Derivative Instruments (Tables)

3 Months Ended

Mar. 31, 2018

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Fair Value Of Derivative Instruments

The following table summarizes the notional and fair value of these derivative instruments (in thousands):

	March 31, 2018				December 31, 2017
	Notional Amount		Fair Value		Notional Amount		Fair Value
Non-hedging interest rate derivatives:
Customer counterparties:
Loan interest rate swap - assets	$	86,856	$	2,039	$	225,480	$	4,877
Loan interest rate swap - liabilities	426,241		19,452		314,450		9,513
Financial institution counterparties:
Loan interest rate swap - assets	432,755		19,620		320,949		9,591
Loan interest rate swap - liabilities	86,856		2,039		218,924		4,877
Derivatives designated as hedges of fair value:
Financial institution counterparties:
Loan interest rate swap - assets	3,961		93		4,326		34

Change In Fair Value Of Derivative Instruments

The following table summarizes the change in fair value of these derivative instruments (in thousands):

	Three months ended March 31,
	2018		2017
Change in fair value non-hedging interest rate derivatives:
Other expense	$	90	$	45
Change in fair value hedging interest rate derivatives:
Other expense	1		(4		)

Derivative Assets Offset in The Consolidated Balance Sheets

Information about financial instruments that are eligible for offset in the consolidated balance sheet as of March 31, 2018 is presented in the following tables (in thousands):

							Gross Amounts
							Not Offset in the
							Balance Sheet
											Total
											of Gross
											Amounts
											Not Offset in
											the Statement
											of Financial
											Position
							Netting				Including
			Gross		Net Amounts		Adjustment				Applicable
			Amounts		of Assets		per				Netting
	Gross		Offset in the		Presented in		Applicable				Agreement
	Amounts of		Statement of		the Statement		Master		Fair Value		and Fair
	Recognized		Financial		of Financial		Netting		of Financial		Value of
Description	Assets		Position		Position		Arrangements		Collateral		Collateral		Net Amount
	(a)		(b)		(c)=(a)-(b)						(d)		(c)-(d) *
Non-hedging derivative assets:
Interest rate swap agreements - customer counterparties	$	2,039	$	—	$	2,039	$	—	$	2,039	$	2,039	$	—
Interest rate swap agreements - financial institution counterparties	$	19,620	$	—	$	19,620	$	—	$	—	$	—	$	19,620
Hedging derivative assets:
Interest rate swap agreements - financial institution counterparties	$	93	$	—	$	93	$	—	$	70	$	70	$	23

Derivative Liabilities Offset in The Consolidated Balance Sheets

Non-hedging derivative liabilities:
Interest rate swap agreements - customer counterparties	$	19,452	$	—	$	19,452	$	—	$	19,452	$	19,452	$	—
Interest rate swap agreements - financial institution counterparties	$	2,039	$	—	$	2,039	$	—	$	14,671	$	14,671	$	—
*	For instances where the fair value of financial collateral meets or exceeds the amounts presented in the Consolidated Balance Sheets, no value is displayed to represent full collateralization.