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DERIVATIVE INSTRUMENTS (Tables)
 6 Months Ended
Jun. 30, 2019
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Amount and Market Value of Mortgage Banking Derivatives
The following table presents the notional amount and fair value of derivative instruments included in the Consolidated Statements of Financial Condition as of the dates indicated.
 
 
June 30, 2019
 
December 31, 2018
($ in thousands)
 
Notional Amount
 
Fair Value(1)
 
Notional Amount
 
Fair Value(1)
Derivative assets:
 
 
 
 
 
 
 
 
Interest rate swaps and caps on loans
 
$
130,121

 
$
4,119

 
$
103,812

 
$
1,534

Foreign exchange contracts
 
1,209

 
30

 
—

 
—

Total
 
$
131,330

 
$
4,149

 
$
103,812

 
$
1,534

Derivative liabilities:
 
 
 
 
 
 
 
 
Interest rate swaps and caps on loans
 
$
673,514

 
$
14,041

 
$
103,812

 
1,600

Foreign exchange contracts
 
1,209

 
14

 
—

 
—

Total
 
$
674,723

 
$
14,055

 
$
103,812

 
$
1,600


(1)
The fair value of derivative assets and derivative liabilities are included in other assets and accrued expenses and other liabilities, respectively, in the accompanying consolidated balance sheets.