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Derivatives (Tables) | 3 Months Ended
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Mar. 31, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract] |
Schedule of Notional and Fair Values of Derivatives | The following table presents the notional amounts and fair values of the Company’s derivatives as of March 31, 2025 and December 31, 2024. Certain derivative contracts are cleared through central clearing organizations where variation margin is applied daily as settlement to the fair values of the contracts. The fair values are presented on a gross basis prior to the application of bilateral collateral and master netting agreements, but after the application of variation margin payments as settlement to fair values of contracts cleared through central clearing organizations. Applying variation margin payments as settlement to the fair values of derivative contracts cleared through the London Clearing House (“LCH”) and the Chicago Mercantile Exchange (“CME”) resulted in reductions in the derivative asset and liability fair values of $12 million and $44 million, respectively, as of March 31, 2025. In comparison, applying variation margin payments as settlement to LCH- and CME-cleared derivative transactions resulted in reductions in the derivative asset and liability fair values of $17 million and $15 million, respectively, as of December 31, 2024. Total derivative asset and liability fair values are adjusted to reflect the effects of legally enforceable master netting agreements and cash collateral received or paid. The resulting net derivative asset and liability fair values are included in Other assets and Accrued expenses and other liabilities, respectively, on the Consolidated Balance Sheet.
|  | March 31, 2025 |  | December 31, 2024 |  |
|  |  |  | Fair Value |  |  |  | Fair Value |  |
($ in thousands) |  | Notional Amount |  | Assets |  | Liabilities |  | Notional Amount |  | Assets |  | Liabilities |  |
Derivatives designated as hedging instruments: |  |  |  |  |  |  |  |  |  |  |  |  |  |
Cash flow hedges: |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate contracts |  | $ | 4,250,000 |  |  | $ | 25,982 |  |  | $ | 12,153 |  |  | $ | 5,250,000 |  |  | $ | 5,647 |  |  | $ | 35,211 |  |  |
Total derivatives designated as hedging instruments |  | $ | 4,250,000 |  |  | $ | 25,982 |  |  | $ | 12,153 |  |  | $ | 5,250,000 |  |  | $ | 5,647 |  |  | $ | 35,211 |  |  |
Derivatives not designated as hedging instruments: |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate contracts |  | $ | 17,147,077 |  |  | $ | 325,232 |  |  | $ | 324,030 |  |  | $ | 17,005,381 |  |  | $ | 379,664 |  |  | $ | 378,961 |  |  |
Commodity contracts (1) |  | — |  |  | 122,866 |  |  | 81,862 |  |  | — |  |  | 48,499 |  |  | 45,328 |  |  |
Foreign exchange contracts |  | 4,509,409 |  |  | 39,381 |  |  | 30,901 |  |  | 5,201,460 |  |  | 89,083 |  |  | 71,254 |  |  |
Credit contracts (2) |  | 190,871 |  |  | 18 |  |  | 19 |  |  | 168,999 |  |  | 1 |  |  | 12 |  |  |
Equity contracts |  | — |  |  | 418 |  | (3) | 15,119 |  | (4) | — |  |  | 239 |  | (3) | 15,119 |  | (4) |
Total derivatives not designated as hedging instruments |  | $ | 21,847,357 |  |  | $ | 487,915 |  |  | $ | 451,931 |  |  | $ | 22,375,840 |  |  | $ | 517,486 |  |  | $ | 510,674 |  |  |
Gross derivative assets/liabilities |  |  |  | $ | 513,897 |  |  | $ | 464,084 |  |  |  |  | $ | 523,133 |  |  | $ | 545,885 |  |  |
Less: Master netting agreements |  |  |  | (90,876) |  |  | (90,876) |  |  |  |  | (111,124) |  |  | (111,124) |  |  |
Less: Cash collateral received |  |  |  | (238,687) |  |  | (9,851) |  |  |  |  | (316,168) |  |  | (1,160) |  |  |
