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FAIR VALUE | 12 Months Ended
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Dec. 31, 2024
FAIR VALUE |
FAIR VALUE |
14. | FAIR VALUE
​ Fair value represents the exchange price that would be received for an asset or paid to transfer a liability (exit price) in the principal or most advantageous market for the asset or liability in an orderly transaction between market participants on the measurement date. There are three levels of inputs that may be used to measure fair values: ​ Level 1: Quoted prices (unadjusted) for identical assets or liabilities in active markets that the entity has the ability to access as of the measurement date. ​ Level 2: Significant other observable inputs other than Level 1 prices such as quoted prices for similar assets or liabilities; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. ​ Level 3: Significant unobservable inputs that reflect a reporting entity’s own assumptions about the assumptions that market participants would use in pricing an asset or liability. ​ The Bank used the following methods and significant assumptions to estimate the fair value of each type of financial instrument: ​ Available-for-sale debt securities: Except for the Bank’s U.S. Treasury securities, its private label mortgage-backed security, and its TRUP investment, the fair value of AFS debt securities is typically determined by matrix pricing, which is a mathematical technique used widely in the industry to value debt securities without relying exclusively on quoted prices for the specific securities, but rather by relying on the securities’ relationship to other benchmark quoted securities (Level 2 inputs). ​ The Bank’s U.S. Treasury securities are based on quoted market prices (Level 1 inputs) and considered highly liquid. ​ The Bank’s private label mortgage-backed security remains illiquid, and as such, the Bank classifies this security as a Level 3 security in accordance with ASC Topic 820, Fair Value Measurement. Based on this determination, the Bank utilized an income valuation model (present value model) approach in determining the fair value of this security. ​ See in this section of the filing under Footnote 2 “Investment Securities” for additional discussion regarding the Bank’s private label mortgage-backed security. ​ The Company acquired its TRUP investment in 2015 and considered the most recent bid price for the same instrument to approximate market value as of December 31, 2024. The Company’s TRUP investment is considered highly illiquid and also valued using Level 3 inputs, as the most recent bid price for this instrument is not always considered generally observable. ​ Equity securities with readily determinable fair value: Quoted market prices in an active market are available for the Bank’s CRA mutual fund investment and fall within Level 1 of the fair value hierarchy. ​ The fair value of the Company’s Freddie Mac preferred stock is determined based on market prices of similar securities, as described above (Level 2 inputs). ​ Mortgage loans held for sale, at fair value: The fair value of mortgage loans held for sale is determined using quoted secondary market prices. Mortgage loans held for sale are classified as Level 2 in the fair value hierarchy. ​ Consumer loans held for sale, at fair value: The fair value for these loans is based on contractual sales terms, Level 3 inputs. ​ ​ Mortgage Banking derivatives: Mortgage banking derivatives used in the ordinary course of business primarily consist of mandatory forward sales contracts (“forward contracts”) and interest rate lock loan commitments. The fair value of the Bank’s derivative instruments is primarily measured by obtaining pricing from broker-dealers recognized to be market participants. The pricing is derived from market observable inputs that can generally be verified and do not typically involve significant judgment by the Bank. Forward contracts and rate lock loan commitments are classified as Level 2 in the fair value hierarchy. ​ Interest rate swap agreements: Interest rate swaps are recorded at fair value on a recurring basis. The Company values its interest rate swaps using a third-party valuation service and classifies such valuations as Level 2. Valuations of these interest rate swaps are also received from the relevant dealer counterparty and