XML 70 R53.htm IDEA: XBRL DOCUMENT v3.8.0.1
Derivative Instruments and Hedging Activities - Cash Flow Hedges (Details) - Cash Flow Hedging - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2018
Dec. 31, 2017
Derivative Instruments and Hedging Activities Disclosures [Line Items]    
Gross notional amount outstanding $ 2,060,000 $ 1,960,000
Derivative asset fair value in other assets 7,291 [1] 3,989 [2]
Derivative liability fair value in other liabilities [1] $ (15,729) $ (10,219)
Weighted-average interest rate received 1.78% 1.58%
Weighted-average interest rate paid 1.85% 1.61%
Weighted-average maturity (in years) 2 years 2 months 2 years 2 months 29 days
[1] Certain cash flow hedges are transacted through a clearinghouse ("centrally cleared") and their change in fair value is settled by the counterparties to the transaction, which results in no fair value.
[2] This amount represents the fair value if credit risk related contingent features were triggered.