33,500

 

(168)

 

26,500

 

(176)

 

 

 

 

 

 

 

 

 

 

 

Customer Derivatives - Interest Rate Swaps

 

 

 

 

 

 

 

 

 

 

Positive fair values

Other assets

 

 

3,330

 

229

 

3,330

 

141

Negative fair values

Other liabilities

 

 

3,330

 

(260)

 

3,330

 

(161)

Net customer derivatives - interest rate swaps

 

 

 

6,660

 

(31)

 

6,660

 

(20)

Net derivative fair value asset

 

 

$

74,363

 

90

 

66,566

 

74

 

Summary of the fair value gains and losses on derivative financial instruments

 

 

 

 

 

 

 

 

 

Three Months Ended March 31, 

(dollars in thousands)

    

    

2019

    

2018

Interest Rate Lock Commitments

 

$

19

 

252

Forward Commitments

 

 

 8

 

(45)

Customer Derivatives - Interest Rate Swaps

 

 

(11)

 

 —

Net fair value gains (losses) on derivative financial instrument

 

$

16

 

207