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Derivatives (Tables)
 9 Months Ended
Sep. 30, 2018
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, 2018
 
December 31, 2017
 
(dollars in thousands)
Derivatives not Designated as Hedging Instruments
 
 
 
Credit value adjustment
$
(1
)
 
$
(791
)
Notional amount:
 
 
 
Interest rate derivatives
402,840

 
401,304

Interest rate caps
36,194

 
46,444

Risk participation agreements
201,989

 
197,660

Sold credit protection on risk participation agreements
(64,182
)
 
(46,170
)
Interest rate options
16,718

 
—

Derivatives Designated as Hedging Instruments
 
 
 
Interest rate swaps:
 
 
 
Fair value adjustment
(294
)
 
459

Notional amount
65,000

 
150,000

Interest rate forwards:
 
 
 
Fair value adjustment
(77
)
 
19

Notional amount
19,000

 
17,000

Foreign exchange forwards:
 
 
 
Fair value adjustment
6

 
(70
)
Notional amount
4,058

 
10,077
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,
 
2018
 
2017
 
2018
 
2017
 
(dollars in thousands)
Non-hedging interest rate derivatives
 
 
 
 
 
 
 
(Decrease) increase in other income
$
—

 
$
(13
)
 
$
789

 
$
(49
)
Increase (decrease) in other expense
221

 
—

 
(432
)
 
—

Hedging interest rate derivatives
 
 
 
 
 
 
 
(Decrease) increase in interest and fees on loans
(193
)
 
35

 
(424
)
 
420

Increase in other expense
—

 
9

 
10

 
82

Hedging interest rate forwards
 
 
 
 
 
 
 
Increase (decrease) in other expense
125

 
61

 
96

 
(34
)
Hedging foreign exchange forwards
 
 
 
 
 
 
 
Increase in other expense
2

 
2

 
10

 
3