Net derivative assets/liabilities |  |  |  | $ | 184,334 |  |  | $ | 363,357 |  |  |  |  | $ | 95,841 |  |  | $ | 433,601 |  |  |
(1)The notional amount of the Company’s commodity contracts totaled 19 million barrels of crude oil and 426 million units of natural gas, measured in million British thermal units (“MMBTUs”) as of March 31, 2025. In comparison, the notional amount of the Company’s commodity contracts totaled 21 million barrels of crude oil and 407 million MMBTUs of natural gas as of December 31, 2024. (2)The notional amount for the credit contracts reflects the Company’s pro-rata share of the notional amount in the underlying derivative instruments in RPAs. (3)The Company held warrant equity contracts in nine and eight private companies as of March 31, 2025 and December 31, 2024, respectively. (4)Equity contracts classified as derivative liabilities consist of 349,138 performance-based RSUs granted as part of EWBC’s consideration in its investment in Rayliant. The following table presents the notional amounts and the gross fair values of the interest rate and foreign exchange derivatives entered into with customers and with third-party financial institutions as economic hedges to customers’ positions as of March 31, 2025 and December 31, 2024:
|  | March 31, 2025 |  | December 31, 2024 |  |  |  |
|  |  |  | Fair Value |  |  |  | Fair Value |  |  |  |
($ in thousands) |  | Notional Amount |  | Assets |  | Liabilities |  | Notional Amount |  | Assets |  | Liabilities |  |  |  |
Customer-related positions: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate contracts: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Swaps |  | $ | 6,906,842 |  |  | $ | 30,939 |  |  | $ | 287,307 |  |  | $ | 6,854,372 |  |  | $ | 11,828 |  |  | $ | 361,256 |  |  |  |  |
Written options |  | 1,477,752 |  |  | — |  |  | 4,616 |  |  | 1,458,428 |  |  | — |  |  | 4,953 |  |  |  |  |
Collars and corridors |  | 188,944 |  |  | 194 |  |  | 253 |  |  | 181,039 |  |  | 80 |  |  | 440 |  |  |  |  |
Subtotal |  | 8,573,538 |  |  | 31,133 |  |  | 292,176 |  |  | 8,493,839 |  |  | 11,908 |  |  | 366,649 |  |  |  |  |
Foreign exchange contracts: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Forwards and spot |  | 742,154 |  |  | 5,191 |  |  | 8,829 |  |  | 996,486 |  |  | 11,693 |  |  | 24,201 |  |  |  |  |
Swaps |  | 1,241,537 |  |  | 16,106 |  |  | 2,539 |  |  | 1,504,469 |  |  | 16,117 |  |  | 25,366 |  |  |  |  |
Written options |  | 161,165 |  |  | — |  |  | 2,433 |  |  | — |  |  | — |  |  | — |  |  |  |  |
Subtotal |  | 2,144,856 |  |  | 21,297 |  |  | 13,801 |  |  | 2,500,955 |  |  | 27,810 |  |  | 49,567 |  |  |  |  |
Total |  | $ | 10,718,394 |  |  | $ | 52,430 |  |  | $ | 305,977 |  |  | $ | 10,994,794 |  |  | $ | 39,718 |  |  | $ | 416,216 |  |  |  |  |
Economic hedges: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate contracts: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Swaps |  | $ | 6,906,842 |  |  | $ | 289,196 |  |  | $ | 31,653 |  |  | $ | 6,872,075 |  |  | $ | 362,323 |  |  | $ | 12,228 |  |  |  |  |
Purchased options |  | 1,477,752 |  |  | 4,649 |  |  | — |  |  | 1,458,428 |  |  | 4,990 |  |  | — |  |  |  |  |
Collars and corridors |  | 188,944 |  |  | 254 |  |  | 201 |  |  | 181,039 |  |  | 443 |  |  | 84 |  |  |  |  |
Subtotal |  | 8,573,538 |  |  | 294,099 |  |  | 31,854 |  |  | 8,511,542 |  |  | 367,756 |  |  | 12,312 |  |  |  |  |
Foreign exchange contracts: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Forwards and spot |  | 106,076 |  |  | 539 |  |  | 257 |  |  | 86,750 |  |  | 2,318 |  |  | 1,738 |  |  |  |  |
Swaps |  | 2,097,312 |  |  | 15,112 |  |  | 16,843 |  |  | 2,613,755 |  |  | 58,955 |  |  | 19,949 |  |  |  |  |
Purchased options |  | 161,165 |  |  | 2,433 |  |  | — |  |  | — |  |  | — |  |  | — |  |  |  |  |
