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Derivatives (Tables)
12 Months Ended
Dec. 31, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Credit Value Adjustment Recorded Related to Notional Amount of Derivatives Outstanding
The following table depicts the credit value adjustment recorded related to the notional amount of derivatives outstanding as well as the notional amount of risk participation agreements participated to other banks at December 31:
 
2015
 
2014
 
(dollars in thousands)
Derivatives not Designated as Hedging Instruments
 
 
 
Credit value adjustment
$
(542
)
 
$
(268
)
Notional Amount:
 
 
 
Interest rate derivatives
276,860

 
273,388

Interest rate caps
22,793

 
6,656

Risk participation agreements
126,612

 
113,624

Sold credit protection on risk participation agreements
(20,383
)
 
(17,296
)
Derivatives Designated as Hedging Instruments
 
 
 
Fair value adjustment
922

 
472

Notional Amount - Interest rate derivatives
200,000

 
100,000

Schedule of Change in Fair Value of Derivative Assets and Liabilities
The table below presents the amount representing the change in the fair value of derivative assets and derivative liabilities attributable to credit risk included in “Other income” on the Consolidated Statements of Income for the years ended December 31:
 
2015
 
2014
 
2013
 
(dollars in thousands)
Non-hedging interest rate derivatives:
 
 
 
 
 
(Decrease) increase in other income
$
(274
)
 
$
(345
)
 
$
1,428

Hedging interest rate derivatives:
 
 
 
 
 
Increase in interest income
2,049

 
330

 

Increase in other income
64

 
10