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Derivative Financial Instruments (Tables)

12 Months Ended

Dec. 31, 2021

Derivative Financial Instruments

Derivative financial instruments summary


							December 31, 2021									December 31, 2020
		Balance Sheet		Notional			Estimated Fair Value						Notional			Estimated Fair Value
(Dollars in thousands)		Location		Amount			Gain			Loss			Amount			Gain			Loss

Fair value hedge of interest rate risk:
Pay fixed rate swap with counterparty		Other Liabilities		$	15,716		$	—		$	1,355		$	16,439		$	—		$	2,086

Not designated hedges of interest rate risk:
Customer related interest rate contracts:
Matched interest rate swaps with borrowers		Other Assets and Other Liabilities			10,404,605			408,776			69,998			9,324,359			802,717			46
Matched interest rate swaps with counterparty		Other Assets and Other Liabilities			10,402,394			—			338,784			9,324,359			46			802,700

Not designated hedges of interest rate risk - mortgage banking activities:
Contracts used to hedge mortgage servicing rights		Other Assets and Other Liabilities			205,000			1,228			—			149,000			119			—
Contracts used to hedge mortgage pipeline		Other Assets			324,000			4,738			—			528,500			11,017			—
Total derivatives				$	21,351,715		$	414,742		$	410,137		$	19,342,657		$	813,899		$	804,832

Schedule of notional value of forward sale commitments and the fair value of those obligations along with the fair value of the mortgage pipeline


(Dollars in thousands)			2021			2020
Mortgage loan pipeline			$	264,000		$	510,730
Expected closures				233,265			411,273
Fair value of mortgage loan pipeline commitments				4,759			15,328
Forward sales commitments				324,000			528,500
Fair value of forward commitments				(21)			(4,311)