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Note 14 - Financial Derivatives (Tables)
 9 Months Ended
Sep. 30, 2025
Notes Tables  
Schedule of Cash Flow Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block]
  

September 30, 2025

  

December 31, 2024

 
  ($ In thousands) 

Fair value swap hedges:

   

Notional

 $625,987  $875,117 

Weighted average fixed rate-pay

  4.03%  3.55%

Weighted average variable rate spread

  0.19%  0.22%

Weighted average variable rate-receive

  4.51%  5.36%
         

Net (loss)/gain(1)

 $(2,594) $3,644 
  

Three Months Ended

  

Nine Months Ended

 
  

September 30, 2025

  

September 30, 2024

  

September 30, 2025

  

September 30, 2024

 

Periodic net settlement of swaps (2)

 $510  $3,646  $2,844  $14,121 
                 

(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:

 

September 30, 2025

  

December 31, 2024

 
  

($ In thousands)

 

Notional amounts:

        

Forward, and swap contracts with positive fair value

 $1,082,947  $743,257 

Forward, and swap contracts with negative fair value

 $1,090,933  $852,409 

Fair value:

        

Forward, and swap contracts with positive fair value

 $26,626  $33,237 

Forward, and swap contracts with negative fair value

 $(26,490) $(33,531)