Balance Sheet Offsetting (Tables)

12 Months Ended

Dec. 31, 2017

Balance Sheet Offsetting [Abstract]

Balance Sheet Offsetting

The following tables present the Corporation’s derivative asset and derivative liability positions and the effect of netting arrangements on the Consolidated Balance Sheets:

(Dollars in thousands)	Gross Derivative Positions		Offsetting Derivative Positions		Net Amounts Presented in Balance Sheet		Cash Collateral Pledged		Net Amount
December 31, 2017
Derivative Assets:
Interest rate risk management contracts:
Interest rate caps		$25		$—		$25		$—		$25
Interest rate floors	110		—		110		—		110
Interest rate swaps	213		—		213		—		213
Loan related derivative contracts:
Interest rate swaps with customers	2,857		2,589		268		—		268
Mirror swaps with counterparties	3,801		2,649		1,152		—		1,152
Total		$7,006		$5,238		$1,768		$—		$1,768
Derivative Liabilities:
Interest rate risk management contracts:
Interest rate swaps		$14		$—		$14		$14		$—
Loan related derivative contracts:
Interest rate swaps with customers	3,884		2,589		1,295		1,025		270
Mirror swaps with counterparties	2,917		2,649		268		—		268
Foreign exchange contracts	26		—		26		—		26
Total		$6,841		$5,238		$1,603		$1,039		$564

(Dollars in thousands)	Gross Derivative Positions		Offsetting Derivative Positions		Net Amounts Presented in Balance Sheet		Cash Collateral Pledged		Net Amount
December 31, 2016
Derivative Assets:
Interest rate risk management contracts:
Interest rate caps		$134		$—		$134		$—		$134
Loan related derivative contracts:
Interest rate swaps with customers	4,920		2,884		2,036		—		2,036
Mirror swaps with counterparties	2,758		2,758		—		—		—
Total		$7,812		$5,642		$2,170		$—		$2,170
Derivative Liabilities:
Loan related derivative contracts:
Interest rate swaps with customers		$2,884		$2,884		$—		$—		$—
Mirror swaps with counterparties	4,986		2,758		2,228		1,295		933
Total		$8,248		$5,642		$2,606		$1,428		$1,178