Derivative Instruments (Tables)

9 Months Ended

Sep. 30, 2021

Derivative Instruments

Schedule of amounts recorded in the Company's consolidated balance sheets for derivatives not designated as hedging instruments

		September 30, 2021				December 31, 2020
		Fair		Notional		Fair		Notional
(dollars in thousands)		Value		Amount		Value		Amount
Asset Derivatives	Consolidated Balance Sheet Location
Interest rate swaps	Other assets	$	1,060	$	45,171	$	569	$	44,597
Interest rate lock commitments	Other assets		2,813		107,769		10,124		270,103
Forward loan sales commitments	Other assets		602		18,877		2,664		86,990
TBA mortgage backed securities	Other assets		405		189,470		—		—
Total asset derivatives		$	4,880	$	361,287	$	13,357	$	401,690
Liability Derivatives
Interest rate swaps	Accrued expenses and other liabilities	$	1,062	$	45,171	$	572	$	44,597
TBA mortgage backed securities	Accrued expenses and other liabilities		—		—		2,339		307,000
Total liability derivatives		$	1,062	$	45,171	$	2,911	$	351,597

Schedule of gain (loss) recognized on derivatives instruments

		Three months ended				Nine months ended
	Consolidated Statements	September 30,		September 30,		September 30,		September 30,
(dollars in thousands)	of Income Location	2021		2020		2021		2020
Interest rate swaps	Other noninterest income	$	1	$	(3)	$	2	$	(3)
Interest rate lock commitments	Mortgage banking		(1,793)		5,650		(7,298)		11,229
Forward loan sales commitments	Mortgage banking		(499)		369		(2,061)		1,152
TBA mortgage backed securities	Mortgage banking		(690)		(3,747)		4,865		(9,099)
Total gain/(loss) from derivative instruments		$	(2,981)	$	2,269	$	(4,492)	$	3,279