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Derivatives (Tables)
9 Months Ended
Sep. 30, 2016
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, 2016
 
December 31, 2015
 
(dollars in thousands)
Derivatives not Designated as Hedging Instruments
 
 
 
Credit value adjustment
$
(1,604
)
 
$
(542
)
Notional Amount:
 
 
 
Interest rate derivatives
343,193

 
276,860

Interest rate caps
20,356

 
22,793

Risk participation agreements
195,075

 
126,612

Sold credit protection on risk participation agreements
(40,536
)
 
(20,383
)
Derivatives Designated as Hedging Instruments
 
 
 
Fair value adjustment
(1,960
)
 
922

Notional Amount - Interest rate derivatives
200,000

 
200,000

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,
 
2016
 
2015
 
2016
 
2015
 
(dollars in thousands)
Non-hedging interest rate derivatives
 
 
 
 
 
 
 
Increase (decrease) in other income
$
470

 
$
(783
)
 
$
(1,075
)
 
$
(420
)
Hedging interest rate derivatives
 
 
 
 
 
 
 
Increase (decrease) in interest and fees on loans
404

 
(565
)
 
1,258

 
1,503

Increase in other expense
16

 

 
57

 
21