v3.25.4
Derivative Financial Instruments (Tables)
 12 Months Ended
Dec. 31, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Derivative Instruments
The notional amounts and estimated fair values of derivative positions outstanding are presented in the following table.
 December 31, 2025December 31, 2024
Estimated Fair ValueEstimated Fair Value
(in thousands)Notional
Amount		Asset DerivativeLiability DerivativeNotional
Amount		Asset DerivativeLiability Derivative
Derivatives designated as hedges
Cash flow hedges:
Interest rate contracts:
Swaps hedging loans$2,050,000 $4,067 $770 $2,600,000 $254 $23,265 
Non-hedging derivatives
Customer-initiated and other derivatives:
Foreign currency forward contracts265,943 1,212 984 485,948 5,462 5,299 
Interest rate contracts:
Swaps6,669,382 31,587 31,587 6,273,301 45,771 45,771 
Caps and floors written2,740,883 3,718 1,054 970,451 1,066 2,529 
Caps and floors purchased2,782,162 1,179 3,842 970,451 2,529 1,066 
Forward contracts22,454,928 40,214 40,021 20,237,917 41,896 41,035 
Gross derivatives81,977 78,258 96,978 118,965 
Netting adjustment - offsetting derivative assets/liabilities(33,926)(33,926)(44,097)(44,097)
Netting adjustment - cash collateral received/posted(7,159)(19,874)(29,679)(16,962)
Net derivatives included on the consolidated balance sheets$40,892 $24,458 $23,202 $57,906