Note 16 - Financial Derivatives (Tables)

9 Months Ended

Sep. 30, 2020

Notes Tables

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

	September 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		0.51	%		2.26	%
Unrealized loss, net of taxes (1)	$	(7,393	)	$	(3,412	)

	Three months ended				Nine months ended
	September 30, 2020		September 30, 2019		September 30, 2020		September 30, 2019
Periodic net settlement of swaps (2)	$	702	$	78	$	1,471	$	41

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

	September 30, 2020			December 31, 2019
Fair value swap hedges:	($ in thousands)
Notional	$	494,932		$	579,584
Weighted average fixed rate-pay		4.57	%		4.71	%
Weighted average variable rate spread		1.90	%		2.62	%
Weighted average variable rate-receive		3.27	%		4.87	%
Net unrealized loss (1)	$	(17,037	)	$	(7,205	)

	Three months ended		Nine months ended
	September 30, 2020	September 30, 2019	September 30, 2020	September 30, 2019
Periodic net settlement of SWAPs (2)	$ (2,510)	$ 205	$ (5,307)	$ 1,352

Derivatives Not Designated as Hedging Instruments [Table Text Block]

	September 30, 2020			December 31, 2019
Derivative financial instruments not designated as hedging instruments:	($ in thousands)
Notional amounts:
Option contracts	$	850		$	908
Spot, forward, and swap contracts with positive fair value	$	107,071		$	146,397
Spot, forward, and swap contracts with negative fair value	$	160,489		$	127,003
Fair value:
Option contracts	$	(6	)	$	(7	)
Spot, forward, and swap contracts with positive fair value	$	3,236		$	2,411
Spot, forward, and swap contracts with negative fair value	$	(1,592	)	$	(1,415	)