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DERIVATIVE INSTRUMENTS (Tables)
12 Months Ended
Dec. 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. Note 3 — Fair Values of Financial Instruments contains further disclosures pertaining to the fair value of derivatives.
December 31,
20212020
($ in thousands)Notional Amount
Fair Value (1)
Notional Amount
Fair Value (1)
Included in assets:
Interest rate swaps and cap on loans$58,834 $3,390 $67,840 $7,304 
Foreign exchange contracts4,725 175 7,010 328 
Total included in assets$63,559 $3,565 $74,850 $7,632 
Included in liabilities:
Interest rate swaps and caps on loans$58,834 $3,594 $67,840 $7,789 
Foreign exchange contracts4,725 146 7,010 313 
Total included in liabilities$63,559 $3,740 $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.