validated against the Company’s calculations. The Company has considered counterparty credit risk in the valuation of its interest rate swap assets and has considered its own credit risk in the valuation of its interest rate swap liabilities. ​ Collateral-dependent loans: Collateral-dependent loans generally reflect partial charge-downs to their respective fair value, which is commonly based on recent real estate appraisals or BPOs. These appraisals or BPOs may utilize a single valuation approach or a combination of approaches including comparable sales and the income approach. Adjustments are routinely made in the process by the independent experts to adjust for differences between the comparable sales and income data available. Such adjustments are usually significant and typically result in a Level 3 classification of the inputs for determining fair value. Non-real estate collateral may be valued using an appraisal, net book value per the borrower’s financial statements or aging reports, adjusted or discounted based on management’s historical knowledge, changes in market conditions from the time of the valuation, and management’s expertise and knowledge of the client and client’s business, resulting in a Level 3 fair value classification. Collateral-dependent loans are evaluated on a quarterly basis for additional impairment and adjusted accordingly. ​ Other real estate owned: Assets acquired through or instead of loan foreclosure are initially recorded at fair value less costs to sell when acquired, establishing a new cost basis. These assets are subsequently accounted for at lower of cost or fair value less estimated costs to sell. Fair value is commonly based on recent real estate appraisals or BPOs. These appraisals or BPOs may utilize a single approach or a combination of approaches, including comparable sales and the income approach. Adjustments are routinely made in the process by the independent experts to adjust for differences between the comparable sales and income data available. Such adjustments may be significant and typically result in a Level 3 classification of the inputs for determining fair value. ​ Appraisals for collateral-dependent loans, impaired premises and other real estate owned are performed by certified general appraisers (for commercial properties) or certified residential appraisers (for residential properties) whose qualifications and licenses have been reviewed and verified by the Bank. Once the appraisal is received, a member of the Bank’s CCAD reviews the assumptions and approaches utilized in the appraisal, as well as the overall resulting fair value in comparison with independent data sources, such as recent market data or industry-wide statistics. On at least an annual basis, the Bank performs a back test of collateral appraisals by comparing actual selling prices on recent collateral sales to the most recent appraisal of such collateral. Back tests are performed for each collateral class, e.g., residential real estate or commercial real estate, and may lead to additional adjustments to the value of unliquidated collateral of similar class. ​ Mortgage servicing rights: At least quarterly, MSRs are evaluated for impairment based upon the fair value of the MSRs as compared to carrying amount. If the carrying amount of an individual tranche exceeds fair value, impairment is recorded, and the respective individual tranche is carried at fair value. If the carrying amount of an individual tranche does not exceed fair value, impairment is reversed if previously recognized and the carrying value of the individual tranche is based on the amortization method. The valuation model utilizes assumptions that market participants would use in estimating future net servicing income and can generally be validated against available market data (Level 2). ​ Assets and liabilities measured at fair value on a recurring basis, including financial assets and liabilities for which the Bank has elected the fair value option, are summarized below: ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | Fair Value Measurements at | ​ | ​ | ​
​ | ​ | December 31, 2024 Using: | ​ | ​ | ​
​ |  | Quoted Prices in |  | Significant |  |  | ​ |  |  | ​
​ | ​ | Active Markets | ​ | Other | ​ | Significant | ​ | ​ | ​
​ | ​ | for Identical | ​ | Observable | ​ | Unobservable | ​ | Total
