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Derivatives (Tables)
9 Months Ended
Sep. 30, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Credit Value Adjustment Recorded Related to Notional Amount Of Derivatives Outstanding
The following table depicts the credit value adjustment recorded related to the notional amount of derivatives outstanding as well as the notional amount of risk participation agreements participated to other banks:
 
September 30, 2015
 
December 31, 2014
 
(dollars in thousands)
Derivatives not Designated as Hedging Instruments
 
 
 
Credit value adjustment
$
(688
)
 
$
(268
)
Notional Amount:
 
 
 
Interest rate derivatives
271,371

 
273,388

Interest rate caps
23,447

 
6,656

Risk participation agreements
124,116

 
113,624

Sold credit protection on risk participation agreements
(17,635
)
 
(17,296
)
Derivatives Designated as Hedging Instruments
 
 
 
Fair value adjustment
2,644

 
472

Notional Amount - Interest rate derivatives
200,000

 
100,000

Schedule of Changes in Fair Value of Derivative Assets and Liabilities
The table below presents the amount representing the change in the fair value of derivative assets and derivative liabilities attributable to credit risk included in Other income on the Condensed Consolidated Statements of Income:
 
For the Three Months Ended September 30,
 
For the Nine Months Ended September 30,
 
2015
 
2014
 
2015
 
2014
 
(dollars in thousands)
Non-hedging interest rate derivatives
 
 
 
 
 
 
 
(Decrease) increase in other income
$
(783
)
 
$
(108
)
 
$
(420
)
 
$
175

Hedging interest rate derivatives
 
 
 
 
 
 
 
Increase in interest and fees on loans
565

 
29

 
1,503

 
29

Increase in other expense

 

 
21