Derivatives (Tables)

6 Months Ended

Jun. 30, 2019

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, 2019			December 31, 2018
	(dollars in thousands)
Derivatives not Designated as Hedging Instruments
Credit value adjustment	$	(46	)	$	(3	)
Notional amount:
Interest rate derivatives	451,566			411,645
Interest rate caps	35,944			36,111
Interest rate collars	35,354			—
Risk participation agreements	177,609			162,139
Sold credit protection on risk participation agreements	(63,126		)	(59,315		)
Interest rate options	28,049			9,900
Derivatives Designated as Hedging Instruments
Interest rate swaps:
Fair value adjustment	—			(133		)
Notional amount	—			65,000
Interest rate forwards:
Fair value adjustment	(249		)	(170		)
Notional amount	33,000			15,000
Foreign exchange forwards:
Fair value adjustment	(16		)	(6		)
Notional amount	4,601			1,927

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 Consolidated Statements of Income:

	For the Three Months Ended June 30,						For the Six Months Ended June 30,
	2019			2018			2019			2018
	(dollars in thousands)
Non-hedging interest rate derivatives
Increase in other income	$	35		$	—		$	453		$	789
Decrease in other expense	—			(653		)	—			(653		)
Hedging interest rate derivatives
Decrease in interest and fees on loans	—			(150		)	(118		)	(231		)
Increase in other expense	—			10			7			10
Hedging interest rate forwards
Decrease in other income	(15		)	—			(79		)	—
Increase (decrease) in other expense	—			33			—			(29		)
Hedging foreign exchange forwards
(Decrease) increase in other expense	(1		)	11			1			8