Note 14 - Financial Derivatives (Tables)

12 Months Ended

Dec. 31, 2020

Notes Tables

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

	December 31, 2020			December 31, 2019
	($ in thousands)
Cash flow swap hedges:
Notional	$	119,136		$	119,136
Weighted average fixed rate-pay		2.61	%		2.61	%
Weighted average variable rate-receive		0.44	%		2.26	%
Unrealized loss, net of taxes (1)	$	(6,890	)	$	(3,412	)

	Year ended
	December 31, 2020		December 31, 2019
Periodic net settlement of swaps (2)	$	2,193	$	200

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

	December 31, 2020			December 31, 2019
	($ in thousands)
Fair value swap hedges:
Notional	$	478,266		$	579,584
Weighted average fixed rate-pay		4.56	%		4.71	%
Weighted average variable rate spread		2.46	%		2.62	%
Weighted average variable rate-receive		3.11	%		4.87	%
Net unrealized loss (1)	$	(15,082	)	$	(7,205	)

	Year ended
	December 31, 2020			December 31, 2019
Periodic net settlement of SWAPs (2)	$	(7,719	)	$	996

Derivatives Not Designated as Hedging Instruments [Table Text Block]

	December 31, 2020			December 31, 2019
Derivative financial instruments not designated as hedging instruments:	($ in thousands)
Notional amounts:
Option contracts	$	—		$	908
Spot, forward, and swap contracts with positive fair value	$	151,244		$	146,397
Spot, forward, and swap contracts with negative fair value	$	132,813		$	127,003
Fair value:
Option contracts	$	—		$	(7	)
Spot, forward, and swap contracts with positive fair value	$	4,658		$	2,411
Spot, forward, and swap contracts with negative fair value	$	(2,200	)	$	(1,415	)