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Derivative Financial Instruments (Tables)

12 Months Ended

Dec. 31, 2022

Derivative Financial Instruments

Derivative financial instruments summary


							December 31, 2022									December 31, 2021
		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 Assets and Other Liabilities		$	12,289		$	414		$	—		$	15,716		$	—		$	1,355

Not designated hedges of interest rate risk:
Customer related interest rate contracts:
Matched interest rate swaps with borrowers		Other Assets and Other Liabilities			10,480,171			8,539			1,033,980			10,404,605			408,776			69,998
Matched interest rate swaps with counterparty		Other Assets and Other Liabilities			10,400,733			201,263			—			10,402,394			—			217,208

Not designated hedges of interest rate risk - mortgage banking activities:
Contracts used to hedge mortgage servicing rights		Other Assets and Other Liabilities			35,000			—			163			205,000			1,228			—
Contracts used to hedge mortgage pipeline		Other Assets			51,000			800			—			324,000			4,738			—
Total derivatives				$	20,979,193		$	211,016		$	1,034,143		$	21,351,715		$	414,742		$	288,561

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)		2022			2021
Mortgage loan pipeline		$	40,850		$	264,000
Expected closures			37,210			233,265
Fair value of mortgage loan pipeline commitments			524			4,759
Forward sales commitments			51,000			324,000
Fair value of forward commitments			276			(21)