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Derivative Financial Instruments and Hedging Activities (Tables)
 9 Months Ended
Sep. 30, 2020
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]
The following tables present the notional and estimated fair value amount of derivative positions outstanding (in thousands):
September 30, 2020December 31, 2019
Estimated Fair ValueEstimated Fair Value
Notional
Amount (1)
Asset DerivativeLiability Derivative
Notional
Amount (1)
Asset DerivativeLiability Derivative
Derivatives designated as hedging instruments
Interest rate contracts:
Swaps-Cash Flow Hedge-Financial institution counterparties$670,000 $— $25,075 $270,000 $1,513 $3,655 
Derivatives designated as non-hedging instruments
Interest rate contracts:
Swaps-Financial institution counterparties144,979 — 21,425 131,685 56 8,031 
Swaps-Customer counterparties144,979 21,425 — 131,685 8,031 56 
Gross derivatives21,425 46,500 9,600 11,742 
Offsetting derivative assets/liabilities— — (1,569)(1,569)
Cash collateral received/posted— (46,500)— (10,117)
Net derivatives included in the consolidated balance sheets (2)
$21,425 $— $8,031 $56 
(1)    Notional amounts, which represent the extent of involvement in the derivatives market, are used to determine the contractual cash flows required in accordance with the terms of the agreement. These amounts are typically not exchanged, significantly exceed amounts subject to credit or market risk and are not reflected in the consolidated balance sheets.
(2)    Net derivative assets are included in other assets and net derivative liabilities are included in other liabilities on the consolidated balance sheets. Included in the fair value of net derivative assets and net derivative liabilities are credit valuation adjustments reflecting counterparty credit risk and our credit risk. We had $280,000 credit exposure related to interest rate swaps with financial institutions and $21.4 million related to interest rate swaps with customers at September 30, 2020. We had $883,000 credit exposure related to interest rate swaps with financial institutions and $8.0 million related to interest rate swaps with customers at December 31, 2019. The credit risk associated with customer transactions is partially mitigated as these are generally secured by the non-cash collateral securing the underlying transaction being hedged.
Weighted Average Maturity And Interest Rates On Risk Management Interest Rate Swaps [Table Text Block]
The summarized expected weighted average remaining maturity of the notional amount of interest rate swaps and the weighted average interest rates associated with the amounts expected to be received or paid on interest rate swap agreements are presented below (dollars in thousands). Variable rates received on fixed pay swaps are based on one-month or three-month LIBOR rates in effect at September 30, 2020 and December 31, 2019:
September 30, 2020December 31, 2019
Weighted AverageWeighted Average
Notional AmountRemaining Maturity
(in years)		Receive Rate
Pay
Rate
Notional AmountRemaining Maturity
(in years)		Receive RatePay
Rate
Swaps-Cash Flow hedge
Financial institution counterparties$670,000 4.00.18 %1.14 %$270,000 3.81.77 %1.58 %
Swaps-Non-hedging
Financial institution counterparties144,979 10.10.30 2.45 131,685 10.61.71 2.47 
Customer counterparties144,979 10.12.45 0.30 131,685 10.62.47 1.71