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Derivative Instruments (Tables) | 3 Months Ended
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Mar. 31, 2019
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, 2019 | December 31, 2018
| Notional Amount | Fair Value | Notional Amount | Fair Value
Non-hedging interest rate derivatives: |  |  |  |
Customer counterparties: |  |  |  |
Loan interest rate swap - assets | $ | 235,217 |  | $ | 6,475 |  | $ | 132,146 |  | $ | 3,131 |
Loan interest rate swap - liabilities | 275,227 |  | 7,007 |  | 372,223 |  | 13,774 |
Non-hedging interest rate derivatives: |  |  |  |
Financial institution counterparties: |  |  |  |
Loan interest rate swap - assets | 280,823 |  | 7,077 |  | 403,500 |  | 13,902 |
Loan interest rate swap - liabilities | 235,217 |  | 6,475 |  | 132,146 |  | 3,131 |
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,
2019 | 2018
Change in Fair Value Non-Hedging Interest Rate Derivatives: |  |
Other income - derivative assets | $ | (2,879 | ) | $ | 7,101 |
Other income - derivative liabilities | 2,879 |  | (7,101 | )
Other expense - derivative liabilities | 58 |  | 90 |
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, 2019 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 | Gross | Net Amounts | Adjustment |  | Applicable |
| Amounts | Amounts | of Assets | per |  | Netting |
| Recognized in | Offset in the | Presented in | Applicable |  | Agreement |
| Statement of | Statement of | the Statement | Master | Fair Value | and Fair |
| Financial | Financial | of Financial | Netting | of Financial | Value of |
Description | Position | Position | Position | Arrangements | Collateral | Collateral | Net Amount
Non-hedging derivative assets: |  |  |  |  |  |
Interest rate swap agreements - customer counterparties (1) | $ | 6,475 |  | $ | — |  | $ | 6,475 |  | $ | — |  | $ | 6,475 |  | $ | 6,475 |  | $ | — |
Interest rate swap agreements - financial institution counterparties (2) | 7,077 |  | — |  | 7,077 |  | 5,645 |  | — |  | 5,645 |  | 1,432 |
Derivative Liabilities Offset in The Consolidated Balance Sheets |
Non-hedging derivative liabilities: |  |  |  |  |  |
Interest rate swap agreements - customer counterparties (1) | 7,007 |  | — |  | 7,007 |  | — |  | 7,007 |  | 7,007 |  | — |
Interest rate swap agreements - financial institution counterparties (3) | 6,475 |  | — |  | 6,475 |  | 5,645 |  | 830 |  | 6,475 |  | — |
* For instances where the fair value of financial collateral meets or exceeds the amounts presented in the Consolidated Balance Sheets, no value is displayed to represent full collateralization.
(1) The underlying collateral on the loan serves as collateral for the derivative financial instrument.
(2) The financial institution counterparty posts collateral to the Company.
(3) The Company posts collateral to the financial institution counterparty.

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