Subtotal |  | 2,364,553 |  |  | 18,084 |  |  | 17,100 |  |  | 2,700,505 |  |  | 61,273 |  |  | 21,687 |  |  |  |  |
Total |  | $ | 10,938,091 |  |  | $ | 312,183 |  |  | $ | 48,954 |  |  | $ | 11,212,047 |  |  | $ | 429,029 |  |  | $ | 33,999 |  |  |  |  |
The Company enters into energy commodity contracts with its customers in the oil and gas sector, which allow them to hedge against the risk of fluctuation in energy commodity prices. Offsetting contracts entered with third-party financial institutions are used as economic hedges to manage the Company’s exposure on its customer-related positions. The following table presents the notional amounts in units and the gross fair values of the commodity derivatives issued for customer-related positions and economic hedges as of March 31, 2025 and December 31, 2024:
|  | March 31, 2025 |  | December 31, 2024 |  |  |  |
|  |  |  |  |  | Fair Value |  |  |  |  |  | Fair Value |  |  |  |
($ and unit in thousands) |  | Notional Units |  | Assets |  | Liabilities |  | Notional Units |  | Assets |  | Liabilities |  |  |  |
Customer-related positions: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Commodity contracts: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Crude oil: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Swaps |  | 5,365 |  |  | Barrels |  | $ | 3,321 |  |  | $ | 8,138 |  |  | 4,830 |  |  | Barrels |  | $ | 4,682 |  |  | $ | 6,874 |  |  |  |  |
Collars |  | 4,292 |  |  | Barrels |  | 1,293 |  |  | 2,685 |  |  | 5,477 |  |  | Barrels |  | 1,604 |  |  | 3,362 |  |  |  |  |
Subtotal |  | 9,657 |  |  | Barrels |  | 4,614 |  |  | 10,823 |  |  | 10,307 |  |  | Barrels |  | 6,286 |  |  | 10,236 |  |  |  |  |
Natural gas: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Swaps |  | 132,980 |  |  | MMBTUs |  | 72,251 |  |  | 2,109 |  |  | 141,736 |  |  | MMBTUs |  | 13,095 |  |  | 17,708 |  |  |  |  |
Collars |  | 81,148 |  |  | MMBTUs |  | 39,052 |  |  | 120 |  |  | 62,045 |  |  | MMBTUs |  | 6,061 |  |  | 4,556 |  |  |  |  |
Written options |  | 1,234 |  |  | MMBTUs |  | 219 |  |  | — |  |  | 1,234 |  |  | MMBTUs |  | 167 |  |  | — |  |  |  |  |
Subtotal |  | 215,362 |  |  | MMBTUs |  | 111,522 |  |  | 2,229 |  |  | 205,015 |  |  | MMBTUs |  | 19,323 |  |  | 22,264 |  |  |  |  |
Total |  |  |  |  |  | $ | 116,136 |  |  | $ | 13,052 |  |  |  |  |  |  | $ | 25,609 |  |  | $ | 32,500 |  |  |  |  |
Economic hedges: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Commodity contracts: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Crude oil: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Swaps |  | 5,365 |  |  | Barrels |  | $ | 4,718 |  |  | $ | 2,813 |  |  | 4,830 |  |  | Barrels |  | $ | 4,479 |  |  | $ | 3,893 |  |  |  |  |
Collars |  | 4,292 |  |  | Barrels |  | 627 |  |  | 419 |  |  | 5,477 |  |  | Barrels |  | 1,547 |  |  | 76 |  |  |  |  |
Subtotal |  | 9,657 |  |  | Barrels |  | 5,345 |  |  | 3,232 |  |  | 10,307 |  |  | Barrels |  | 6,026 |  |  | 3,969 |  |  |  |  |
Natural gas: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Swaps |  | 129,568 |  |  | MMBTUs |  | 1,265 |  |  | 38,435 |  |  | 139,136 |  |  | MMBTUs |  | 13,323 |  |  | 5,056 |  |  |  |  |
Collars |  | 79,563 |  |  | MMBTUs |  | 120 |  |  | 26,939 |  |  | 61,341 |  |  | MMBTUs |  | 3,541 |  |  | 3,650 |  |  |  |  |
Purchased options |  | 1,234 |  |  | MMBTUs |  | — |  |  | 204 |  |  | 1,234 |  |  | MMBTUs |  | — |  |  | 153 |  |  |  |  |
Subtotal |  | 210,365 |  |  | MMBTUs |  | 1,385 |  |  | 65,578 |  |  | 201,711 |  |  | MMBTUs |  | 16,864 |  |  | 8,859 |  |  |  |  |
Total |  |  |  |  |  | $ | 6,730 |  |  | $ | 68,810 |  |  |  |  |  |  | $ | 22,890 |  |  | $ | 12,828 |  |  |  |  |
The following table presents the notional amounts and the gross fair values of RPAs sold and purchased outstanding as of March 31, 2025 and December 31, 2024:
