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Derivatives (Tables)
 9 Months Ended
Sep. 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 and fair value adjustments 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, 2019
 
December 31, 2018
 
(dollars in thousands)
Derivatives not Designated as Hedging Instruments
 
 
 
Credit value adjustment
$
(91
)
 
$
(3
)
Notional amount:
 
 
 
Interest rate derivatives
480,872

 
411,645

Interest rate caps
87,401

 
36,111

Interest rate collars
35,354

 
—

Risk participation agreements
178,502

 
162,139

Sold credit protection on risk participation agreements
(70,016
)
 
(59,315
)
Interest rate options
32,720

 
9,900

Derivatives Designated as Hedging Instruments
 
 
 
Interest rate swaps:
 
 
 
Fair value adjustment
(124
)
 
(133
)
Notional amount
70,000

 
65,000

Interest rate forwards:
 
 
 
Fair value adjustment
(48
)
 
(170
)
Notional amount
47,000

 
15,000

Foreign exchange forwards:
 
 
 
Fair value adjustment
50

 
(6
)
Notional amount
4,874

 
1,927
Schedule of Changes in Fair Value of Derivative Assets and Liabilities
The table below presents the change in the fair value of derivative assets and derivative liabilities attributable to credit risk or fair value changes included in "Other income," 'Other expense," "Interest on subordinated debentures" or "Interest and fees on loans" in the Consolidated Statements of Income:
 
For the Three Months Ended September 30,
 
For the Nine Months Ended September 30,
 
2019
 
2018
 
2019
 
2018
 
(dollars in thousands)
Non-hedging interest rate derivatives
 
 
 
 
 
 
 
(Decrease) increase in other income
$
(33
)
 
$
—

 
$
420

 
$
789

Increase (decrease) in other expense
—

 
221

 
—

 
(432
)
Hedging interest rate derivatives
 
 
 
 
 
 
 
Decrease in interest and fees on loans
—

 
(193
)
 
(118
)
 
(424
)
Decrease in interest from subordinated debentures
(70
)
 
—

 
(70
)
 
—

Increase in other expense
—

 
—

 
7

 
10

Hedging interest rate forwards
 
 
 
 
 
 
 
Increase in other income
201

 
—

 
122

 
—

Increase in other expense
—

 
125

 
—

 
96

Hedging foreign exchange forwards
 
 
 
 
 
 
 
Increase in other expense
3

 
2

 
4

 
10