Derivatives (Tables)

12 Months Ended

Dec. 31, 2021

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Summary Information Regarding Derivatives

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

December 31, 2021	Notional  Amount		Average Maturity (Years)	Weighted  Average Rate Fixed		Weighted Average Variable Rate	Fair Value
Classified in Other Assets:
Third party interest rate swaps	$	326,941	7.7	3.14	%	1 Mo. LIBOR + 2.32	$	9,847
Customer interest rate swaps	607,688		8.2	3.97	%	1 Mo. LIBOR + 1.87	33,952
Classified in Other Liabilities:
Customer interest rate swaps	$	326,941	7.7	3.14	%	1 Mo. LIBOR + 2.32	$	(9,847)
Third party interest rate swaps	607,688		8.2	3.97	%	1 Mo. LIBOR + 1.87	(33,952)

December 31, 2020	Notional  Amount		Average Maturity (Years)	Weighted  Average Rate Fixed		Weighted Average Variable Rate	Fair Value
Classified in Other Assets:
3rd 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)
3rd 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)