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Derivative Instruments (Tables) | 3 Months Ended
--- | ---
Mar. 31, 2017
Derivative Instruments and Hedging Activities Disclosure [Abstract] |
Fair Value Of Derivative Instruments | The following table summarizes the notional and fair value of these derivative instruments (in thousands):
| March 31, 2017 | December 31, 2016
| Notional Amount | Fair Value | Notional Amount | Fair Value
Non-hedging interest rate derivatives: |  |  |  |
Customer counterparties: |  |  |  |
Loan interest rate swap - assets | $ | 261,945 |  | $ | 6,562 |  | $ | 234,806 |  | $ | 7,352 |
Loan interest rate swap - liabilities | 245,311 |  | 8,984 |  | 207,201 |  | 8,111 |
Non-hedging interest rate derivatives: |  |  |  |
Financial institution counterparties: |  |  |  |
Loan interest rate swap - assets | 252,074 |  | 8,996 |  | 207,201 |  | 8,111 |
Loan interest rate swap - liabilities | 261,562 |  | 6,525 |  | 241,995 |  | 7,360 |
Derivatives designated as hedges of fair value: |  |  |  |
Financial institution counterparties: |  |  |  |
Loan interest rate swap - assets | 4,626 |  | 6 |  | — |  | — |
Loan interest rate swap - liabilities | — |  | — |  | 4,626 |  | 12 |
Change In Fair Value Of Derivative Instruments | The following table summarizes the change in fair value of these derivative instruments (in thousands):
| Three months ended March 31,
2017 | 2016
Change in fair value non-hedging interest rate derivatives: |  |
Other income - derivative asset | $ | (485 | ) | $ | 11,346 |
Other income - derivative liability | 485 |  | (11,630 | )
Other expense - derivative asset | 45 |  | — |
Change in fair value hedging interest rate derivatives: |  |
Hedged item - derivative asset | 14 |  | 121 |
Other income (expense) - derivative liability with financial institution counterparties | — |  | (2 | )
Other income (expense) - derivative asset with financial institution counterparties | (4 | ) | — |
Derivative Assets Offset in The Consolidated Balance Sheets | Information about financial instruments that are eligible for offset in the consolidated balance sheet as of March 31, 2017 is presented in the following tables (in thousands):
|  |  |  | Gross Amounts |  |
|  |  |  | Not Offset in the |  |
|  |  |  | Balance Sheet |  |
|  |  |  |  |  | Total |
|  |  |  |  |  | of Gross |
|  |  |  |  |  | Amounts |
|  |  |  |  |  | Not Offset in |
|  |  |  |  |  | the Statement |
|  |  |  |  |  | of Financial |
|  |  |  |  |  | Position |
|  |  |  | Netting |  | Including |
|  | Gross | Net Amounts | Adjustment |  | Applicable |
|  | Amounts | of Assets | per |  | Netting |
| Gross | Offset in the | Presented in | Applicable |  | Agreement |
| Amounts of | Statement of | the Statement | Master | Fair Value | and Fair |
| Recognized | Financial | of Financial | Netting | of Financial | Value of |
Description | Assets | Position | Position | Arrangements | Collateral | Collateral | Net Amount
| (a) | (b) | (c)=(a)-(b) |  |  | (d) | (c)-(d) *
Non-hedging derivative assets: |  |  |  |  |  |
Interest rate swap agreements - customer counterparties | $ | 6,562 |  | $ | — |  | $ | 6,562 |  | $ | — |  | $ | 6,562 |  | $ | 6,562 |  | $ | — |
Interest rate swap agreements - financial institution counterparties | $ | 8,996 |  | $ | — |  | $ | 8,996 |  | $ | — |  | $ | — |  | $ | — |  | $ | 8,996 |
Hedging derivative assets: |  |  |  |  |  |
Interest rate swap agreements | $ | 6 |  | $ | — |  | $ | 6 |  | $ | — |  | $ | 11 |  | $ | — |  | $ | 11 |
Derivative Liabilities Offset in The Consolidated Balance Sheets |
|  |  |  | Gross Amounts |  |
|  |  |  | Not Offset in the |  |
|  |  |  | Balance Sheet |  |
|  |  |  |  |  | Total |
|  |  |  |  |  | of Gross |
|  |  |  |  |  | Amounts |
|  |  |  |  |  | Not Offset in |
|  |  |  |  |  | the Statement |
|  |  |  |  |  | of Financial |
|  |  |  |  |  | Position |
|  |  |  | Netting |  | Including |
|  | Gross | Net Amounts | Adjustment |  | Applicable |
|  | Amounts | of Liabilities | per |  | Netting |
| Gross | Offset in the | Presented in | Applicable |  | Agreement |
| Amounts of | Statement of | the Statement | Master | Fair Value | and Fair |
| Recognized | Financial | of Financial | Netting | of Financial | Value of |
Description | Liabilities | Position | Position | Arrangements | Collateral | Collateral | Net Amount
| (a) | (b) | (c)=(a)-(b) |  |  | (d) | (c)-(d) *
Non-hedging derivative liabilities: |  |  |  |  |  |
Interest rate swap agreements - customer counterparties | $ | 8,984 |  | $ | — |  | $ | 8,984 |  | $ | — |  | $ | 8,984 |  | $ | 8,984 |  | $ | — |
Interest rate swap agreements - financial institution counterparties | $ | 6,525 |  | $ | — |  | $ | 6,525 |  | $ | — |  | $ | 29,304 |  | $ | 29,304 |  | $ | — |
* | For instances where the fair value of financial collateral meets or exceeds the amounts presented in the Statement of Financial Position, no value is displayed to represent full collateralization.

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