Derivative Financial Instruments (Tables)

3 Months Ended

Mar. 31, 2022

Derivative Financial Instruments

Derivative financial instruments summary

				March 31, 2022						December 31, 2021
	Balance Sheet	Notional		Estimated Fair Value				Notional		Estimated Fair Value
(Dollars in thousands)	Location	Amount		Gain		Loss		Amount		Gain		Loss
Fair value hedge of interest rate risk:
Pay fixed rate swap with counterparty	Other Liabilities	$	18,078	$	—	$	645	$	15,716	$	—	$	1,355
Not designated hedges of interest rate risk:
Customer related interest rate contracts:
Matched interest rate swaps with borrowers	Other Assets and Other Liabilities		10,706,435		106,122		363,248		10,404,605		408,776		69,998
Matched interest rate swaps with counterparty	Other Assets and Other Liabilities		10,704,249		302,885		45,763		10,402,394		—		338,784
Not designated hedges of interest rate risk - mortgage banking activities:
Contracts used to hedge mortgage servicing rights	Other Assets and Other Liabilities		85,000		—		3,084		205,000		1,228		—
Contracts used to hedge mortgage pipeline	Other Assets		277,500		4,381		—		324,000		4,738		—
Total derivatives		$	21,791,262	$	413,388	$	412,740	$	21,351,715	$	414,742	$	410,137

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, 2022		December 31, 2021
Mortgage loan pipeline	$	263,976	$	264,000
Expected closures		241,672		233,265
Fair value of mortgage loan pipeline commitments		256		4,759
Forward sales commitments		277,500		324,000
Fair value of forward commitments		4,124		(21)