Derivatives (Tables)

9 Months Ended

Sep. 30, 2020

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Summary Information Regarding Derivatives

The following table presents summary information regarding these derivatives for the periods presented (dollars in thousands):

September 30, 2020	Notional Amount	Average Maturity (Years)	Weighted Average Fixed Rate		Weighted Average Variable Rate	Fair Value
Classified in Other Assets:
Customer interest rate swaps	919,460	9.2	3.78	%	1 Mo. LIBOR + 1.99	95,243
Classified in Other Liabilities:
3rd Party interest rate swaps	919,460	9.2	3.78	%	1 Mo. LIBOR + 1.99	(95,243)
Interest rate swap (cash flow hedge)	30,000	0.8	1.10	%	3 Mo. LIBOR	(206)

December 31, 2019	Notional  Amount		Average Maturity (Years)	Weighted  Average Fixed Rate		Weighted Average Variable Rate	Fair  Value
Classified in Other Assets:
3rd Party interest rate swaps	$	85,796	9.0	3.51	%	1 Mo. LIBOR + 1.95	$	947
Customer interest rate swaps	473,273		9.9	4.32	%	1 Mo. LIBOR + 1.93	25,905
Interest rate swap (cash flow hedge)	30,000		1.5	1.10	%	3 Mo. LIBOR	271
Classified in Other Liabilities:
Customer interest rate swaps	$	85,796	9.0	3.51	%	1 Mo. LIBOR + 1.95	$	(947)
3rd party interest rate swaps	473,273		9.9	4.32	%	1 Mo. LIBOR + 1.93	(25,905)