Derivative Financial Instruments (Tables)

12 Months Ended

Dec. 31, 2017

Derivative Financial Instruments

Derivative financial instruments summary

				December 31, 2017						December 31, 2016
	Balance Sheet	Notional		Estimated Fair Value				Notional		Estimated Fair Value
(Dollars in thousands)	Location	Amount		Gain		Loss		Amount		Gain		Loss
Cash flow hedges of interest rate risk:
Pay fixed rate swap with counterparty	Other Liabilities	$	8,000	$	—	$	246	$	8,000	$	—	$	498
Fair value hedge of interest rate risk:
Pay fixed rate swap with counterparty	Other Liabilities	$	2,824	$	—	$	92	$	—	$	—	$	—
Not designated hedges of interest rate risk:
Customer related interest rate contracts:
Matched interest rate swaps with borrowers	Other Assets and Other Liabilities	$	275,736	$	1,899	$	2,658	$	13,860	$	203	$	—
Matched interest rate swaps with counterparty	Other Assets and Other Liabilities	$	275,736	$	468	$	—	$	13,860	$	—	$	181
Not designated hedges of interest rate risk - mortgage banking activities:
Contracts used to hedge mortgage servicing rights	Other Assets	$	94,000	$	—	$	252	$	95,500	$	—	$	52
Forward sales commitments used to hedge mortgage pipeline	Other Assets	$	89,317	$	939	$	—	$	97,092		2,403	$	—
Total derivatives		$	745,613	$	3,306	$	3,248	$	228,312	$	2,606	$	731

Schedule of notional value of forward sale commitments and the fair value of those obligations along with the fair value of the mortgage pipeline

	December 31,
(Dollars in thousands)	2017		2016
Mortgage loan pipeline	$	71,477	$	85,445
Expected closures		53,608		64,083
Fair value of mortgage loan pipeline commitments		920		1,037
Forward sales commitments		89,317		97,092
Fair value of forward commitments		19		1,366