Derivative Financial Instruments (Tables) - Client-Related

6 Months Ended

Jun. 30, 2016

Derivative [Line Items]

Schedule of Notional Amounts and Fair Values of Derivative Instruments and Client-Related Derivative Instruments

The table below summarizes the notional amounts and fair values of the client-related derivative instruments:

					Asset Derivatives (Other Assets)				Liability Derivatives (Other Liabilities)
	Notional Amount				Fair Value				Fair Value
(in thousands)	June 30, 2016		December 31, 2015		June 30, 2016		December 31, 2015		June 30, 2016		December 31, 2015
Non-designated hedging instruments
Interest rate swap contracts	$	161,598	$	153,630	$	2,264	$	1,155	$	2,264	$	1,155

Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance

For the three and six months ended June 30, 2016 and 2015, the gains and losses offset each other due to the Company's hedging of the client swaps with other bank counterparties.