Derivative Financial Instruments (Tables)

12 Months Ended

Dec. 31, 2017

Derivative Instruments and Hedging Activities Disclosure [Abstract]

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

	December 31, 2017					December 31, 2016
	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	$	13,679	$	242		$	41,818	$	368
Loan/lease interest rate swaps - liabilities	11,147		(593		)	18,812		(1,278		)
Non-hedging interest rate derivatives:
Financial institution counterparties:
Loan/lease interest rate swaps - assets	430,449		1,418			206,745		2,649
Loan/lease interest rate swaps - liabilities	541,496		(12,820		)	694,965		(25,466		)
Loan/lease interest rate caps - assets	114,619		480			85,966		575
Customer counterparties:
Loan/lease interest rate swaps - assets	541,496		17,882			694,965		25,467
Loan/lease interest rate swaps - liabilities	430,449		(4,861		)	206,745		(2,649		)
Loan/lease interest rate caps - liabilities	114,619		(480		)	85,966		(575		)

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, 2017 were as follows:

	Weighted-Average
	Interest Rate Paid		Interest Rate Received
Interest rate swaps:
Fair value hedge loan/lease interest rate swaps	3.09	%	1.47	%
Non-hedging interest rate swaps - financial institution counterparties	3.93		2.97
Non-hedging interest rate swaps - customer counterparties	2.97		3.93

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, 2017				December 31, 2016
	Notional Units	Notional Amount	Estimated Fair Value			Notional Amount	Estimated Fair Value
Financial institution counterparties:
Oil - assets	Barrels	253	$	193		227	$	206
Oil - liabilities	Barrels	2,731	(13,448		)	944	(4,400		)
Natural gas - assets	MMBTUs	5,927	1,399			—	—
Natural gas - liabilities	MMBTUs	3,917	(326		)	1,299	(1,357		)
Customer counterparties:
Oil - assets	Barrels	2,731	13,709			944	4,580
Oil - liabilities	Barrels	253	(187		)	227	(206		)
Natural gas - assets	MMBTUs	3,917	340			1,299	1,393
Natural gas - liabilities	MMBTUs	5,927	(1,366		)	—	—

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, 2017				December 31, 2016
	Notional Currency	Notional Amount	Estimated Fair Value			Notional Amount	Estimated Fair Value
Financial institution counterparties:
Forward contracts - assets	EUR	4,014	$	77		—	$	—
Forward contracts - assets	GBP	127	1			—	—
Forward contracts - liabilities	EUR	4,846	(37		)	870	(9		)
Forward contracts - liabilities	CAD	25,413	(142		)	2,214	(21		)
Forward contracts - liabilities	GBP	1,178	(9		)	419	(3		)
Customer counterparties:
Forward contracts - assets	EUR	3,867	58			—	—
Forward contracts - assets	CAD	25,282	279			2,205	29
Forward contracts - liabilities	EUR	4,041	(51		)	—	—
Forward contracts - liabilities	GBP	127	—			—	—

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:

	2017			2016			2015
Commercial loan/lease interest rate swaps:
Amount of gain (loss) included in interest income on loans	$	(726	)	$	(1,362	)	$	(1,796	)
Amount of (gain) loss included in other non-interest expense	(14		)	(44		)	11

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.

	2017		2016		2015
Non-hedging interest rate derivatives:
Other non-interest income	$	3,123	$	2,883	$	2,580
Other non-interest expense	1		—		(43		)
Non-hedging commodity derivatives:
Other non-interest income	440		421		208
Non-hedging foreign currency derivatives:
Other non-interest income	300		30		78