Derivative Financial Instruments (Tables)

3 Months Ended

Mar. 31, 2019

Derivative Financial Instruments

Derivative financial instruments summary

				March 31, 2019						March 31, 2018
	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 on Junior Subordinated Debt:
Pay fixed rate swap with counterparty	Other Liabilities	$	8,000	$	—	$	25	$	8,000	$	—	$	162
Cash flow hedges of interest rate risk on FHLB Advances:
Pay fixed rate swap with counterparty	Other Assets and Other Liabilities	$	500,000	$	217	$	2,902	$	—	$	—	$	—
Fair value hedge of interest rate risk:
Pay fixed rate swap with counterparty	Other Assets	$	2,799	$	—	$	108	$	2,824	$	—	$	21
Not designated hedges of interest rate risk:
Customer related interest rate contracts:
Matched interest rate swaps with borrowers	Other Assets and Other Liabilities	$	355,045	$	6,112	$	2,137	$	282,047	$	146	$	5,908
Matched interest rate swaps with counterparty	Other Assets and Other Liabilities	$	355,045	$	560	$	5,158	$	282,047	$	5,609	$	3
Not designated hedges of interest rate risk - mortgage banking activities:
Contracts used to hedge mortgage servicing rights	Other Assets	$	129,000	$	1,100	$	—	$	69,000	$	390	$	—
Forward sales commitments used to hedge mortgage pipeline	Other Assets	$	80,059	$	738	$	—	$	98,860		1,275	$	—
Total derivatives		$	1,429,948	$	8,727	$	10,330	$	742,778	$	7,420	$	6,094

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

(Dollars in thousands)	March 31, 2019		December 31, 2018		March 31, 2018
Mortgage loan pipeline	$	95,731	$	50,442	$	92,647
Expected closures		71,798		37,832		69,485
Fair value of mortgage loan pipeline commitments		1,364		705		1,190
Forward sales commitments		80,059		54,533		98,860
Fair value of forward commitments		(626)		(621)		85