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Derivatives and Balance Sheet Offsetting (Tables)
 6 Months Ended
Jun. 30, 2016
Derivative [Line Items]  
Balance Sheet Offsetting [Table Text Block]
The following tables show the gross interest rate swap agreements and repurchase agreements in the consolidated balance sheets and the respective collateral received or pledged in the form of other financial instruments, which are generally marketable securities. The collateral amounts in these tables are limited to the outstanding balances of the related asset or liability. Therefore, instances of overcollateralization are not shown.
 
Gross Amounts of Recognized Assets/Liabilities
 
Gross Amounts Offset in the Consolidated Balance Sheets
 
Net Amounts of Assets/Liabilities Presented in the Consolidated Balance Sheets
 
Gross Amounts Not Offset in the Consolidated Balance Sheets
 
 
 
 
Collateral Posted
 
Net Amount
June 30, 2016
(in thousands)
Assets
 
 
 
 
 
 
 
 
 
Interest rate contracts
$
21,904

 
$
—

 
$
21,904

 
$
—

 
$
21,904

Liabilities
 
 
 
 
 
 
 
 
 
Interest rate contracts
$
21,951

 
$
—

 
$
21,951

 
$
(21,951
)
 
$
—

Repurchase agreements
$
89,218

 
$
—

 
$
89,218

 
$
(89,218
)
 
$
—

 
 
 
 
 
 
 
 
 
 
December 31, 2015
 
 
 
 
 
 
 
 
 
Assets
 
 
 
 
 
 
 
 
 
Interest rate contracts
$
12,438

 
$
—

 
$
12,438

 
$
—

 
$
12,438

Liabilities
 
 
 
 
 
 
 
 
 
Interest rate contracts
$
12,478

 
$
—

 
$
12,478

 
$
(12,478
)
 
$
—

Repurchase agreements
$
99,699

 
$
—

 
$
99,699

 
$
(99,699
)
 
$
—
Carrying Value of Securities Pledged As Collateral
The following table summarizes the carrying value of securities pledged as collateral to secure public deposits, borrowings and other purposes as permitted or required by law:
 
 
June 30, 2016
 
 
(in thousands)
Washington and Oregon State to secure public deposits
 
$
396,321

Federal Reserve Bank to secure borrowings
 
44,079

Other securities pledged
 
154,109

Total securities pledged as collateral
 
$
594,509
Not Designated as Hedging Instrument [Member]  
Derivative [Line Items]  
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value
The following table presents the fair value of derivatives not designated as hedging instruments at June 30, 2016 and December 31, 2015:
 
Asset Derivatives
 
Liability Derivatives
 
June 30, 2016
 
December 31, 2015
 
June 30, 2016
 
December 31, 2015
 
Balance Sheet
Location
 
Fair Value
 
Balance Sheet
Location
 
Fair Value
 
Balance Sheet
Location
 
Fair Value
 
Balance Sheet
Location
 
Fair Value
 
(in thousands)
Interest rate contracts
Other assets
 
$
21,904

 
Other assets
 
$
12,438

 
Other liabilities
 
$
21,951

 
Other liabilities
 
$
12,478
Available-for-sale Securities [Member]  
Derivative [Line Items]  
Carrying Value of Securities Pledged As Collateral
 
Gross Amounts of Recognized Assets/Liabilities
 
Gross Amounts Offset in the Consolidated Balance Sheets
 
Net Amounts of Assets/Liabilities Presented in the Consolidated Balance Sheets
 
Gross Amounts Not Offset in the Consolidated Balance Sheets
 
 
 
 
Collateral Posted
 
Net Amount
June 30, 2016
(in thousands)
Assets
 
 
 
 
 
 
 
 
 
Interest rate contracts
$
21,904

 
$
—

 
$
21,904

 
$
—

 
$
21,904

Liabilities
 
 
 
 
 
 
 
 
 
Interest rate contracts
$
21,951

 
$
—

 
$
21,951

 
$
(21,951
)
 
$
—

Repurchase agreements
$
89,218

 
$
—

 
$
89,218

 
$
(89,218
)
 
$
—

 
 
 
 
 
 
 
 
 
 
December 31, 2015
 
 
 
 
 
 
 
 
 
Assets
 
 
 
 
 
 
 
 
 
Interest rate contracts
$
12,438

 
$
—

 
$
12,438

 
$
—

 
$
12,438

Liabilities
 
 
 
 
 
 
 
 
 
Interest rate contracts
$
12,478

 
$
—

 
$
12,478

 
$
(12,478
)
 
$
—

Repurchase agreements
$
99,699

 
$
—

 
$
99,699

 
$
(99,699
)
 
$
—


The following table presents the class of collateral pledged for repurchase agreements as well as the remaining contractual maturity of the repurchase agreements: