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Derivative Financial Instruments (Tables)
 6 Months Ended
Jun. 30, 2022
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Summary of Interest Rate Swaps Designated as Cash Flow Hedges
The following table summarizes information about the interest rate swaps designated as cash flow hedges:
(Dollars in thousands)June 30,
2022		December 31,
2021
Notional amount$125,000 $125,000 
Weighted average pay rates2.26 %2.26 %
Weighted average receive rates3.00 %1.10 %
Weighted average maturity3.1 years3.6 years
Pre-tax unrealized gains (losses) included in AOCI$2,680 $(4,879)
Summary of Gains or Losses Recorded in AOCI
The following table presents net (gains) losses recorded in AOCI and in the Unaudited Consolidated Statements of Operations related to the cash flow hedges:
Three Months EndedSix Months Ended
June 30,June 30,
(Dollars in thousands)2022202120222021
Amount of (gains) losses recognized in AOCI, pre-tax$(2,104)$294 $(7,560)$(3,942)
Summary of Cash Flow Hedges
The following table reflects the cash flow hedges, which are included in the Unaudited Consolidated Balance Sheets at fair value:
June 30,
2022		December 31,
2021
(Dollars in thousands)Notional AmountFair ValueNotional AmountFair Value
Included in "Other assets":
Interest rate swaps related to debt$115,000 $2,547 $— $— 
Included in "Accrued expenses and other liabilities":
Interest rate swaps related to debt$10,000 $3 $125,000 $5,020 
Summary of Derivatives Not Designated as Hedging The following table reflects the non-designated hedges, which are included in the Unaudited Consolidated Balance Sheets at fair value::
June 30,
2022		December 31,
2021
(Dollars in thousands)Notional AmountFair ValueNotional AmountFair Value
Included in "Other assets":
Interest rate swaps related to commercial loans$430,406 $17,599 $419,733 $12,163 
Included in "Accrued expenses and other liabilities":
Interest rate swaps related to commercial loans$430,406 $17,599 $419,733 $12,163