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Derivative Instruments and Hedging Activities (Tables)
 3 Months Ended
Mar. 31, 2022
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Value of Derivative Assets and Derivative Liabilities The following table indicates the amounts representing the value of derivative assets and derivative liabilities for the dates presented:
Derivative Assets
(Included in Other Assets)		Derivative Liabilities
(Included in Other Liabilities)
March 31, 2022December 31, 2021March 31, 2022December 31, 2021
(dollars in thousands)Notional
 Amount		Fair
Value		Notional AmountFair
Value		Notional
 Amount		Fair
 Value		Notional
 Amount		Fair
 Value
Derivatives Designated as Hedging Instruments
Interest rate swap contracts - cash flow hedge$50,000 $135 $— $150,000 $2,600 $— 
Total Derivatives Designated as Hedging Instruments$135 $— $2,600 $— 
Derivatives Not Designated as Hedging Instruments
Interest rate swap contracts - commercial customers$1,034,249 $29,056 $1,017,178 $33,528 $1,034,249 $29,092 $1,017,178 $33,361 
Interest rate lock commitments - mortgage loans13,901 185 12,148 401 — — — 
Forward sales contracts - mortgage loans13,503 192 8,436 4 — — — 
Total Derivatives Not Designated as Hedging Instruments$29,433 $33,933 $29,092 $33,361 
Total Derivatives$29,568 $33,933 $31,692 $33,631 
Schedule of Interest Rate Derivatives
The following table indicates the gross amounts of interest rate swap derivative assets and derivative liabilities, the amounts offset and the carrying values in the Consolidated Balance Sheets at March 31, 2022:

Derivatives (included
in Other Assets)		Derivatives (included
in Other Liabilities)
(dollars in thousands)March 31, 2022December 31, 2021March 31, 2022December 31, 2021
Gross amounts recognized$34,957 $37,289 $37,402 $37,392 
Gross amounts offset(5,766)(3,761)(5,710)(3,761)
Net amounts presented in the Consolidated Balance Sheets29,191 33,528 31,692 33,631 
Cash collateral received/pledged(1)
(23,501)— — (33,631)
Net Amount$5,690 $33,528 $31,692 $— 
(1) Cash collateral represents the amount that cannot be used to offset our derivative assets and liabilities from a gross basis to a net basis in accordance with the applicable accounting guidance. The application of the cash collateral cannot reduce the net derivative position below zero. Therefore, excess cash collateral, if any, is not reflected above.
Schedule of Effect of Cash Flow Hedges
The following table presents the effect of the cash flow hedges on OCI and on the Condensed Consolidated Statements of Comprehensive Income (Loss) for the three months ended March 31, 2022 and 2021.
Amount of Gain or (Loss) Recognized in Other Comprehensive IncomeAmount of Gain or (Loss) Reclassified from Accumulated Other Comprehensive Income into Interest Income
(dollars in thousands)March 31, 2022March 31, 2021March 31, 2022March 31, 2021
Derivatives in Cash Flow Hedging Relationships:
Interest rate swap contracts - cash flow hedge$(2,601)$— $137 $— 
Total$(2,601)$— $137 $— 
Schedule of Amount of Gain or Loss Recognized in Income on Derivatives The following table indicates the gain or loss recognized in income on derivatives for the periods presented:
Three Months Ended March 31,
(dollars in thousands)20222021
Derivatives not Designated as Hedging Instruments
Interest rate swap contracts—commercial customers$68 $310 
Interest rate lock commitments—mortgage loans(217)(1,759)
Forward sale contracts—mortgage loans188 979 
Total Derivatives Gain/(Loss)$39 $(470)