DERIVATIVE FINANCIAL INSTRUMENTS (Tables)

3 Months Ended

Mar. 31, 2025

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Summary of Fair Value of Derivative Financial Instruments and Classification on the Balance Sheet

The table below presents the fair value of the Corporation’s non-designated hedges, as well as their classification on the Consolidated Condensed Balance Sheets, as of March 31, 2025, and December 31, 2024.

	March 31, 2025				December 31, 2024
	Notional Amount		Fair Value		Notional Amount		Fair Value
Included in other assets:
Interest rate swaps	$	1,381,111	$	62,871	$	1,386,757	$	76,528
Forward contracts related to mortgage loans to be delivered for sale	38,472		576		39,142		465
Interest rate lock commitments	35,890		287		15,000		140
Included in other assets	$	1,455,473	$	63,734	$	1,440,899	$	77,133
Included in other liabilities:
Interest rate swaps	$	1,489,483	$	62,785	$	1,486,764	$	76,450
Forward contracts related to mortgage loans to be delivered for sale	37,000		113		13,020		18
Interest rate lock commitments	15,934		46		14,457		100
Included in other liabilities	$	1,542,417	$	62,944	$	1,514,241	$	76,568

Summary of Effect of Derivative Financial Instruments on the Income Statement

The amount of gain (loss) recognized into income related to non-designated hedging instruments is included in the table below for the periods indicated.

Derivatives Not Designated as Hedging Instruments under FASB ASC 815-10	Location of Gain (Loss) Recognized Income on Derivative	Amount of Gain (Loss) Recognized into Income on Derivatives
		Three Months Ended March 31, 2025		Three Months Ended March 31, 2024
Forward contracts related to mortgage loans to be delivered for sale	Net gains and fees on sales of loans	$	(232)	$	(1)
Interest rate lock commitments	Net gains and fees on sales of loans	201		(13)
Total net gain (loss) recognized in income		$	(31)	$	(14)