​ | ​ | Assets | ​ | Inputs | ​ | Inputs | ​ | Fair
(in thousands) | ​ | (Level 1) | ​ | (Level 2) | ​ | (Level 3) | ​ | Value
Financial assets: | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Available-for-sale debt securities: | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
U.S. Treasury securities and U.S. Government agencies | ​ | $ | 84,775 | ​ | $ | 304,311 | ​ | $ | — | ​ | $ | 389,086
Private label mortgage-backed security | ​ |  | — | ​ |  | — | ​ |  | 1,550 | ​ |  | 1,550
Mortgage-backed securities - residential | ​ |  | — | ​ |  | 168,233 | ​ |  | — | ​ |  | 168,233
Collateralized mortgage obligations | ​ |  | — | ​ |  | 19,243 | ​ |  | — | ​ |  | 19,243
Corporate bonds | ​ | ​ | — | ​ | ​ | 2,009 | ​ | ​ | — | ​ | ​ | 2,009
Trust preferred security | ​ |  | — | ​ |  | — | ​ |  | 4,034 | ​ |  | 4,034
Total available-for-sale debt securities | ​ | $ | 84,775 | ​ | $ | 493,796 | ​ | $ | 5,584 | ​ | $ | 584,155
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Equity securities with readily determinable fair value: | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Freddie Mac preferred stock | ​ | $ | — | ​ | $ | 693 | ​ | $ | — | ​ | $ | 693
Total equity securities with readily determinable fair value | ​ | $ | — | ​ | $ | 693 | ​ | $ | — | ​ | $ | 693
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Mortgage loans held for sale | ​ | $ | — | ​ | $ | 8,312 | ​ | $ | — | ​ | $ | 8,312
Consumer loans held for sale | ​ | ​ | — | ​ | ​ | — | ​ | ​ | 5,443 | ​ | ​ | 5,443
Rate lock commitments | ​ |  | — | ​ |  | 223 | ​ |  | — | ​ |  | 223
Mandatory forward contracts | ​ | ​ | — | ​ | ​ | 70 | ​ | ​ | — | ​ | ​ | 70
Interest rate swap agreements - Bank clients and institutional swap dealer | ​ | ​ | — | ​ | ​ | 6,588 | ​ | ​ | — | ​ | ​ | 6,588
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Financial liabilities: | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Interest rate swap agreements - Bank clients and institutional swap dealer | ​ | $ | — | ​ | $ | 6,588 | ​ | $ | — | ​ | $ | 6,588
Interest rate swap agreements on FHLB advances | ​ | ​ | — | ​ | ​ | 647 | ​ | ​ | — | ​ | ​ | 647
​ ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | Fair Value Measurements at | ​ | ​ | ​
​ | ​ | December 31, 2023 Using: | ​ | ​ | ​
​ |  | Quoted Prices in |  | Significant |  |  | ​ |  |  | ​
​ | ​ | Active Markets | ​ | Other | ​ | Significant | ​ | ​ | ​
​ | ​ | for Identical | ​ | Observable | ​ | Unobservable | ​ | Total
​ | ​ | Assets | ​ | Inputs | ​ | Inputs | ​ | Fair
(in thousands) | ​ | (Level 1) | ​ | (Level 2) | ​ | (Level 3) | ​ | Value
Financial assets: | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Available-for-sale debt securities: | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
U.S. Treasury securities and U.S. Government agencies | ​ | $ | 177,784 | ​ | $ | 229,249 | ​ | $ | — | ​ | $ | 407,033
Private label mortgage-backed security | ​ |  | — | ​ |  | — | ​ |  | 1,773 | ​ |  | 1,773
Mortgage-backed securities - residential | ​ |  | — | ​ |  | 154,710 | ​ |  | — | ​ |  | 154,710
Collateralized mortgage obligations | ​ |  | — | ​ |  | 21,659 | ​ |  | — | ​ |  | 21,659
Corporate bonds | ​ | ​ | — | ​ | ​ | 2,020 | ​ | ​ | — | ​ | ​ | 2,020
Trust preferred security | ​ |  | — | ​ |  | — | ​ |  | 4,118 | ​ |  | 4,118
Total available-for-sale debt securities | ​ | $ | 177,784 | ​ | $ | 407,638 | ​ | $ | 5,891 | ​ | $ | 591,313
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Equity securities with readily determinable fair value: | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Freddie Mac preferred stock | ​ | $ | — | ​ | $ | 174 | ​ | $ | — | ​ | $ | 174
Total equity securities with readily determinable fair value | ​ | $ | — | ​ | $ | 174 | ​ | $ | — | ​ | $ | 174
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Mortgage loans held for sale | ​ | $ | — | ​ | $ | 3,227 | ​ | $ | — | ​ | $ | 3,227
Consumer loans held for sale | ​ | ​ | — | ​ | ​ | — | ​ | ​ | 7,914 | ​ | ​ | 7,914
Rate lock commitments | ​ |  | — | ​ |  | 243 | ​ |  | — | ​ |  | 243
Interest rate swap agreements - Bank clients and institutional swap dealer | ​ |  | — | ​ |  | 8,933 | ​ |  | — | ​ |  | 8,933
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Financial liabilities: | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Mandatory forward contracts | ​ | $ | — | ​ | $ | 61 | ​ | $ | — | ​ | $ | 61
