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DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES (Tables)
 12 Months Ended
Dec. 31, 2017
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Net Gains (losses) Relating to Free-Standing Derivative Instruments
The net gains (losses) relating to free-standing mortgage banking derivative instruments used for risk management are summarized below as of December 31, 2017, 2016 and 2015.
(dollars in thousands)
Location
 
December 31, 2017
 
December 31, 2016
 
December 31, 2015
Forward contracts related to mortgage loans held for sale
Mortgage banking activity
 
$
(12
)
 
$
1,285

 
$
(137
)
Interest rate lock commitments
Mortgage banking activity
 
$
2,833

 
$
3,029

 
$
2,687
Summary of Derivative Financial Instruments
The following table reflects the amount and market value of mortgage banking derivatives included in the consolidated balance sheets as of December 31, 2017 and 2016.
 
2017
 
2016
(dollars in thousands)
Notional Amount
 
Fair Value
 
Notional Amount
 
Fair Value
Included in other assets:
 
 
 
 
 
 
 
Forward contracts related to mortgage loans held for sale
$
31,500

 
$
55

 
$
150,000

 
$
1,285

Interest rate lock commitments
86,149

 
2,833

 
91,426

 
3,029

Total included in other assets
$
117,649

 
$
2,888

 
$
241,426

 
$
4,314

Included in other liabilities:
 
 
 
 
 
 
 
Forward contracts related to mortgage loans held for sale
$
126,750

 
$
67

 
$
—

 
$
—

Total included in other liabilities
$
126,750

 
$
67

 
$
—

 
$
—