Derivatives and Hedging Derivatives and Hedging (Tables)

12 Months Ended

Dec. 31, 2020

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Instruments [Table Text Block]

The following table presents the total positions, notional and fair value of the Company's customer loans swaps with each party for the dates indicated:

		December 31,
		2020					2019
(In thousands, except number of positions)	Presentation on Consolidated Statements of Condition	Number of Positions	Notional Amount		Fair Value		Number of Positions	Notional Amount		Fair Value
Receive fixed, pay variable	Accrued interest and other liabilities	—	$	—	$	—	10	$	45,243	$	(514)
Receive fixed, pay variable	Other assets	80	376,290		39,627		75	366,351		17,756
Pay fixed, receive variable	Accrued interest and other liabilities	80	376,290		(39,627)		85	411,594		(17,242)
Total		160	$	752,580	$	—	170	$	823,188	$	—

The Company's pipeline of mortgage loans with fixed-rate interest rate lock commitments for which it intends to sell the loan upon origination was as follows for the dates indicated:

		December 31,
		2020				2019
(In thousands)	Presentation on Consolidated Statements of Condition	Notional Amount		Fair Value		Notional Amount		Fair Value
Fixed rate mortgage interest rate locks	Other assets	$	58,574	$	608	$	27,087	$	480
Fixed rate mortgage interest rate locks	Accrued interest and other liabilities	28,346		(248)		2,519		(18)
Total		$	86,920	$	360	$	29,606	$	462

The Company's forward delivery commitments on loans held for sale for the dates indicated were as follows:

		December 31,
		2020				2019
(In thousands)	Presentation on Consolidated Statements of Condition	Notional Amount		Fair Value		Notional Amount		Fair Value
Forward delivery commitments ("best effort")	Other assets	$	24,951	$	311	$	10,846	$	312
Forward delivery commitments ("best effort")	Accrued interest and other liabilities	15,548		(196)		1,069		(15)
Total		$	40,499	$	115	$	11,915	$	297

The details of the interest rate swap for the dates indicated were as follows:

					December 31,
(Dollars in thousands)					2020				2019
Trade Date	Maturity Date	Variable Index Paid	Fixed Rate Received	Presentation on Consolidated Statements of Condition	Notional Amount		Fair Value		Notional Amount		Fair Value
6/12/2019	6/10/2024	1-Month USD LIBOR	1.693%	Other assets	$	100,000	$	5,169	$	100,000	$	483

The details of the Company's interest rate swaps on borrowings for the date indicated was as follows:

(Dollars in thousands)					December 31, 2020
Trade Date	Maturity Date	Variable Index Received	Fixed Rate Paid	Presentation on Consolidated Statements of Condition	Notional Amount		Fair Value
3/2/2020	3/1/2023	Fed Funds Effective Rate	0.705%	Accrued interest and other liabilities	$	50,000	$	(680)
3/26/2020	3/26/2030	3-Month USD LIBOR	0.857%	Accrued interest and other liabilities	50,000		(33)
					$	100,000	$	(713)

The details of the junior subordinated debt interest rate swaps for the dates indicated were as follows:

					December 31,
(Dollars in thousands)					2020				2019
Trade Date	Maturity Date	Variable Index Received	Fixed Rate Paid	Presentation on Consolidated Statements of Condition	Notional Amount		Fair Value		Notional Amount		Fair Value
3/18/2009	6/30/2021	3-Month USD LIBOR	3.69%	Accrued interest and other liabilities	$	10,000	$	(174)	$	10,000	$	(299)
7/8/2009	6/30/2029	3-Month USD LIBOR	4.44%	Accrued interest and other liabilities	10,000		(3,095)		10,000		(2,318)
5/6/2010	6/30/2030	3-Month USD LIBOR	4.31%	Accrued interest and other liabilities	10,000		(3,245)		10,000		(2,384)
3/14/2011	3/30/2031	3-Month USD LIBOR	4.35%	Accrued interest and other liabilities	5,000		(1,739)		5,000		(1,279)
5/4/2011	7/7/2031	3-Month USD LIBOR	4.14%	Accrued interest and other liabilities	8,000		(2,659)		8,000		(1,907)
7/16/2020	6/30/2036	3-Month USD LIBOR	0.83%	Other assets	10,000		562		—		—
					$	53,000	$	(10,350)	$	43,000	$	(8,187)

Schedule of Cash Flow Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block]

The table below presents the effect of cash flow hedge accounting on AOCI for the periods indicated:

	Amount of Gain (Loss) Recognized in OCI on Derivatives, Net of Tax						Location of Gain (Loss) Reclassified from AOCI into Income	Amount of Gain (Loss) Reclassified from AOCI into Income, Gross
	For the Year Ended December 31,							For the Year Ended December 31,
(Dollars in thousands)	2020		2019		2018			2020		2019		2018
Derivatives in Cash Flow Hedge Relationships
Interest rate contracts	$	954	$	(2,334)	$	837	Interest and fees on loans	$	1,006	$	(214)	$	—
							Interest on deposits	(130)		—		—
							Interest on borrowings	(102)		32		58
							Interest on subordinated debentures	(1,371)		(739)		(889)
Total	$	954	$	(2,334)	$	837	Total	$	(597)	$	(921)	$	(831)

The table below presents the effect of cash flow hedge accounting on the consolidated statements of income for the periods indicated:

	Location and Amount of Gain (Loss) Recognized in Income
	For the Year Ended December 31,
	2020							2019						2018
(Dollars in thousands)	Interest and fees on loans		Interest on deposits		Interest on borrowings	Interest on subordinated debentures		Interest and fees on loans		Interest on borrowings		Interest on subordinated debentures		Interest on borrowings		Interest on subordinated debentures
Total presented on the consolidated statements of income in which the effects of cash flow hedges are recorded	$	134,000	$	15,544	1,837	$	3,512	$	143,399	$	3,621	$	3,266	$	7,456	$	3,415
Gain (loss) on cash flow hedging relationships
Interest rate contracts:
Amount of gain (loss) reclassified from AOCI into income	1,006		(130)		(102)	(1,371)		(214)		32		(739)		58		(889)