Derivatives (Tables)

9 Months Ended

Sep. 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:

	September 30, 2017			December 31, 2016
	(dollars in thousands)
Derivatives not Designated as Hedging Instruments
Credit value adjustment	$	(366	)	$	(317	)
Notional amount:
Interest rate derivatives	311,748			345,102
Interest rate caps	36,500			14,762
Risk participation agreements	188,854			174,213
Sold credit protection on risk participation agreements	(39,464		)	(40,281		)
Derivatives Designated as Hedging Instruments
Interest rate swaps:
Fair value adjustment	(189		)	(443		)
Notional amount	150,000			200,000
Interest rate forwards:
Fair value adjustment	(34		)	—
Notional amount	28,000			—
Foreign exchange forwards:
Fair value adjustment	4			(8		)
Notional amount	7,785			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 September 30,					For the Nine Months Ended September 30,
	2017			2016		2017			2016
	(dollars in thousands)
Non-hedging interest rate derivatives
(Decrease) increase in other income	$	(13	)	$	470	$	(49	)	$	(1,075	)
Hedging interest rate derivatives
Increase in interest and fees on loans	35			404		420			1,258
Increase in other expense	9			16		82			57
Hedging interest rate forwards
Increase (decrease) in other expense	61			—		(34		)	—
Hedging foreign exchange forwards
Increase in other expense	2			7		3			14