Note 16 - Financial Derivatives (Tables)

6 Months Ended

Jun. 30, 2020

Notes Tables

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

	June 30, 2020			December 31, 2019
Cash flow swap hedges:	($ in thousands)
Notional	$	119,136		$	119,136
Weighted average fixed rate-pay		2.61	%		2.61	%
Weighted average variable rate-receive		0.64	%		2.26	%
Unrealized loss, net of taxes (1)	$	(7,925	)	$	(3,412	)

	Three months ended				Six months ended
	June 30, 2020		June 30, 2019		June 30, 2020		June 30, 2019
Periodic net settlement of swaps (2)	$	514	$	8	$	769	$	(37	)

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

	June 30, 2020			December 31, 2019
Fair value swap hedges:	($ in thousands)
Notional	$	527,477		$	579,584
Weighted average fixed rate-pay		4.59	%		4.71	%
Weighted average variable rate spread		2.53	%		2.62	%
Weighted average variable rate-receive		3.57	%		4.87	%
Net unrealized loss (1)	$	(18,667	)	$	(7,205	)

	Three months ended					Six months ended
	June 30, 2020			June 30, 2019		June 30, 2020			June 30, 2019
Periodic net settlement of SWAPs (2)	$	(2,154	)	$	534	$	(2,797	)	$	1,147

Derivatives Not Designated as Hedging Instruments [Table Text Block]

	June 30, 2020			December 31, 2019
	($ in thousands)
Derivative financial instruments not designated as hedging instruments:
Notional amounts:
Option contracts	$	530		$	908
Spot, forward, and swap contracts with positive fair value	$	101,020		$	146,397
Spot, forward, and swap contracts with negative fair value	$	179,211		$	127,003
Fair value:
Option contracts	$	(6	)	$	(7	)
Spot, forward, and swap contracts with positive fair value	$	1,529		$	2,411
Spot, forward, and swap contracts with negative fair value	$	(531	)	$	(1,415	)