Note 14 - Financial Derivatives (Tables)

12 Months Ended

Dec. 31, 2021

Notes Tables

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

	December 31, 2021			December 31, 2020
	($ 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		0.16	%		0.44	%
Unrealized loss, net of taxes (1)	$	(3,276	)	$	(6,890	)

	Year ended
	December 31, 2021		December 31, 2020
Periodic net settlement of swaps (2)	$	2,949	$	2,193

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

	December 31, 2021			December 31, 2020
Fair value swap hedges:	($ in thousands)
Notional	$	729,280		$	478,266
Weighted average fixed rate-pay		2.65	%		4.56	%
Weighted average variable rate spread		1.31	%		2.46	%
Weighted average variable rate-receive		1.43	%		3.11	%
Net unrealized loss (1)	$	(1,013	)	$	(15,082	)

	Year ended
	December 31, 2021			December 31, 2020
Periodic net settlement of SWAPs (2)	$	(9,345	)	$	(7,719	)

Derivatives Not Designated as Hedging Instruments [Table Text Block]

	December 31, 2021			December 31, 2020
Derivative financial instruments not designated as hedging instruments:	(In thousands)
Notional amounts:
Option contracts	$	676		$	—
Forward, and swap contracts with positive fair value	$	181,997		$	151,244
Forward, and swap contracts with negative fair value	$	51,782		$	132,813
Fair value:
Option contracts	$	2,911		$	—
Forward, and swap contracts with positive fair value	$	1,113		$	4,658
Forward, and swap contracts with negative fair value	$	(327	)	$	(2,200	)