XML 66 R45.htm IDEA: XBRL DOCUMENT v3.6.0.2
Derivative Financial Instruments (Tables)
 12 Months Ended
Dec. 31, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Interest Rate Derivatives
A summary of our derivative financial instruments as of December 31, 2016 and 2015 follows:
 
December 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
 
 
 
 
 
 
 
Short term borrowings
$
110,000

 
$
—

 
$
4,611

 
$
—

 


 


 


 


FAIR VALUE HEDGES
 
 
 
 
 
 
 
Pay-fixed/receive-variable interest rate swaps
 
 
 
 
 
 
 
        Commercial real estate loans
$
20,507

 
$
200

 
$
—

 
$
—



 
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
 
 
 
 
 
 
Short term borrowings
$
110,000

 
$
—

 
$
5,071

 
$
—

 
 
 
 
 
 
 
 
FAIR VALUE HEDGES
 
 
 
 
 
 
 
Pay-fixed/receive-variable interest rate swaps
 
 
 
 
 
 
 
Commercial real estate loans
$
21,250

 
$
94

 
$
95

 
$
—