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Derivative Instruments (Tables)
 9 Months Ended
Sep. 30, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Amounts and Locations of Activity Related to Interest Rate Swaps Designated as Cash Flow Hedges within Corporation's Consolidated Balance Sheet and Statement of Income
The following tables provide information about the amounts and locations of activity related to the interest rate swaps designated as cash flow hedges within the Corporation’s consolidated balance sheet and statement of income as of September 30, 2018 and December 31, 2017 and for the three and nine months ended September 30, 2018 and 2017:
 
 
 
Fair value as of
 
Balance Sheet
Location
 
September 30, 2018
 
December 31, 2017
Interest rate contracts
Accrued interest and
other liabilities
 
$
9

 
$
(161
)
For the Three Months Ended September 30, 2018
(a)
 
(b)
 
(c)
 
(d)
 
(e)
Interest rate contracts
$
36

 
Interest expense –
subordinated debentures
 
$
(44
)
 
Other
income
 
$
—

For the Nine Months Ended September 30, 2018
(a)
 
(b)
 
(c)
 
(d)
 
(e)
Interest rate contracts
$
134

 
Interest expense –
subordinated debentures
 
$
(149
)
 
Other
income
 
$
—

For the Three Months Ended September 30, 2017
(a)
 
(b)
 
(c)
 
(d)
 
(e)
Interest rate contracts
$
46

 
Interest expense –
subordinated debentures
 
$
(71
)
 
Other
income
 
$
—

For the Nine Months Ended September 30, 2017
(a)
 
(b)
 
(c)
 
(d)
 
(e)
Interest rate contracts
$
141

 
Interest expense –
subordinated debentures
 
$
(220
)
 
Other
income
 
$
—

 
(a)
Amount of Gain or (Loss) Recognized in Other Comprehensive Loss on Derivative (Effective Portion), net of tax
(b)
Location of Gain or (Loss) Reclassified from Accumulated Other Comprehensive Loss into Income (Effective Portion)
(c)
Amount of Gain or (Loss) Reclassified from Accumulated Other Comprehensive Loss into Income (Effective Portion)
(d)
Location of Gain or (Loss) Recognized in Income on Derivative (Ineffective Portion and Amount Excluded from Effectiveness Testing)
(e)
Amount of Gain or (Loss) Recognized in Income on Derivative (Ineffective Portion and Amount Excluded from Effectiveness Testing)
Amounts and Locations of Activity Related to Back-to-Back Interest Rate Swaps within Corporation's Consolidated Balance Sheet
The following table provides information about the amounts and locations of activity related to the back-to-back interest rate swaps within the Corporation’s consolidated balance sheet as of September 30, 2018 and December 31, 2017:
 
Notional
Amount
 
Weighted
Average
Maturity
(in years)
 
Weighted
Average
Fixed Rate
 
Weighted Average
Variable Rate
 
Fair
Value
 
 
September 30, 2018
 
 
 
 
 
 
 
 
 
 
 
3rd Party interest rate swaps
$
22,278

 
7.7
 
3.88
%
 
1 month LIBOR + 1.23%
 
$
(182
)
 
(a) 
Customer interest rate swaps
(22,278
)
 
7.7
 
3.88
%
 
1 month LIBOR + 1.23%
 
182

 
(b) 
December 31, 2017
 
 
 
 
 
 
 
 
 
 
 
3rd Party interest rate swaps
$
11,848

 
8.0
 
4.51
%
 
1 month LIBOR + 2.37%
 
$
149

 
(a) 
Customer interest rate swaps
(11,848
)
 
8.0
 
4.51
%
 
1 month LIBOR + 2.37%
 
(149
)
 
(b) 
(a)
Reported in accrued interest receivable and other assets within the consolidated balance sheets
(b)
Reported in accrued interest payable and other liabilities within the consolidated balance sheets