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Note 14 - Financial Derivatives (Tables)
 3 Months Ended
Mar. 31, 2025
Notes Tables  
Schedule of Cash Flow Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block]
  

March 31, 2025

  

December 31, 2024

 
  (In thousands) 

Fair value swap hedges:

   

Notional

 $788,304  $875,117 

Weighted average fixed rate-pay

  3.88%  3.55%

Weighted average variable rate spread

  0.21%  0.22%

Weighted average variable rate-receive

  4.55%  5.36%
         

Net (loss)/gain(1)

 $(1,092) $3,644 
  

Three Months Ended

 
  

March 31, 2025

  

March 31, 2024

 

Periodic net settlement of swaps (2)

 $1,500  $6,841 
         

(1) the amount is included in other non-interest income.

 

(2) the amount of periodic net settlement of interest rate swaps was included in interest income.

 
Derivatives Not Designated as Hedging Instruments [Table Text Block]

Derivative financial instruments not designated as hedging instruments:

 

March 31, 2025

  

December 31, 2024

 
  

(In thousands)

 

Notional amounts:

        

Forward, and swap contracts with positive fair value

 $786,315  $743,257 

Forward, and swap contracts with negative fair value

 $895,466  $852,409 

Fair value:

        

Forward, and swap contracts with positive fair value

 $28,501  $33,237 

Forward, and swap contracts with negative fair value

 $(28,246) $(33,531)