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Derivatives (Tables)
6 Months Ended
Jun. 30, 2017
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:
 
June 30, 2017
 
December 31, 2016
 
(dollars in thousands)
Derivatives not Designated as Hedging Instruments
 
 
 
Credit value adjustment
$
(353
)
 
$
(317
)
Notional amount:
 
 
 
Interest rate derivatives
337,020

 
345,102

Interest rate caps
26,500

 
14,762

Risk participation agreements
172,634

 
174,213

Sold credit protection on risk participation agreements
(39,754
)
 
(40,281
)
Derivatives Designated as Hedging Instruments
 
 
 
Interest rate swaps:
 
 
 
Fair value adjustment
(139
)
 
(443
)
Notional amount
200,000

 
200,000

Interest rate forwards:
 
 
 
Fair value adjustment
95

 

Notional amount
29,000

 

Foreign exchange forwards:
 
 
 
Fair value adjustment
(76
)
 
(8
)
Notional amount
8,239

 
4,749

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 June 30,
 
For the Six Months Ended June 30,
 
2017
 
2016
 
2017
 
2016
 
(dollars in thousands)
Non-hedging interest rate derivatives
 
 
 
 
 
 
 
Decrease in other income
$
(37
)
 
$
(531
)
 
$
(35
)
 
$
(1,545
)
Hedging interest rate derivatives
 
 
 
 
 
 
 
Increase in interest and fees on loans
136

 
424

 
385

 
854

(Decrease) increase in other expense
(5
)
 
26

 
73

 
41

Hedging interest rate forwards
 
 
 
 
 
 
 
(Decrease) increase in other expense
(17
)
 

 
95

 

Hedging foreign exchange forwards
 
 
 
 
 
 
 
(Decrease) increase in other expense
(1
)
 
4

 
1

 
7