XML 96 R64.htm IDEA: XBRL DOCUMENT v3.20.1
DERIVATIVE FINANCIAL INSTRUMENTS AND HEDGING ACTIVITIES (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2020
Dec. 31, 2019
Derivative [Line Items]    
Notional Amount $ 672,077 $ 580,372
Estimated Fair Value Asset (Liability) (3,079) (743)
Interest rate swap    
Derivative [Line Items]    
Notional Amount   50,000
Designated as hedging instrument | Cash flow hedges    
Derivative [Line Items]    
Notional Amount $ 100,000 100,000
Weighted Average Maturity (in years) 4 years 3 months 18 days  
Estimated Fair Value Asset (Liability) $ (6,467) (1,311)
Designated as hedging instrument | Cash flow hedges | Interest rate cap agreements    
Derivative [Line Items]    
Notional Amount $ 100,000 $ 100,000
Weighted Average Maturity (in years) 4 years 3 months 18 days 4 years 7 months 6 days
Estimated Fair Value Asset (Liability) $ (6,467) $ (1,311)
Designated as hedging instrument | Fair value hedges    
Derivative [Line Items]    
Notional Amount 37,190 37,190
Estimated Fair Value Asset (Liability) 3,368 593
Designated as hedging instrument | Fair value hedges | Interest rate swap    
Derivative [Line Items]    
Notional Amount $ 37,190 $ 37,190
Weighted Average Maturity (in years) 9 years 3 months 18 days 9 years 7 months 6 days
Estimated Fair Value Asset (Liability) $ 3,368 $ 593
Hedged Asset, Fair Value Hedge 38,710 39,026
Cumulative amount of fair value hedging adjustment in carrying amount 207 523
Designated as hedging instrument | Economic hedges    
Derivative [Line Items]    
Notional Amount $ 511,741 421,434
Weighted Average Maturity (in years)  
Estimated Fair Value Asset (Liability) $ (73) (84)
Designated as hedging instrument | Economic hedges | Forward sale commitments    
Derivative [Line Items]    
Notional Amount $ 53,751 $ 11,228
Weighted Average Maturity (in years) 2 months 12 days 1 month 6 days
Estimated Fair Value Asset (Liability) $ (73) $ (84)
Designated as hedging instrument | Economic hedges | Customer loan derivative liability | MNA counterparty    
Derivative [Line Items]    
Notional Amount $ 150,490 $ 135,598
Weighted Average Maturity (in years) 7 years 9 months 18 days 7 years 6 months
Estimated Fair Value Asset (Liability) $ (15,463) $ (4,669)
Designated as hedging instrument | Economic hedges | Customer loan derivative liability | RPA counterparty    
Derivative [Line Items]    
Notional Amount $ 78,505 $ 69,505
Weighted Average Maturity (in years) 8 years 8 months 12 days 8 years 9 months 18 days
Estimated Fair Value Asset (Liability) $ (9,470) $ (3,377)
Designated as hedging instrument | Economic hedges | Customer loan derivative liability | Customer    
Derivative [Line Items]    
Notional Amount $ 228,995 $ 205,103
Weighted Average Maturity (in years) 8 years 1 month 6 days 8 years 1 month 6 days
Estimated Fair Value Asset (Liability) $ 24,933 $ 8,046
Not designated as hedging instrument    
Derivative [Line Items]    
Notional Amount 23,146 21,748
Estimated Fair Value Asset (Liability) 93 59
Not designated as hedging instrument | Interest rate lock commitments    
Derivative [Line Items]    
Notional Amount $ 23,146 $ 21,748
Weighted Average Maturity (in years) 1 month 6 days 1 month 6 days
Estimated Fair Value Asset (Liability) $ 93 $ 59