Derivative Financial Instruments (Tables)

12 Months Ended

Dec. 31, 2015

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Notional Amounts and Estimated Fair Values of Interest Rate Derivative Contracts Outstanding

The notional amounts and estimated fair values of interest rate derivative contracts outstanding at December 31, 2015 and 2014 are presented in the following table. We obtain dealer quotations to value our interest rate derivative contracts designated as hedges of cash flows, while the fair values of other interest rate derivative contracts are estimated utilizing internal valuation models with observable market data inputs.

	December 31, 2015					December 31, 2014
	Notional Amount		Estimated Fair Value			Notional Amount		Estimated Fair Value
Derivatives designated as hedges of fair value:
Financial institution counterparties:
Loan/lease interest rate swaps - assets	$	49,927	$	358		$	31,614	$	469
Loan/lease interest rate swaps - liabilities	31,038		(2,301		)	37,672		(3,179		)
Non-hedging interest rate derivatives:
Financial institution counterparties:
Loan/lease interest rate swaps - assets	62,887		278			69,842		719
Loan/lease interest rate swaps - liabilities	768,182		(37,522		)	765,979		(38,952		)
Loan/lease interest rate caps - assets	74,281		682			73,058		1,003
Customer counterparties:
Loan/lease interest rate swaps - assets	780,082		37,630			765,979		38,910
Loan/lease interest rate swaps - liabilities	50,987		(188		)	69,842		(719		)
Loan/lease interest rate caps - liabilities	74,281		(682		)	73,058		(1,003		)

Schedule of Weighted-Average Rates Paid and Received for Interest Rate Swaps Outstanding

The weighted-average rates paid and received for interest rate swaps outstanding at December 31, 2015 were as follows:

	Weighted-Average
	Interest Rate Paid		Interest Rate Received
Interest rate swaps:
Fair value hedge loan/lease interest rate swaps	2.36	%	0.37	%
Non-hedging interest rate swaps - financial institution counterparties	4.14		2.01
Non-hedging interest rate swap - customer counterparties	2.01		4.14

Schedule of Notional Amounts and Estimated Fair Values of Commodity Derivative Positions

The notional amounts and estimated fair values of non-hedging commodity swap and option derivative positions outstanding are presented in the following table. We obtain dealer quotations and use internal valuation models with observable market data inputs to value our commodity derivative positions.

		December 31, 2015				December 31, 2014
	Notional Units	Notional Amount	Estimated Fair Value			Notional Amount	Estimated Fair Value
Financial institution counterparties:
Oil - assets	Barrels	1,184	$	12,650		470	$	14,357
Oil - liabilities	Barrels	45	(352		)	197	(1,670		)
Natural gas - assets	MMBTUs	760	560			12,235	12,707
Natural gas - liabilities	MMBTUs	—	—			16,755	(4,095		)
Customer counterparties:
Oil - assets	Barrels	45	354			197	1,670
Oil - liabilities	Barrels	1,184	(12,454		)	470	(14,318		)
Natural gas - assets	MMBTUs	—	—			16,755	4,095
Natural gas - liabilities	MMBTUs	760	(549		)	12,235	(12,646		)

Schedule of Foreign Exchange Contracts, Statement of Financial Position

The notional amounts and fair values of open foreign currency forward contracts were as follows:

		December 31, 2015				December 31, 2014
	Notional Currency	Notional Amount	Estimated Fair Value			Notional Amount	Estimated Fair Value
Financial institution counterparties:
Forward contracts - assets	EUR	1,247	$	13		936	$	7
Forward contracts - assets	CAD	—	—			24,724	659
Forward contracts - assets	GBP	568	2			—	—
Forward contracts - liabilities	EUR	572	(18		)	—	—
Forward contracts - liabilities	CAD	1,440	(5		)	—	—
Forward contracts - liabilities	GBP	—	—			544	(2		)
Customer counterparties:
Forward contracts - assets	EUR	575	22			—	—
Forward contracts - assets	CAD	1,437	9			—	—
Forward contracts - liabilities	EUR	343	(5		)	—	—
Forward contracts - liabilities	CAD	—	—			24,680	(615		)

Schedule of Amounts Related to Interest Rate Derivatives Designated as Hedges of Fair Value

Amounts included in the consolidated statements of income related to interest rate derivatives designated as hedges of fair value were as follows:

	2015			2014			2013
Commercial loan/lease interest rate swaps:
Amount of gain (loss) included in interest income on loans	$	(1,796	)	$	(2,014	)	$	(2,437	)
Amount of (gain) loss included in other non-interest expense	11			3			4

Schedule of Amounts Related to Interest Rate Derivatives Included in Income Designated as Hedges of Cash Flows

Amounts included in the consolidated statements of income and in other comprehensive income for the period related to interest rate derivatives designated as hedges of cash flows were as follows:

	2015		2014		2013
Interest rate swaps/caps/floors on variable-rate loans:
Amount reclassified from accumulated other comprehensive income to interest income on loans	$	—	$	30,604	$	37,380
Interest rate swaps on junior subordinated deferrable interest debentures:
Amount reclassified from accumulated other comprehensive income to interest expense on junior subordinated deferrable interest debentures	—		—		4,064
Amount of gain (loss) recognized in other comprehensive income	—		—		(49		)

Schedule of Amounts Related to Non-Hedging Interest Rate and Commodity Derivatives

Amounts included in the consolidated statements of income related to non-hedging interest rate, commodity and foreign currency derivative instruments are presented in the table below.

	2015			2014			2013
Non-hedging interest rate derivatives:
Other non-interest income	$	2,580		$	1,786		$	1,441
Other non-interest expense	(43		)	(2		)	(96		)
Non-hedging commodity derivatives:
Other non-interest income	208			118			496
Non-hedging foreign currency derivatives:
Other non-interest income	78			162			175