v2.4.1.9
Derivatives and Balance Sheet Offsetting (Tables)
 3 Months Ended
Mar. 31, 2015
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
March 31, 2015
(in thousands)
Assets
 
 
 
 
 
 
 
 
 
Interest rate contracts
$
14,244

 
$
—

 
$
14,244

 
$
—

 
$
14,244

Liabilities
 
 
 
 
 
 
 
 
 
Interest rate contracts
$
14,300

 
$
—

 
$
14,300

 
$
(14,300
)
 
$
—

Repurchase agreements
$
96,852

 
$
—

 
$
96,852

 
$
(96,852
)
 
$
—

 
 
 
 
 
 
 
 
 
 
December 31, 2014
 
 
 
 
 
 
 
 
 
Assets
 
 
 
 
 
 
 
 
 
Interest rate contracts
$
11,800

 
$
—

 
$
11,800

 
$
—

 
$
11,800

Liabilities
 
 
 
 
 
 
 
 
 
Interest rate contracts
$
11,851

 
$
—

 
$
11,851

 
$
(11,851
)
 
$
—

Repurchase agreements
$
105,080

 
$
—

 
$
105,080

 
$
(105,080
)
 
$
—
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 March 31, 2015 and December 31, 2014:
 
Asset Derivatives
 
Liability Derivatives
 
March 31, 2015
 
December 31, 2014
 
March 31, 2015
 
December 31, 2014
 
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
 
$
14,244

 
Other assets
 
$
11,800

 
Other liabilities
 
$
14,300

 
Other liabilities
 
$
11,851