DERIVATIVE INSTRUMENTS (Tables)

12 Months Ended

Dec. 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. Note 3 — Fair Values of Financial Instruments contains further disclosures pertaining to the fair value of derivatives.


	December 31,
	2020				2019
($ in thousands)	Notional Amount		Fair Value (1)		Notional Amount		Fair Value (1)
Included in assets:



Interest rate swaps and cap on loans	$	67,840	$	7,304	$	70,674	$	3,445
Foreign exchange contracts	7,010		328		4,643		138
Total included in assets	$	74,850	$	7,632	$	75,317	$	3,583
Included in liabilities:



Interest rate swaps and caps on loans	$	67,840	$	7,789	$	70,674	$	3,717

Foreign exchange contracts	7,010		313		4,643		136
Total included in liabilities	$	74,850	$	8,102	$	75,317	$	3,853

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