Derivative Instruments (Tables)

9 Months Ended

Sep. 30, 2021

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):

	September 30, 2021				December 31, 2020
	Notional Amount		Fair Value		Notional Amount		Fair Value
Non-hedging interest rate derivatives:
Customer counterparties:
Loan interest rate swap - assets	$	540,737	$	26,126	$	647,613	$	52,364
Loan interest rate swap - liabilities	139,539		3,684		37,721		562
Non-hedging interest rate derivatives:
Financial institution counterparties:
Loan interest rate swap - assets	149,170		3,954		37,721		562
Loan interest rate swap - liabilities	544,384		26,231		661,866		52,607

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 September 30,				Nine months ended September 30,
	2021		2020		2021		2020
Change in Fair Value Non-Hedging Interest Rate Derivatives:
Other (expense) income - derivative assets	$	(3,999)	$	(4,615)	$	(22,138)	$	37,103
Other income (expense) - derivative liabilities	3,999		4,615		22,138		(37,103)
Other income (expense) - derivative liabilities	59		(20)		411		163