Derivative Financial Instruments (Tables)

3 Months Ended

Mar. 31, 2016

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Interest Rate Derivatives

A summary of our derivative financial instruments as of March 31, 2016 and December 31, 2015 follows:

	March 31, 2016
			Derivative Fair Value				Net Ineffective
Dollars in thousands	Notional Amount		Asset		Liability		Hedge Gains/(Losses)
CASH FLOW HEDGES
Pay-fixed/receive-variable interest rate swaps
Long term borrowings	$	110,000	$	—	$	7,391	$	—
FAIR VALUE HEDGES
Pay-fixed/receive-variable interest rate swaps
Commercial loans	$	21,250	$	—	$	847	$	—

	December 31, 2015
			Derivative Fair Value				Net Ineffective
Dollars in thousands	Notional Amount		Asset		Liability		Hedge Gains/(Losses)
CASH FLOW HEDGES
Pay-fixed/receive-variable interest rate swaps
Long term borrowings	$	110,000	$	—	$	5,071	$	—
FAIR VALUE HEDGES
Pay-fixed/receive-variable interest rate swaps
Commercial loans	$	21,250	$	94	$	95	$	—