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DERIVATIVE INSTRUMENTS (Tables)
3 Months Ended
Mar. 31, 2021
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, 2021December 31, 2020
($ in thousands)Notional AmountFair
Value(1)
Notional AmountFair
Value(1)
Derivative assets:
Interest rate swaps and caps on loans$64,911 $4,452 $67,840 $7,304 
Foreign exchange contracts6,647 255 7,010 328 
Total$71,558 $4,707 $74,850 $7,632 
Derivative liabilities:
Interest rate swaps and caps on loans$64,911 $4,663 $67,840 7,789 
Foreign exchange contracts6,647 243 7,010 313 
Total$71,558 $4,906 $74,850 $8,102 
(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.