|  | March 31, 2025 |  | December 31, 2024
|  | Notional Amount |  | Fair Value |  | Notional Amount |  | Fair Value
($ in thousands) |  |  | Assets |  | Liabilities |  |  | Assets |  | Liabilities
RPAs — protection sold (1) |  | $ | 140,099 |  |  | $ | — |  |  | $ | 19 |  |  | $ | 133,174 |  |  | $ | — |  |  | $ | 12 |
RPAs — protection purchased |  | 50,772 |  |  | 18 |  |  | — |  |  | 35,825 |  |  | 1 |  |  | — |
Total RPAs |  | $ | 190,871 |  |  | $ | 18 |  |  | $ | 19 |  |  | $ | 168,999 |  |  | $ | 1 |  |  | $ | 12 |
(1)All reference entities of the protection sold RPAs were investment grade. The weighted-average remaining maturities were 1.6 years as of both March 31, 2025 and December 31, 2024.
Schedule of Pre-Tax Changes in AOCI from Cash Flows Hedges | The following table presents the pre-tax changes in AOCI from cash flow hedges for the three months ended March 31, 2025 and 2024. The after-tax impact of cash flow hedges on AOCI is shown in Note 13 — Accumulated Other Comprehensive Income (Loss) to the Consolidated Financial Statements in this Form 10-Q.
|  | Three Months Ended March 31, |  |  |
($ in thousands) |  | 2025 |  | 2024 |  |  |  |  |
Gains (losses) recognized in AOCI: |  |  |  |  |  |  |  |  |
Interest rate contracts |  | $ | 37,466 |  |  | $ | (90,376) |  |  |  |  |  |
Losses reclassified from AOCI into earnings: |  |  |  |  |  |  |  |  |
Interest and dividend income (for cash flow hedges on loans) |  | $ | (7,052) |  |  | $ | (24,605) |  |  |  |  |  |
Schedule of Net Investment Hedges in Accumulated Other Comprehensive Income (Loss) | The following table presents the pre-tax gains recognized in AOCI on net investment hedges for the three months ended March 31, 2025 and 2024:
|  | Three Months Ended March 31, |  |
($ in thousands) |  | 2025 |  | 2024 |  |  |  |
Gains recognized in AOCI |  | $ | — |  |  | $ | 586 |  |  |  |  |
Schedule of Net Gains (Losses) Recognized on the Consolidated Statements of Income Related to Derivatives not Designated as Hedging Instruments | The following table presents the net gains (losses) due to fair value changes that are recognized on the Company’s Consolidated Statement of Income related to derivatives not designated as hedging instruments for the three months ended March 31, 2025 and 2024:
|  |  |  | Three Months Ended March 31, |  |
($ in thousands) |  | Classification on Consolidated Statement of Income |  | 2025 |  | 2024 |  |  |  |
Derivatives not designated as hedging instruments: |  |  |  |  |  |  |  |  |  |
Interest rate contracts |  | Customer derivative (losses) income |  | $ | (1,402) |  |  | $ | 484 |  |  |  |  |
Foreign exchange contracts |  | Foreign exchange income |  | 13,238 |  |  | 12,780 |  |  |  |  |
Credit contracts |  | Customer derivative income (losses) |  | 10 |  |  | (5) |  |  |  |  |
Equity contracts - warrants |  | Lending and loan servicing fees |  | 179 |  |  | (6) |  |  |  |  |
Commodity contracts |  | Customer derivative (losses) income |  | (78) |  |  | 134 |  |  |  |  |
Net gains |  |  |  | $ | 11,947 |  |  | $ | 13,387 |  |  |  |  |
Schedule of Gross Derivative Fair Values, the Balance Sheet Netting Adjustments and Net Fair Values on the Consolidated Balance Sheets, As Well As the Cash and Non-Cash Collateral | The following tables present the gross derivative fair values, the balance sheet netting adjustments, and the resulting net fair values recorded on the Consolidated Balance Sheet, as well as the cash and noncash collateral associated with master netting arrangements. The gross fair values of derivative assets and liabilities are presented after the application of variation margin payments as settlements to the fair values of contracts cleared through central clearing organizations, where applicable. The collateral amounts in the following tables are limited to the outstanding balances of the related asset or liability. Therefore, instances of over-collateralization are not shown:
