DERIVATIVES (Tables)

3 Months Ended

Mar. 31, 2020

DERIVATIVES

Schedule of the fair values of derivative instruments in the Consolidated Balance Sheets

			Assets			Liabilities
			Balance			Balance
	Notional		Sheet	Fair		Sheet	Fair
	Amount		Location	Value		Location	Value
		(in thousands)
March 31, 2020:
Derivative loan commitments	$	433,743	Other assets	$	8,065	Other liabilities	$	1,663
Forward loan sale commitments		201,711	Other assets		13	Other liabilities		3,817
Interest rate swaps		783,888	Other assets		43,278	Other liabilities		43,278
Risk participation agreements		127,478	Other assets		—	Other liabilities		—
Total				$	51,356		$	48,758
December 31, 2019:
Derivative loan commitments	$	100,938	Other assets	$	1,385	Other liabilities	$	174
Forward loan sale commitments		88,000	Other assets		26	Other liabilities		158
Interest rate swaps		725,332	Other assets		15,092	Other liabilities		15,092
Risk participation agreements		134,346	Other assets		—	Other liabilities		—
Total				$	16,503		$	15,424

Schedule of information pertaining to the Company's derivative instruments on the Consolidated Statements of Income

		Amount of Gain (Loss)
		Three Months Ended March 31,
	Location of Gain (Loss)	2020		2019
		(in thousands)
Derivative loan commitments	Mortgage banking income	$	5,191	$	544
Forward loan sale commitments	Mortgage banking income		(3,672)		18
Total		$	1,519	$	562