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Derivatives (Tables)
6 Months Ended
Jun. 30, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Credit Value Adjustment Recorded Related to Notional Amount Of Derivatives Outstanding
The following table depicts the credit value adjustment recorded related to the notional amount of derivatives outstanding as well as the notional amount of risk participation agreements participated to other banks:
 
June 30, 2018
 
December 31, 2017
 
(dollars in thousands)
Derivatives not Designated as Hedging Instruments
 
 
 
Credit value adjustment
$
652

 
$
(791
)
Notional amount:
 
 
 
Interest rate derivatives
435,491

 
401,304

Interest rate caps
46,278

 
46,444

Risk participation agreements
187,256

 
197,660

Sold credit protection on risk participation agreements
(75,253
)
 
(46,170
)
Interest rate options
19,824

 

Derivatives Designated as Hedging Instruments
 
 
 
Interest rate swaps:
 
 
 
Fair value adjustment
492

 
459

Notional amount
115,000

 
150,000

Interest rate forwards:
 
 
 
Fair value adjustment
48

 
19

Notional amount
20,000

 
17,000

Foreign exchange forwards:
 
 
 
Fair value adjustment
(23
)
 
(70
)
Notional amount
3,222

 
10,077

Schedule of Changes in Fair Value of Derivative Assets and Liabilities
The table below presents the amount representing the change in the fair value of derivative assets and derivative liabilities attributable to credit risk included in "Other income" on the Condensed Consolidated Statements of Income:
 
For the Three Months Ended June 30,
 
For the Six Months Ended June 30,
 
2018
 
2017
 
2018
 
2017
 
(dollars in thousands)
Non-hedging interest rate derivatives
 
 
 
 
 
 
 
Increase (decrease) in other income
$

 
$
(37
)
 
$
789

 
$
(35
)
Decrease in other expense
(653
)
 

 
(653
)
 

Hedging interest rate derivatives
 
 
 
 
 
 
 
(Decrease) increase in interest and fees on loans
(150
)
 
136

 
(231
)
 
385

Increase (decrease) in other expense
10

 
(5
)
 
10

 
73

Hedging interest rate forwards
 
 
 
 
 
 
 
Increase (decrease) in other expense
33

 
(17
)
 
(29
)
 
95

Hedging foreign exchange forwards
 
 
 
 
 
 
 
Increase (decrease) in other expense
11

 
(1
)
 
8

 
1