($ in thousands) |  | As of March 31, 2025
|  |  |  | Gross Amounts Offset on the Consolidated Balance Sheet |  | Net Amounts Presented on the Consolidated Balance Sheet |  | Gross Amounts Not Offset on the Consolidated Balance Sheet |  |
|  | Gross Amounts Recognized (1) |  | Master Netting Arrangements |  | Cash Collateral Received (3) |  |  | Security Collateral Received (5) |  | Net Amount
Derivative assets |  | $ | 513,897 |  |  | $ | (90,876) |  |  | $ | (238,687) |  |  | $ | 184,334 |  |  | $ | (36,436) |  |  | $ | 147,898 |
|  |  |  | Gross Amounts Offset on the Consolidated Balance Sheet |  | Net Amounts Presented on the Consolidated Balance Sheet |  | Gross Amounts Not Offset on the Consolidated Balance Sheet |  |
|  | Gross Amounts Recognized (2) |  | Master Netting Arrangements |  | Cash Collateral Pledged (4) |  |  | Security Collateral Pledged (5) |  | Net Amount
Derivative liabilities |  | $ | 464,084 |  |  | $ | (90,876) |  |  | $ | (9,851) |  |  | $ | 363,357 |  |  | $ | (22,878) |  |  | $ | 340,479 |
($ in thousands) |  | As of December 31, 2024
|  |  |  | Gross Amounts Offset on the Consolidated Balance Sheet |  | Net Amounts Presented on the Consolidated Balance Sheet |  | Gross Amounts Not Offset on the Consolidated Balance Sheet |  |
|  | Gross Amounts Recognized (1) |  | Master Netting Arrangements |  | Cash Collateral Received (3) |  |  | Security Collateral Received (5) |  | Net Amount
Derivative assets |  | $ | 523,133 |  |  | $ | (111,124) |  |  | $ | (316,168) |  |  | $ | 95,841 |  |  | $ | (55,222) |  |  | $ | 40,619 |
|  |  |  | Gross Amounts Offset on the Consolidated Balance Sheet |  | Net Amounts Presented on the Consolidated Balance Sheet |  | Gross Amounts Not Offset on the Consolidated Balance Sheet |  |
|  | Gross Amounts Recognized (2) |  | Master Netting Arrangements |  | Cash Collateral Pledged (4) |  |  | Security Collateral Pledged (5) |  | Net Amount
Derivative liabilities |  | $ | 545,885 |  |  | $ | (111,124) |  |  | $ | (1,160) |  |  | $ | 433,601 |  |  | $ | — |  |  | $ | 433,601 |
(1)Includes $9 million and $4 million of gross fair value assets with counterparties that were not subject to enforceable master netting arrangements or similar agreements as of March 31, 2025 and December 31, 2024, respectively. (2)Includes $17 million and $27 million of gross fair value liabilities with counterparties that were not subject to enforceable master netting arrangements or similar agreements as of March 31, 2025 and December 31, 2024, respectively. (3)Gross cash collateral received under master netting arrangements or similar agreements was $251 million and $322 million as of March 31, 2025 and December 31, 2024, respectively. Of the gross cash collateral received, $239 million and $316 million were used to offset derivative assets as of March 31, 2025 and December 31, 2024, respectively. (4)Gross cash collateral pledged under master netting arrangements or similar agreements was $11 million and $1 million as of March 31, 2025 and December 31, 2024, respectively. Of the gross cash collateral pledged, $10 million and $1 million were used to offset derivative liabilities as of March 31, 2025 and December 31, 2024, respectively. (5)Represents the fair value of security collateral received or pledged limited to derivative assets or liabilities that are subject to enforceable master netting arrangements or similar agreements. U.S. GAAP does not permit the netting of noncash collateral on the Consolidated Balance Sheet but requires the disclosure of such amounts.

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