Derivative Financial Instruments (Tables)

9 Months Ended

Sep. 30, 2025

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Outstanding Notional Balances and Fair Values of Outstanding Derivative Positions

The following tables provide the outstanding notional balances and fair values of outstanding derivative positions at September 30, 2025 and December 31, 2024:

(Dollars in thousands)	Outstanding Notional  Balance		Asset  Derivative Fair Value		Liability  Derivative Fair Value		Pay Rate (1)	Receive Rate (1)	Remaining Term (2)
September 30, 2025
Fair value hedges:
Risk participation agreements purchased	$	4,790	$	8	$	—	—	7.48%		3.1
Risk participation agreements sold		117,793		—		—	—	3.92%		1.8
Commercial loan one-way interest rate swaps		77,466		12		738	6.94%	—		2.1
Commercial loan pass-through interest rate swaps:
Loan customer counterparty		172,577		1,504		1,279	—	6.45%		2.7
Financial institution counterparty		172,577		1,279		1,504	6.45%	—		2.7
Total fair value hedges		545,203		2,803		3,521
Total derivatives	$	545,203	$	2,803	$	3,521

December 31, 2024
Cash flow hedges:
Receive-fixed interest rate swap	$	100,000	$	—	$	2,161	USD Fed Funds-H.15	3.73%	10.3
Total cash flow hedges		100,000		—		2,161
Fair value hedges:
Risk participation agreements purchased		120,007		8		—	—	5.93%	1.7
Risk participation agreements sold		102,428		—		1	—	4.65%	2.7
Commercial loan one-way interest rate swaps		58,744		204		231	7.04%	—	2.6
Commercial loan pass-through interest rate swaps:
Loan customer counterparty		233,348		652		5,615	—	6.04%	2.7
Financial institution counterparty		233,348		5,615		652	6.04%	—	2.7
Total fair value hedges		747,875		6,479		6,499
Total derivatives	$	847,875	$	6,479	$	8,660

(1) Weighted average rate.

(2) Weighted average life (in years).