XML 49 R38.htm IDEA: XBRL DOCUMENT
v3.10.0.1

Derivative Financial Instruments (Tables) | 6 Months Ended
--- | ---
Jun. 30, 2018
Derivative Financial Instruments |
Summary of notional amounts and fair values of derivatives held |
|  | June 30, 2018 |  | December 31, 2017
|  |  |  |  | Fair Value |  |  |  |  | Fair Value
|  | Notional |  | Asset |  | Liability |  | Notional |  | Asset |  | Liability
(dollars in thousands) |  | Amount |  | Derivatives(1) |  | Derivatives(2) |  | Amount |  | Derivatives(1) |  | Derivatives(2)
Derivatives designated as hedging instruments: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate swaps |  | $ | 193,022 |  | $ | 266 |  | $ | (312) |  | $ | 194,687 |  | $ | — |  | $ | (2,032)
Derivatives not designated as hedging instruments: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate swaps |  |  | 2,156,450 |  |  | 5,117 |  |  | (22,932) |  |  | 1,820,442 |  |  | 14,658 |  |  | (13,017)
Funding swap |  |  | 58,237 |  |  | — |  |  | (4,114) |  |  | 43,113 |  |  | — |  |  | (5,439)
Foreign exchange contracts |  |  | 4,801 |  |  | 1 |  |  | (69) |  |  | 3,658 |  |  | 24 |  |  | —
| (1) |  | The positive fair values of derivative assets are included in other assets.
The negative fair values of derivative liabilities are included in other liabilities.
Schedule of net gains and losses recognized in income related to derivatives in fair value hedging relationships |
|  | Three Months Ended |  | Six Months Ended
|  | June 30, |  | June 30,
(dollars in thousands) |  | 2018 |  | 2017 |  | 2018 |  | 2017
Interest expense recorded in net interest income |  | $ | (65) |  | $ | (171) |  | $ | (172) |  | $ | (369)
Gains (losses) recorded in noninterest income: |  |  |  |  |  |  |  |  |  |  |  |
Recognized on derivatives |  |  | 408 |  |  | (95) |  |  | 958 |  |  | 124
Recognized on hedged item |  |  | (325) |  |  | 199 |  |  | (1,088) |  |  | 2
Net gains (losses) recognized on fair value hedges (ineffective portion) |  |  | 83 |  |  | 104 |  |  | (130) |  |  | 126
Net gains (losses) recognized on fair value hedges |  | $ | 18 |  | $ | (67) |  | $ | (302) |  | $ | (243)
Summary of effect of cash flow hedging relationships |
|  | Three Months Ended |  | Six Months Ended
(dollars in thousands) |  | 2018 |  | 2017 |  | 2018 |  | 2017
Pretax gains recognized in other comprehensive income on derivatives (effective portion) |  | $ | 425 |  | $ | 258 |  | $ | 1,163 |  | $ | 856
Summary of impact on pretax earnings of derivatives not designated as hedges |
|  | Net gains (losses) recognized |  | Three Months Ended |  |  | Six Months Ended
|  | in the consolidated statements |  | June 30, |  | June 30,
(dollars in thousands) |  | of income line item |  | 2018 |  | 2017 |  | 2018 |  | 2017
Derivatives Not Designated As Hedging Instruments: |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate swaps |  | Other noninterest income |  | $ | 227 |  | $ | 100 |  | $ | 631 |  | $ | 353
Funding swap |  | Other noninterest income |  |  | 4 |  |  | (35) |  |  | (80) |  |  | (32)
Foreign exchange contracts |  | Other noninterest income |  |  | (30) |  |  | 21 |  |  | (92) |  |  | 226

X
- References No definition available. + Details
Name: | us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition Tabular disclosure of the effective portion of gains and losses on derivative instruments (and nonderivative instruments) designated and qualifying in cash flow hedges recorded in accumulated other comprehensive income (loss) during the term of the hedging relationship and reclassified into earnings during the current period. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=84234895&loc=SL5624171-113959 + Details
Name: | us-gaap_ScheduleOfCashFlowHedgesIncludedInAccumulatedOtherComprehensiveIncomeLossTableTextBlock
Namespace Prefix: | us-gaap_
Data Type: | nonnum:textBlockItemType
Balance Type: | na
Period Type: | duration

X
- Definition Tabular disclosure of the location and amount of derivative instruments and nonderivative instruments designated as hedging instruments reported before netting adjustments, and the amount of gain (loss) on derivative instruments and nonderivative instruments designated and qualified as hedging instruments. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -URI http://asc.fasb.org/extlink&oid=84234895&loc=SL5624171-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4A -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=84234895&loc=SL5618551-113959 + Details
Name: | us-gaap_ScheduleOfDerivativeInstrumentsGainLossInStatementOfFinancialPerformanceTextBlock
Namespace Prefix: | us-gaap_
Data Type: | nonnum:textBlockItemType
Balance Type: | na
Period Type: | duration

X
- Definition Tabular disclosure of the location and fair value amounts of derivative instruments (and nonderivative instruments that are designated and qualify as hedging instruments) reported in the statement of financial position. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -URI http://asc.fasb.org/extlink&oid=84234895&loc=SL5624163-113959 + Details
Name: | us-gaap_ScheduleOfDerivativeInstrumentsInStatementOfFinancialPositionFairValueTextBlock
Namespace Prefix: | us-gaap_
Data Type: | nonnum:textBlockItemType
Balance Type: | na
Period Type: | duration

X
- Definition Tabular disclosure for other derivative instruments not designated as 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://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -Subparagraph (e) -URI http://asc.fasb.org/extlink&oid=84234895&loc=SL5624171-113959 + Details
Name: | us-gaap_ScheduleOfOtherDerivativesNotDesignatedAsHedgingInstrumentsStatementsOfFinancialPerformanceAndFinancialPositionLocationTableTextBlock
Namespace Prefix: | us-gaap_
Data Type: | nonnum:textBlockItemType
Balance Type: | na
Period Type: | duration