Derivative Financial Instruments (Tables)

9 Months Ended

Sep. 30, 2013

Schedule of amounts of non-hedging derivative financial instruments

			Asset derivatives			Liability derivatives
	Notional or		Statement of			Statement of
	contractual		Financial Condition	Fair		Financial Condition	Fair
(Dollars in thousands)	amount		classification	value		classification	value
September 30, 2013
Interest rate swap contracts	$	445,258	Other assets	$	10,902	Other liabilities	$	11,110
Loan commitments	8,497		Mortgages held for sale	82		N/A	—
Forward contracts	12,000		N/A	—		Mortgages held for sale	179
Total	$	465,755		$	10,984		$	11,289

December 31, 2012
Interest rate swap contracts	$	446,024	Other assets	$	16,126	Other liabilities	$	16,444
Loan commitments	33,961		Mortgages held for sale	220		N/A	—
Forward contracts	21,500		N/A	—		Mortgages held for sale	33
Total	$	501,485		$	16,346		$	16,477

Schedule of amounts included in the consolidated statements of income for non-hedging derivative financial instruments

		Gain (loss)
		Three Months Ended						Nine Months Ended
	Statement of	September 30,						September 30,
(Dollars in thousands)	Income classification	2013			2012			2013			2012
Interest rate swap contracts	Other expense	$	(2	)	$	21		$	111		$	100
Interest rate swap contracts	Other income	169			333			567			586
Loan commitments	Mortgage banking income	(71		)	64			(138		)	205
Forward contracts	Mortgage banking income	(943		)	(350		)	(146		)	(448		)
Total		$	(847	)	$	68		$	394		$	443

Schedule of offsetting of financial assets and derivative assets

	Gross		Gross Amounts		Net Amounts of		Gross amounts not offset in the
	Amounts of		Offset in the		Assets Presented in		Statement of Financial Position
	Recognized		Statement of		the Statement of		Financial		Cash Collateral
(Dollars in thousands)	Assets		Financial Position		Financial Position		Instruments		Received		Net Amount
September 30, 2013
Interest rate swaps	$	11,586	$	684	$	10,902	$	—	$	—	$	10,902

December 31, 2012
Interest rate swaps	$	17,422	$	1,296	$	16,126	$	—	$	—	$	16,126

Schedule of offsetting of financial liabilities and derivative liabilities

	Gross		Gross Amounts		Net Amounts of		Gross amounts not offset in the
	Amounts of		Offset in the		Liabilities Presented in		Statement of Financial Position
	Recognized		Statement of		the Statement of		Financial		Cash Collateral
(Dollars in thousands)	Liabilities		Financial Position		Financial Position		Instruments		Pledged		Net Amount
September 30, 2013
Interest rate swaps	$	11,794	$	684	$	11,110	$	—	$	9,407	$	1,703
Repurchase agreements	110,491		—		110,491		110,491		—		—
Total	$	122,285	$	684	$	121,601	$	110,491	$	9,407	$	1,703

December 31, 2012
Interest rate swaps	$	17,740	$	1,296	$	16,444	$	—	$	15,811	$	633
Repurchase agreements	100,180		—		100,180		100,180		—		—
Total	$	117,920	$	1,296	$	116,624	$	100,180	$	15,811	$	633

- Definition

Tabular disclosure of the location and amount of gains and losses reported in the statement of financial performance, or when applicable, the statement of financial position. For example, (a) gains and losses recognized in the income statement on derivative instruments designated and qualifying as hedging instruments in fair value hedges and related hedged items designated and qualifying in fair value hedges and (b) gains and losses initially recognized in other comprehensive income on derivative instruments designated and qualifying as cash flow hedges.

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- Definition

Tabular disclosure of the location and fair value amounts of derivative instruments (and nonderivative instruments that are designated and qualify as hedging instruments) reported in the statement of financial position.

+ References+ Details