Derivatives (Tables)

6 Months Ended

Jun. 30, 2012

Derivatives [Abstract]

Credit value adjustment recorded related to the 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,			December 31,
	2012			2011
	(dollars in thousands)
Credit value adjustment	$	(2,211	)	$	(2,963	)
Notional Amount:
Interest rate derivatives		208,855			187,368
Risk participation agreements		53,741			128,098
Sold credit protection on risk participation agreements		0			(22,147	)

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,
	2012		2011			2012		2011
	(dollars in thousands)
Non-hedging interest rate derivatives:
Increase (decrease) in other income	$	144	$	(743	)	$	750	$	(535	)