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Derivatives and Balance Sheet Offsetting (Tables)
 6 Months Ended
Jun. 30, 2018
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, 2018
(in thousands)
Assets
 
 
 
 
 
 
 
 
 
Interest rate contracts
$
8,624

 
$
—

 
$
8,624

 
$
—

 
$
8,624

Liabilities
 
 
 
 
 
 
 
 
 
Interest rate contracts
$
8,624

 
$
—

 
$
8,624

 
$
(1,708
)
 
$
6,916

Repurchase agreements
$
46,229

 
$
—

 
$
46,229

 
$
(46,229
)
 
$
—

 
 
 
 
 
 
 
 
 
 
December 31, 2017
 
 
 
 
 
 
 
 
 
Assets
 
 
 
 
 
 
 
 
 
Interest rate contracts
$
6,707

 
$
—

 
$
6,707

 
$
—

 
$
6,707

Liabilities
 
 
 
 
 
 
 
 
 
Interest rate contracts
$
6,714

 
$
—

 
$
6,714

 
$
(6,714
)
 
$
—

Repurchase agreements
$
79,059

 
$
—

 
$
79,059

 
$
(79,059
)
 
$
—
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, 2018
 
 
(in thousands)
Washington and Oregon State to secure public deposits
 
$
244,565

Federal Reserve Bank to secure borrowings
 
52,370

Other securities pledged
 
93,194

Total securities pledged as collateral
 
$
390,129
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, 2018 and December 31, 2017:
 
Asset Derivatives
 
Liability Derivatives
 
June 30, 2018
 
December 31, 2017
 
June 30, 2018
 
December 31, 2017
 
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
 
$
8,624

 
Other assets
 
$
6,707

 
Other liabilities
 
$
8,624

 
Other liabilities
 
$
6,714
Available-for-sale Securities [Member]  
Derivative [Line Items]  
Carrying Value of Securities Pledged As Collateral
The following table presents the class of collateral pledged for repurchase agreements as well as the remaining contractual maturity of the repurchase agreements:
 
 
Remaining contractual maturity of the agreements
 
 
Overnight and continuous
 
Up to 30 days
 
30 - 90 days
 
Greater than 90 days
 
Total
June 30, 2018
 
(in thousands)
Class of collateral pledged for repurchase agreements
 
 
 
 
 
 
 
 
 
 
U.S. government agency and government-sponsored enterprise mortgage-backed securities and collateralized mortgage obligations
 
$
46,229

 
$
—

 
$
—

 
$
—

 
$
46,229

Gross amount of recognized liabilities for repurchase agreements
 
 
 
 
 
 
 
 
 
46,229

Amounts related to agreements not included in offsetting disclosure
 
 
 
 
 
 
 
 
 
$
—