Derivative Financial Instruments (Tables)

6 Months Ended

Jun. 30, 2023

Derivative Financial Instruments

Derivative financial instruments summary

				June 30, 2023						December 31, 2022
	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 Assets	$	12,078	$	422	$	—	$	12,289	$	414	$	—
Not designated hedges of interest rate risk:
Customer related interest rate contracts:
Matched interest rate swaps with borrowers	Other Assets and Other Liabilities		10,832,049		16,235		974,495		10,480,171		8,539		1,033,980
Matched interest rate swaps with counterparty	Other Assets and Other Liabilities		10,744,034		156,591		54		10,400,733		201,263		—
Not designated hedges of interest rate risk – mortgage banking activities:
Contracts used to hedge mortgage servicing rights	Other Liabilities		63,000		—		1,168		35,000		—		163
Contracts used to hedge mortgage pipeline	Other Assets		108,000		1,232		—		51,000		800		—
Total derivatives		$	21,759,161	$	174,480	$	975,717	$	20,979,193	$	211,016	$	1,034,143

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)	June 30, 2023		December 31, 2022
Mortgage loan pipeline	$	99,826	$	40,850
Expected closures		89,037		37,210
Fair value of mortgage loan pipeline commitments		909		524
Forward sales commitments		108,000		51,000
Fair value of forward commitments		323		276