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Derivative and Hedging Activities (Tables) | 3 Months Ended
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Mar. 31, 2022
Derivative Instruments and Hedging Activities Disclosure [Abstract] |
Summary Of Other derivative instruments not designated as hedging instruments | The following table presents the total notional amounts and gross fair values of the Company’s derivatives, as well as the balance sheet netting adjustments as of March 31, 2022 and December 31, 2021. The derivative assets and liabilities are presented on a gross basis prior to the application of bilateral collateral and master netting agreements, but after the variation margin payments with central clearing organizations have been applied as settlement, as applicable. Total derivative assets and liabilities are adjusted to take into consideration the effects of legally enforceable master netting agreements and cash collateral received or paid as of March 31, 2022 and December 31, 2021. 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 sheets.
|  | Mar 31, 2022 | Dec 31, 2021
|  | Asset | Liability | Asset | Liability
($ in Thousands) |  | Notional Amount | Fair Value | Notional Amount | Fair Value | Notional Amount | Fair Value | Notional Amount | Fair Value
Not designated as hedging instruments |  |  |  |  |  |  |  |  |
Interest rate-related instruments |  | $ | 4,090,770 |  | $ | 31,728 |  | $ | 4,130,770 |  | $ | 112,029 |  | $ | 3,874,781 |  | $ | 83,626 |  | $ | 3,874,781 |  | $ | 26,231 |
Foreign currency exchange forwards |  | 506,185 |  | 1,986 |  | 501,213 |  | 1,815 |  | 490,057 |  | 5,490 |  | 478,745 |  | 5,441 |
Commodity contracts |  | — |  | — |  | — |  | — |  | 3,894 |  | 1,264 |  | 3,910 |  | 1,248 |
Mortgage banking(a)(b) |  | 114,909 |  | 4,796 |  | 197,000 |  | 234 |  | 133,990 |  | 2,647 |  | 245,016 |  | — |
Gross derivatives before netting |  |  | $ | 38,511 |  |  | $ | 114,078 |  |  | $ | 93,026 |  |  | $ | 32,921 |
Less: Legally enforceable master netting agreements | 2,514 |  |  | 2,514 |  |  | 2,143 |  |  | 2,143 |
Less: Cash collateral pledged/received | 7,816 |  |  | 987 |  |  | 1,313 |  |  | 11,357 |
Total derivative instruments, after netting | $ | 28,181 |  |  | $ | 110,577 |  |  | $ | 89,570 |  |  | $ | 19,421 |
(a) The notional amount of the mortgage derivative asset includes interest rate lock commitments, while the notional amount of the mortgage derivative liability includes forward commitments. (b) At March 31, 2022, the mortgage derivative asset includes $5 million of forward commitments fair value, while the mortgage derivative liability includes approximately $224,000 of interest rate lock commitments fair value. At December 31, 2021, the mortgage derivative asset included approximately $30,000 of forward commitments fair value.
Schedule of cash flow hedging instruments, statements of financial performance and financial position location | The table below identifies the effect of fair value hedge accounting on the Corporation's consolidated statements of income for the three months ended March 31, 2022 and 2021:
| Location and Amount of Gain or (Loss) Recognized on the Consolidated Statements of Income in Fair Value and Cash Flow Hedging Relationships
| Three months ended Mar 31, |
| 2022 | 2021 |  |
($ in Thousands) | Interest Income |  |  |  |  |
Total amounts of income presented on the consolidated statements of income in which the effects of the fair value hedge is recorded | $ | (179) |  |  | $ | (485) |  |  |  |  |  |
The effects of fair value hedging: (Loss) on fair value hedging relationships in Subtopic 815-20 |  |  |  |  |  |  |  |
Interest contracts |  |  |  |  |  |  |  |
Hedged items | (179) |  |  | (485) |  |  |  |  |  |
Gain (loss) on derivative instruments not designated as hedging instruments | The table below identifies the effect of derivatives not designated as hedging instruments on the Corporation's consolidated statements of income for the three months ended March 31, 2022 and 2021:
| Consolidated Statements of Income Category of Gain / (Loss) Recognized in Income | Three Months Ended Mar 31, |
($ in Thousands) | 2022 | 2021 |  |
Derivative Instruments |  |  |  |  |
Interest rate-related instruments — customer and mirror, net | Capital markets, net | $ | 573 |  | $ | 2,938 |  |  |
Interest rate-related instruments — MSRs hedge | Mortgage banking, net | $ | (3,666) |  | $ | — |  |  |
Foreign currency exchange forwards | Capital markets, net | 123 |  | 143 |  |  |
Commodity contracts | Capital markets, net | (16) |  | (621) |  |  |
Interest rate lock commitments (mortgage) | Mortgage banking, net | (2,842) |  | (2,708) |  |  |
Forward commitments (mortgage) | Mortgage banking, net | (4,757) |  | (6,300) |  |  |

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- Definition Schedule of derivative instruments gain loss not designated as hedging instruments. + References No definition available. + Details
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- Definition Summary Of Other Derivative Instruments Not Designated As Hedging Instruments [Table Text Block] [Table Text Block] + References No definition available. + Details
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- Definition Tabular disclosure for cash flow hedging instruments of (a) the location and amount of gains and losses reported in the statement of financial performance and (b) the location and fair value amounts of the instruments reported in the statement of financial position. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=125515794&loc=SL5624171-113959 + Details
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