Interest rate swap agreements - Bank clients and institutional swap dealer | ​ | ​ | — | ​ | ​ | 8,933 | ​ | ​ | — | ​ |  | 8,933
​ All transfers between levels are generally recognized at the end of each quarter. There were no transfers into or out of Level 1, 2 or 3 assets during the years ended December 31, 2024 and 2023. ​ Private Label Mortgage-Backed Security ​ The following table presents a reconciliation of the Bank’s private label mortgage-backed security measured at fair value on a recurring basis using significant unobservable inputs (Level 3): ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
(in thousands) |  | 2024 |  | 2023 |  | 2022
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Balance, beginning of period | ​ | $ | 1,773 | ​ | $ | 2,127 | ​ | $ | 2,731
Total gains or losses included in earnings: | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Net change in unrealized gain (loss) | ​ |  | 99 | ​ |  | 46 | ​ |  | (29)
Principal paydowns | ​ |  | (322) | ​ |  | (400) | ​ |  | (575)
Balance, end of period | ​ | $ | 1,550 | ​ | $ | 1,773 | ​ | $ | 2,127
​ The fair value of the Bank’s single private label mortgage-backed security is supported by analysis prepared by an independent third party. The third party’s approach to determining fair value involved several steps: 1) detailed collateral analysis of the underlying mortgages, including consideration of geographic location, original loan-to-value, and the weighted average FICO score of the borrowers; 2) collateral performance projections for each pool of mortgages underlying the security (probability of default, severity of default, and prepayment probabilities) and 3) discounted cash flow modeling. ​ The significant unobservable inputs in the fair value measurement of the Bank’s single private label mortgage-backed security are prepayment rates, probability of default, and loss severity in the event of default. Significant fluctuations in any of those inputs in isolation would result in a significantly different fair value measurement. The following tables present quantitative information about recurring Level 3 fair value measurements as of December 31, 2024 and 2023: ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ |  | ​ |  | ​ |  |  |  | ​ |
December 31, 2024 (dollars in thousands) | ​ | Fair Value | ​ | Valuation Technique | ​ | Unobservable Inputs | ​ | Range (1) |
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Private label mortgage-backed security | ​ | $ | 1,550 |  | Discounted cash flow |  | (1) Constant prepayment rate |  | 1.5% - 2.6% | ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | ​ | ​ | ​ | ​ |  | (2) Probability of default |  | 0.5% - 9.1% | ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | ​ | ​ | ​ | ​ |  | (3) Loss severity |  | 25% | ​
(1) The bank owns one private label mortgage-back security; therefore, the range presented is equivalent to the weighted average range. ​ ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ |  | Fair |  | Valuation |  |  |  | ​ |
December 31, 2023 (dollars in thousands) | ​ | Value | ​ | Technique | ​ | Unobservable Inputs | ​ | Range (1) |
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Private label mortgage-backed security | ​ | $ | 1,773 |  | Discounted cash flow |  | (1) Constant prepayment rate |  | 3.9% - 4.5% | ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | ​ | ​ | ​ | ​ |  | (2) Probability of default |  | 1.8% - 9.4% | ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | ​ | ​ | ​ | ​ |  | (3) Loss severity |  | 25% - 35% | ​
(1) The bank owns one private label mortgage-back security; therefore, the range presented is equivalent to the weighted average range. ​ Trust Preferred Security ​ The Company invested in its TRUP in November 2015. The following table presents a reconciliation of the Company’s TRUP measured at fair value on a recurring basis using significant unobservable inputs (Level 3) for the years ending December 31, 2024, 2023, and 2022: ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ |  | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Years Ended December 31, (in thousands) | ​ | ​ | 2024 |  | 2023 |  | 2022
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Balance, beginning of period | ​ | ​ | $ | 4,118 | ​ | $ | 3,855 | ​ | $ | 3,847
