Derivatives (Tables)

12 Months Ended

Dec. 31, 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):

December 31, 2020	Notional  Amount		Average Maturity (Years)	Weighted  Average Rate Fixed		Weighted Average Variable Rate	Fair Value
Classified in Other Assets:
Third party interest rate swaps	$	73,075	9.5	3.20	%	1 Mo. LIBOR +2.55	$	503
Customer interest rate swaps	907,069		8.7	3.79	%	1 Mo. LIBOR + 1.99	80,231
Classified in Other Liabilities:
Customer interest rate swaps	$	73,075	9.5	3.20	%	1 Mo. LIBOR + 2.55	$	(503)
Third party interest rate swaps	907,069		8.7	3.79	%	1 Mo. LIBOR + 1.99	(80,231)
Interest rate swap (cash flow hedge)	30,000		0.5	1.10	%	3 Mo. LIBOR	(143)

December 31, 2019	Notional  Amount		Average Maturity (Years)	Weighted  Average Rate Fixed		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)