Derivative Financial Instruments (Tables) - Client-Related

3 Months Ended

Mar. 31, 2017

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)	March 31, 2017		December 31, 2016		March 31, 2017		December 31, 2016		March 31, 2017		December 31, 2016
Non-designated hedging instruments
Interest rate swap contracts	$	153,069	$	124,322	$	1,449	$	982	$	1,449	$	982
Foreign exchange forward contracts	3,954		3,034		3,954		3,034		3,954		3,034

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

For the three months ended March 31, 2017 and 2016, the gains and losses offset each other due to the Company's hedging of the client swaps and foreign exchange contracts with other bank counterparties.