Derivative Financial Instruments (Tables)

12 Months Ended

Dec. 31, 2016

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, 2016 and 2015 are presented in the following table. The fair values of interest rate derivative contracts are estimated utilizing internal valuation models with observable market data inputs.

	December 31, 2016					December 31, 2015
	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	$	41,818	$	368		$	49,927	$	358
Loan/lease interest rate swaps - liabilities	18,812		(1,278		)	31,038		(2,301		)
Non-hedging interest rate derivatives:
Financial institution counterparties:
Loan/lease interest rate swaps - assets	206,745		2,649			62,887		278
Loan/lease interest rate swaps - liabilities	694,965		(25,466		)	768,182		(37,522		)
Loan/lease interest rate caps - assets	85,966		575			74,281		682
Customer counterparties:
Loan/lease interest rate swaps - assets	694,965		25,467			780,082		37,630
Loan/lease interest rate swaps - liabilities	206,745		(2,649		)	50,987		(188		)
Loan/lease interest rate caps - liabilities	85,966		(575		)	74,281		(682		)

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, 2016 were as follows:

	Weighted-Average
	Interest Rate Paid		Interest Rate Received
Interest rate swaps:
Fair value hedge loan/lease interest rate swaps	2.40	%	0.71	%
Non-hedging interest rate swaps - financial institution counterparties	3.97		2.39
Non-hedging interest rate swaps - customer counterparties	2.39		3.97

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, 2016				December 31, 2015
	Notional Units	Notional Amount	Estimated Fair Value			Notional Amount	Estimated Fair Value
Financial institution counterparties:
Oil - assets	Barrels	227	$	206		1,184	$	12,650
Oil - liabilities	Barrels	944	(4,400		)	45	(352		)
Natural gas - assets	MMBTUs	—	—			760	560
Natural gas - liabilities	MMBTUs	1,299	(1,357		)	—	—
Customer counterparties:
Oil - assets	Barrels	944	4,580			45	354
Oil - liabilities	Barrels	227	(206		)	1,184	(12,454		)
Natural gas - assets	MMBTUs	1,299	1,393			—	—
Natural gas - liabilities	MMBTUs	—	—			760	(549		)

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, 2016				December 31, 2015
	Notional Currency	Notional Amount	Estimated Fair Value			Notional Amount	Estimated Fair Value
Financial institution counterparties:
Forward contracts - assets	EUR	—	$	—		1,247	$	13
Forward contracts - assets	GBP	—	—			568	2
Forward contracts - liabilities	EUR	870	(9		)	572	(18		)
Forward contracts - liabilities	CAD	2,214	(21		)	1,440	(5		)
Forward contracts - liabilities	GBP	419	(3		)	—	—
Customer counterparties:
Forward contracts - assets	CAD	2,205	29			1,437	9
Forward contracts - assets	EUR	—	—			575	22
Forward contracts - liabilities	EUR	—	—			343	(5		)

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:

	2016			2015			2014
Commercial loan/lease interest rate swaps:
Amount of gain (loss) included in interest income on loans	$	(1,362	)	$	(1,796	)	$	(2,014	)
Amount of (gain) loss included in other non-interest expense	(44		)	11			3

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:

	2016		2015		2014
Interest rate swaps/caps/floors on variable-rate loans:
Amount reclassified from accumulated other comprehensive income to interest income on loans	$	—	$	—	$	30,604

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.

	2016		2015			2014
Non-hedging interest rate derivatives:
Other non-interest income	$	2,883	$	2,580		$	1,786
Other non-interest expense	—		(43		)	(2		)
Non-hedging commodity derivatives:
Other non-interest income	421		208			118
Non-hedging foreign currency derivatives:
Other non-interest income	30		78			162