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Derivative Instruments (Tables)
 12 Months Ended
Dec. 31, 2018
Derivative Instrument Detail [Abstract]  
Schedule Of Notional Amounts Of Derivative Instruments
The notional amounts of the Company’s derivative instruments are shown in the table below. These contractual amounts, along with other terms of the derivative, are used to determine amounts to be exchanged between counterparties and are not a measure of loss exposure. At December 31, 2018, with the exception of the interest rate floors (discussed below), the Company's derivative instruments are accounted for as free-standing derivatives, and changes in their fair value are recorded in current earnings.
 
    December 31
(In thousands)
2018
 
2017
Interest rate swaps
$
2,006,280

 
$
1,741,412

Interest rate floors
1,000,000

 
—

Interest rate caps
62,163

 
31,776

Credit risk participation agreements
143,460

 
133,488

Foreign exchange contracts
6,206

 
11,826

Mortgage loan commitments
14,544

 
17,110

Mortgage loan forward sale contracts
5,768

 
2,566

Forward TBA contracts
16,500

 
25,000

Total notional amount
$
3,254,921

 
$
1,963,178
Schedule Of Fair Values Of Derivative Instruments
The fair values of the Company’s derivative instruments are shown in the table below. Information about the valuation methods used to measure fair value is provided in Note 16 on Fair Value Measurements. Derivative instruments with a positive fair value (asset derivatives) are reported in other assets in the consolidated balance sheets while derivative instruments with a negative fair value (liability derivatives) are reported in other liabilities in the consolidated balance sheets. As mentioned in Note 16, effective January 2017, certain collateral posted to and from the Company's clearing counterparty has been offset against the fair values of cleared swaps, such that at December 31, 2018 in the table below, the positive fair values of cleared swaps were reduced by $8.1 million and the negative fair values of cleared swaps were reduced by $6.5 million. At December 31, 2017, the positive fair values of cleared swaps were reduced by $4.5 million and the negative fair values of cleared swaps were reduced by $4.3 million.         
 
Asset Derivatives
 
Liability Derivatives
 
December 31
 
December 31
 
2018
 
2017
 
2018
 
2017
(In thousands)    
Fair Value
 
Fair Value
Derivatives designated as hedging instruments:
 
 
 
 
 
 
 
Interest rate floors
$
29,031

 
$
—

 
$
—

 
$
—

Total derivatives designated as hedging instruments
$
29,031

 
$
—

 
$
—

 
$
—

Derivatives not designated as hedging instruments:
 
 
 
 
 
 
Interest rate swaps
$
11,537

 
$
7,674

 
$
(13,110
)
 
$
(7,857
)
Interest rate caps
24

 
16

 
(24
)
 
(16
)
Credit risk participation agreements
47

 
46

 
(93
)
 
(123
)
Foreign exchange contracts
20

 
21

 
(8
)
 
(40
)
Mortgage loan commitments
536

 
580

 
—

 
—

Mortgage loan forward sale contracts
15

 
8

 
(8
)
 
(7
)
Forward TBA contracts
—

 
4

 
(178
)
 
(31
)
Total derivatives not designated as hedging instruments
$
12,179

 
$
8,349

 
$
(13,421
)
 
$
(8,074
)
Total
$
41,210

 
$
8,349

 
$
(13,421
)
 
$
(8,074
)
Summary of Cash Flow Hedge Activity [Table Text Block]



Amount of Gain or (Loss) Recognized in OCI
Location of Gain (Loss) Reclassified from AOCI into Income
Amount of Gain (Loss) Reclassified from AOCI into Income


For the Year Ended December 31
 
For the Year Ended December 31
(In thousands)
2018
 
2018
Derivatives in cash flow hedging relationships:
 
 
 
Interest rate floors* (a)
$
8,381

Interest and fees on loans
$
(760
)
Total
$
8,381

 
$
(760
)
* No hedging relationship existed during 2017 and 2016.
(a) Amounts shown herein were excluded from the assessment of effectiveness, as they represent the time value component of derivative gains (losses).
Summary Of The Effects Of Derivative Instruments On Consolidated Statements Of Income



Location of Gain or (Loss) Recognized in Income on Derivative
Amount of Gain or (Loss) Recognized in Income on Derivative


 
For the Years
Ended December 31
(In thousands)
 
2018
 
2017
 
2016
Derivative instruments:
 
 
 
 
 
 
Interest rate swaps
Other non-interest income
$
3,914

 
$
1,978

 
$
5,927

Interest rate caps
Other non-interest income
11

 
—

 
—

Credit risk participation agreements
Other non-interest income
150

 
35

 
(44
)
Foreign exchange contracts:
Other non-interest income
31

 
(80
)
 
55

Mortgage loan commitments
Loan fees and sales
(45
)
 
231

 
87

Mortgage loan forward sale contracts
Loan fees and sales
5

 
64

 
(63
)
Forward TBA contracts
Loan fees and sales
414

 
(648
)
 
79

Total
 
$
4,480

 
$
1,580

 
$
6,041
Balance Sheet Offsetting, Derivatives [Table Text Block]
 
 
 
 
Gross Amounts Not Offset in the Balance Sheet
 
(In thousands)
Gross Amount Recognized
Gross Amounts Offset in the Balance Sheet
Net Amounts Presented in the Balance Sheet
Financial Instruments Available for Offset
Collateral Received/Pledged
Net Amount
December 31, 2018
 
 
 
 
 
 
Assets:
 
 
 
 
 
 
Derivatives subject to master netting agreements
$
40,613

$
—

$
40,613

$
(2,992
)
$
(26,174
)
$
11,447

Derivatives not subject to master netting agreements
597

—

597

 
 
 
Total derivatives
41,210

—

41,210

 
 
 
Liabilities:
 
 
 
 
 
 
Derivatives subject to master netting agreements
13,333

—

13,333

(2,992
)
(261
)
10,080

Derivatives not subject to master netting agreements
88

—

88

 
 
 
Total derivatives
13,421

—

13,421

 
 
 
December 31, 2017
 
 
 
 
 
 
Assets:
 
 
 
 
 
 
Derivatives subject to master netting agreements
$
7,726

$
—

$
7,726

$
(233
)
$
(824
)
$
6,669

Derivatives not subject to master netting agreements
623

—

623

 
 
 
Total derivatives
8,349

—

8,349

 
 
 
Liabilities:
 
 
 
 
 
 
Derivatives subject to master netting agreements
7,935

—

7,935

(233
)
(1,570
)
6,132

Derivatives not subject to master netting agreements
139

—

139

 
 
 
Total derivatives
8,074

—

8,074