Total gains or losses included in earnings: | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Discount accretion | ​ | ​ | ​ | 62 | ​ | ​ | 59 | ​ | ​ | 57
Net change in unrealized gain (loss) | ​ | ​ |  | (146) | ​ |  | 204 | ​ |  | (49)
Balance, end of period | ​ | ​ | $ | 4,034 | ​ | $ | 4,118 | ​ | $ | 3,855
​ The fair value of the Company’s TRUP investment is based on the most recent bid price for this instrument, as provided by a third-party broker. ​ Mortgage Loans Held for Sale ​ The Bank has elected the fair value option for mortgage loans held for sale. These loans are intended for sale and the Bank believes that the fair value is the best indicator of the resolution of these loans. Interest income is recorded based on the contractual terms of the loans and in accordance with Bank policy for such instruments. None of these loans were past due 90-days-or-more or on nonaccrual as of December 31, 2024 and 2023. ​ As of December 31, 2024 and 2023, the aggregate fair value, contractual balance (including accrued interest), and unrealized gain was as follows: ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
December 31, (in thousands) |  |  | 2024 |  | 2023 |
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Aggregate fair value | ​ | ​ | $ | 8,312 | ​ | $ | 3,227 | ​
Contractual balance | ​ | ​ |  | 8,117 | ​ |  | 3,168 | ​
Unrealized gain | ​ | ​ |  | 195 | ​ |  | 59 | ​
​ The total amount of gains and losses from changes in fair value of mortgage loans held for sale included in earnings for 2024, 2023, and 2022 are presented in the following table: ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ |  | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Years Ended December 31, (in thousands) | ​ | ​ | 2024 |  | 2023 |  | 2022
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Interest income | ​ | ​ | $ | 627 | ​ | $ | 282 | ​ | $ | 519
Change in fair value | ​ | ​ |  | 136 | ​ |  | 22 | ​ |  | (688)
Total included in earnings | ​ | ​ | $ | 763 | ​ | $ | 304 | ​ | $ | (169)
​ Consumer Loans Held for Sale ​ RCS carries loans originated through its installment loan program at fair value. Interest income is recorded based on the contractual terms of the loan and in accordance with Bank policy for such instruments. None of these loans were past due 90-days-or-more or on nonaccrual as of December 31, 2024 and 2023. ​ The significant unobservable inputs in the fair value measurement of the Bank’s short-term installment loans are the net contractual premiums and level of loans sold at a discount price. Significant fluctuations in any of those inputs in isolation would result in a significantly lower/higher fair value measurement. ​ The following table presents quantitative information about recurring Level 3 fair value measurement inputs for installment loans: ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ |  | Fair |  | Valuation |  |  |  | ​
December 31, 2024 (dollars in thousands) | ​ | Value | ​ | Technique | ​ | Unobservable Inputs | ​ | Rate
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Consumer loans held for sale | ​ | $ | 5,443 |  | Contract Terms |  | (1) Net Premium |  | 0.15%
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | ​ | ​ | ​ | ​ |  | (2) Discounted Sales |  | 10.00%
​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ |  | Fair |  | Valuation |  |  |  | ​
December 31, 2023 (dollars in thousands) | ​ | Value | ​ | Technique | ​ | Unobservable Inputs | ​ | Rate
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Consumer loans held for sale | ​ | $ | 7,914 |  | Contract Terms |  | (1) Net Premium |  | 0.15%
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | ​ | ​ | ​ | ​ |  | (2) Discounted Sales |  | 10.00%
​ The aggregate fair value, contractual balance, and unrealized gain on consumer loans held for sale, at fair value, were as follows: ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
December 31, (in thousands) |  | ​ | 2024 | ​ | 2023
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Aggregate fair value | ​ | ​ | $ | 5,443 | ​ | $ | 7,914
Contractual balance | ​ | ​ |  | 5,476 | ​ |  | 7,964
Unrealized loss | ​ | ​ |  | (33) | ​ |  | (50)
​ The total amount of net gains from changes in fair value included in earnings for consumer loans held for sale, at fair value, are presented in the following table: ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Years Ended December 31, (in thousands) | ​ | ​ | 2024 |  | 2023 |  | 2022
