XML 142 R44.htm IDEA: XBRL DOCUMENT v3.19.3.a.u2
Derivative Financial Instruments (Tables)
 12 Months Ended
Dec. 31, 2019
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Interest Rate Derivatives
A summary of our derivative financial instruments as of December 31, 2019 and 2018 follows:
 
December 31, 2019
 
 
 
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
$
70,000

 
$
—

 
$
679

 
$
—

 


 


 


 


FAIR VALUE HEDGES
 
 
 
 
 
 
 
Pay-fixed/receive-variable interest rate swaps
 
 
 
 
 
 
 
        Commercial real estate loans
$
18,809

 
$
—

 
$
309

 
$
—


 
December 31, 2018
 
 
 
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

 
$
—

 
$
411

 
$
—

 
 
 
 
 
 
 
 
FAIR VALUE HEDGES
 
 
 
 
 
 
 
Pay-fixed/receive-variable interest rate swaps
 
 
 
 
 
 
 
Commercial real estate loans
$
19,399

 
$
555

 
$
—

 
$
—