Derivative Instruments (Tables)

3 Months Ended

Mar. 31, 2019

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, 2019				December 31, 2018
	Notional Amount		Fair Value		Notional Amount		Fair Value
Non-hedging interest rate derivatives:
Customer counterparties:
Loan interest rate swap - assets	$	235,217	$	6,475	$	132,146	$	3,131
Loan interest rate swap - liabilities	275,227		7,007		372,223		13,774
Non-hedging interest rate derivatives:
Financial institution counterparties:
Loan interest rate swap - assets	280,823		7,077		403,500		13,902
Loan interest rate swap - liabilities	235,217		6,475		132,146		3,131

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,
	2019			2018
Change in Fair Value Non-Hedging Interest Rate Derivatives:
Other income - derivative assets	$	(2,879	)	$	7,101
Other income - derivative liabilities	2,879			(7,101		)
Other expense - derivative liabilities	58			90

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, 2019 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

Gross

Net Amounts

Adjustment

Applicable

Amounts

Amounts

of Assets

per

Netting

Recognized in

Offset in the

Presented in

Applicable

Agreement

Statement of

Statement of

the Statement

Master

Fair Value

and Fair

Financial

Financial

of Financial

Netting

of Financial

Value of

Description

Position

Position

Position

Arrangements

Collateral

Collateral

Net Amount

Non-hedging derivative assets:

Interest rate swap agreements - customer counterparties (1)

$

6,475

$

—

$

6,475

$

—

$

6,475

$

6,475

$

—

Interest rate swap agreements - financial institution counterparties (2)

7,077

—

7,077

5,645

—

5,645

1,432

Derivative Liabilities Offset in The Consolidated Balance Sheets

Non-hedging derivative liabilities:
Interest rate swap agreements - customer counterparties (1)	7,007	—	7,007	—	7,007	7,007	—
Interest rate swap agreements - financial institution counterparties (3)	6,475	—	6,475	5,645	830	6,475	—
* 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.
(1) The underlying collateral on the loan serves as collateral for the derivative financial instrument.
(2) The financial institution counterparty posts collateral to the Company.
(3) The Company posts collateral to the financial institution counterparty.