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Interest income | ​ | ​ | $ | 5,025 | ​ | $ | 4,242 | ​ | $ | 9,970
Change in fair value | ​ | ​ |  | 17 | ​ |  | (22) | ​ |  | (142)
Total included in earnings | ​ | ​ | $ | 5,042 | ​ | $ | 4,220 | ​ | $ | 9,828
​ Assets measured at fair value on a non-recurring basis are summarized below: ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | Fair Value Measurements at | ​ | ​ | ​
​ | ​ | December 31, 2024 Using: | ​ | ​ | ​
​ |  | Quoted Prices in |  | Significant |  | ​ | ​ |  |  | ​
​ | ​ | Active Markets | ​ | Other | ​ | Significant | ​ | ​ | ​
​ | ​ | for Identical | ​ | Observable | ​ | Unobservable | ​ | Total
​ | ​ | Assets | ​ | Inputs | ​ | Inputs | ​ | Fair
(in thousands) | ​ | (Level 1) | ​ | (Level 2) | ​ | (Level 3) | ​ | Value
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Collateral-dependent loans: | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Residential real estate: | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Owner-occupied | ​ | $ | — | ​ | $ | — | ​ | $ | 201 | ​ | $ | 201
Total collateral-dependent loans* | ​ | $ | — | ​ | $ | — | ​ | $ | 201 | ​ | $ | 201
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Other real estate owned: | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Commercial real estate | ​ | $ | — | ​ | $ | — | ​ | $ | 1,160 | ​ | $ | 1,160
Total other real estate owned | ​ | $ | — | ​ | $ | — | ​ | $ | 1,160 | ​ | $ | 1,160
​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | Fair Value Measurements at | ​ | ​ | ​
​ | ​ | December 31, 2023 Using: | ​ | ​ | ​
​ |  | Quoted Prices in |  | Significant |  | ​ | ​ |  |  | ​
​ | ​ | Active Markets | ​ | Other | ​ | Significant | ​ | ​ | ​
​ | ​ | for Identical | ​ | Observable | ​ | Unobservable | ​ | Total
​ | ​ | Assets | ​ | Inputs | ​ | Inputs | ​ | Fair
(in thousands) | ​ | (Level 1) | ​ | (Level 2) | ​ | (Level 3) | ​ | Value
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Collateral-dependent loans: | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Residential real estate: | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Owner-occupied | ​ | $ | — | ​ | $ | — | ​ | $ | 1,580 | ​ | $ | 1,580
Commercial real estate | ​ |  | — | ​ |  | — | ​ |  | 795 | ​ |  | 795
Home equity | ​ |  | — | ​ |  | — | ​ |  | 104 | ​ |  | 104
Total collateral-dependent loans* | ​ | $ | — | ​ | $ | — | ​ | $ | 2,479 | ​ | $ | 2,479
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Other real estate owned: | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Residential real estate | ​ | $ | — | ​ | $ | — | ​ | $ | 1,370 | ​ | $ | 1,370
Total other real estate owned | ​ | $ | — | ​ | $ | — | ​ | $ | 1,370 | ​ | $ | 1,370
​ ​ * The difference between the carrying value and the fair value of collateral dependent or impaired loans measured at fair value is reconciled in a subsequent table of this Footnote. ​ The following tables present quantitative information about Level 3 fair value measurements for financial instruments measured at fair value on a non-recurring basis as of December 31, 2024 and 2023: ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ |  |  | ​ |  |  |  |  |  | Range
​ | ​ | Fair | ​ | Valuation | ​ | Unobservable | ​ | (Weighted
December 31, 2024 (dollars in thousands) | ​ | Value | ​ | Technique | ​ | Inputs | ​ | Average)
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Collateral-dependent loans - residential real estate owner-occupied | ​ | $ | 201 |  | Appraisal |  | Appraisal discounts |  | 3% (3%)
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Other real estate owned - commercial real estate | ​ | $ | 1,160 |  | Appraisal |  | Appraisal discounts |  | 57% (57%)
​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ |  |  | ​ |  |  |  |  |  | Range
​ | ​ | Fair | ​ | Valuation | ​ | Unobservable | ​ | (Weighted
December 31, 2023 (dollars in thousands) | ​ | Value | ​ | Technique | ​ | Inputs | ​ | Average)
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Collateral-dependent loans - residential real estate owner-occupied | ​ | $ | 1,580 |  | Sales comparison approach |  | Adjustments determined for differences between comparable sales |  | 0% - 27% (4%)
