XML 62 R44.htm IDEA: XBRL DOCUMENT v3.20.4
Derivative Financial Instruments (Tables)
12 Months Ended
Dec. 31, 2020
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Interest Rate Derivatives
A summary of our derivative financial instruments as of December 31, 2020 and 2019 follows:
 December 31, 2020
 Derivative Fair ValueNet Ineffective
Dollars in thousandsNotional
Amount
AssetLiabilityHedge Gains/(Losses)
CASH FLOW HEDGES    
Pay-fixed/receive-variable interest rate swaps hedging:   
Short term borrowings$80,000 $— $1,457 $— 
Interest rate caps hedging :
Short term borrowings$100,000 $5,652 $— $— 
 Indexed interest bearing demand deposit accounts100,000 1,001 — — 
 
FAIR VALUE HEDGES
Pay-fixed/receive-variable interest rate swaps hedging:
        Commercial real estate loans$18,192 $— $1,290 $— 

 December 31, 2019
 Derivative Fair ValueNet Ineffective
Dollars in thousandsNotional
Amount
AssetLiabilityHedge Gains/(Losses)
CASH FLOW HEDGES    
Pay-fixed/receive-variable interest rate swaps hedging:   
Short term borrowings$70,000 $— $679 $— 
FAIR VALUE HEDGES
Pay-fixed/receive-variable interest rate swaps hedging:
Commercial real estate loans$18,809 $— $309 $—