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DERIVATIVE INSTRUMENTS (Tables)
 3 Months Ended
Mar. 31, 2020
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.
 
 
March 31, 2020
 
December 31, 2019
($ in thousands)
 
Notional Amount
 
Fair Value(1)
 
Notional Amount
 
Fair Value(1)
Derivative assets:
 
 
 
 
 
 
 
 
Interest rate swaps and caps on loans
 
$
69,970

 
$
8,242

 
$
70,674

 
$
3,445

Foreign exchange contracts
 
4,272

 
369

 
4,643

 
138

Total
 
$
74,242

 
$
8,611

 
$
75,317

 
$
3,583

Derivative liabilities:
 
 
 
 
 
 
 
 
Interest rate swaps and caps on loans
 
$
69,970

 
$
8,881

 
$
70,674

 
3,717

Foreign exchange contracts
 
4,272

 
182

 
4,643

 
136

Total
 
$
74,242

 
$
9,063

 
$
75,317

 
$
3,853


(1)
The fair value of interest rate swaps and cap on loans are included in other assets and accrued expenses and other liabilities, respectively, in the accompanying consolidated statements of financial condition.