Derivative Instruments (Tables)

9 Months Ended

Sep. 30, 2022

Derivative Instruments

Schedule of amounts recorded in the Company's consolidated balance sheets for derivatives not designated as hedging instruments

		September 30, 2022				December 31, 2021
		Fair		Notional		Fair		Notional
(dollars in thousands)		Value		Amount		Value		Amount
Asset Derivatives	Consolidated Balance Sheet Location
Interest rate swaps	Other assets	$	6,608	$	43,784	$	1,366	$	44,826
Interest rate lock commitments	Other assets		—		—		1,507		52,316
Forward loan sales commitments	Other assets		10		333		490		13,418
TBA mortgage backed securities	Other assets		1,352		53,000		34		97,000
Total asset derivatives		$	7,970	$	97,117	$	3,397	$	207,560
Liability Derivatives
Interest rate swaps	Accrued expenses and other liabilities	$	6,608	$	43,784	$	1,368	$	44,826
Interest rate lock commitments	Accrued expenses and other liabilities		134		22,636		—		—
Total liability derivatives		$	6,742	$	66,420	$	1,368	$	44,826

Schedule of gain (loss) recognized on derivatives instruments

		Three months ended				Nine months ended
	Consolidated Statements	September 30,		September 30,		September 30,		September 30,
(dollars in thousands)	of Income Location	2022		2021		2022		2021
Interest rate swaps	Other noninterest income	$	1	$	1	$	2	$	2
Interest rate lock commitments	Mortgage banking		(1,724)		(1,793)		(1,871)		(7,298)
Forward loan sales commitments	Mortgage banking		(532)		(499)		(480)		(2,061)
TBA mortgage backed securities	Mortgage banking		1,317		(690)		5,066		4,865
Total gain/(loss) from derivative instruments		$	(938)	$	(2,981)	$	2,717	$	(4,492)