Note 15 - Financial Derivatives (Tables)

9 Months Ended

Sep. 30, 2026

Notes Tables

Derivatives Not Designated as Hedging Instruments [Table Text Block]

Derivative financial instruments not designated as hedging instruments:	September 30, 2026			December 31, 2025
	($ In thousands)
Notional amounts:
Forward, and swap contracts with positive fair value	$	1,278,782		$	1,194,638
Forward, and swap contracts with negative fair value	$	1,147,546		$	1,056,592
Fair value:
Forward, and swap contracts with positive fair value	$	36,224		$	24,199
Forward, and swap contracts with negative fair value	$	(36,156	)	$	(24,061	)

Schedule of Cash Flow Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block]

	September 30, 2026			December 31, 2025
	($ In thousands)
Fair value swap hedges:
Notional	$	522,904		$	625,222
Weighted average fixed rate-pay		4.15	%		4.06	%
Weighted average variable rate spread		0.18	%		0.19	%
Weighted average variable rate-receive		3.87	%		4.41	%
Net gain/(loss)(1)	$	3,191		$	(2,417	)
(1) the amount is included in other non-interest income.

	Three Months Ended					Nine Months Ended
	September 30, 2026			September 30, 2025		September 30, 2026			September 30, 2025
Periodic net settlement of swaps (1)	$	(507	)	$	510	$	(1,606	)	$	2,844
(1) the amount of periodic net settlement of interest rate swaps was included in interest income.