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Collateral-dependent loans - commercial real estate | ​ | $ | 795 |  | Sales comparison approach |  | Adjustments determined for differences between comparable sales |  | 11% (11%)
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Collateral-dependent loans - home equity | ​ | $ | 104 |  | Sales comparison approach |  | Adjustments determined for differences between comparable sales |  | 5% (5%)
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Other real estate owned - commercial real estate | ​ | $ | 1,370 |  | Sales comparison approach |  | Adjustments determined for differences between comparable sales |  | 39% (39%)
​ Collateral Dependent Loans ​ Collateral-dependent loans are generally measured for loss using the fair value for reasonable disposition of the underlying collateral. The Bank’s practice is to obtain new or updated appraisals or BPOs on the loans subject to the initial review and then to evaluate the need for an update to this value on an as necessary or possibly annual basis thereafter (depending on the market conditions impacting the value of the collateral). The Bank may discount the valuation amount as necessary for selling costs and past due real estate taxes. If a new or updated appraisal or BPO is not available at the time of a loan’s loss review, the Bank may apply a discount to the existing value of an old valuation to reflect the property’s current estimated value if it is believed to have deteriorated in either: (i) the physical or economic aspects of the subject property or (ii) material changes in market conditions. The review generally results in a partial charge-off of the loan if fair value, less selling costs, are below the loan’s carrying value. Collateral-dependent loans are valued within Level 3 of the fair value hierarchy. ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ |  | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ |
Years Ended December 31, (in thousands) | ​ | ​ | 2024 |  | 2023 |  | 2022 | ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Provision on collateral-dependent loans | ​ | ​ | $ | 13 | ​ | $ | (4) | ​ | $ | 7 | ​
​ Other Real Estate Owned ​ Other real estate owned, which is carried at the lower of cost or fair value, is periodically assessed for impairment based on fair value at the reporting date. Fair value is determined from external appraisals or BPOs using judgments and estimates of external professionals. Many of these inputs are not observable and, accordingly, these measurements are classified as Level 3. ​ Details of other real estate owned carrying value and write downs follow: ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ |  | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
December 31, (in thousands) | ​ |  | 2024 |  | 2023 |  | 2022 |
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Other real estate owned carried at fair value | ​ | ​ | $ | 1,160 | ​ | $ | 1,370 | ​ | $ | 1,581 | ​
Total carrying value of other real estate owned | ​ | ​ | $ | 1,160 | ​ | $ | 1,370 | ​ | $ | 1,581 | ​
Other real estate owned write-downs during the years ended | ​ | ​ | $ | 210 | ​ | $ | 211 | ​ | $ | 211 | ​
​ ​ ​ ​ Financial Instruments ​ The carrying amounts and estimated exit price fair values of financial instruments, as of December 31, 2024 and 2023 follow: ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | ​ | ​ | ​ | Fair Value Measurements at
​ | ​ | ​ | ​ | ​ | December 31, 2024:
​ |  | ​ | ​ |  |  | ​ |  |  | ​ |  |  | ​ |  | Total
​ | ​ | Carrying | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | Fair
(in thousands) | ​ | Value | ​ | Level 1 | ​ | Level 2 | ​ | Level 3 | ​ | Value
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Assets: | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Cash and cash equivalents | ​ | $ | 432,151 | ​ | $ | 432,151 | ​ | $ | — | ​ | $ | — | ​ | $ | 432,151
Available-for-sale debt securities | ​ |  | 584,155 | ​ |  | 84,775 | ​ |  | 493,796 | ​ |  | 5,584 | ​ |  | 584,155
Held-to-maturity debt securities | ​ |  | 10,778 | ​ |  | — | ​ |  | 10,735 | ​ |  | — | ​ |  | 10,735
Equity securities with readily determinable fair values | ​ | ​ | 693 | ​ | ​ | — | ​ | ​ | 693 | ​ | ​ | — | ​ | ​ | 693
Mortgage loans held for sale, at fair value | ​ |  | 8,312 | ​ |  | — | ​ |  | 8,312 | ​ |  | — | ​ |  | 8,312
Consumer loans held for sale, at fair value | ​ | ​ | 5,443 | ​ | ​ | — | ​ | ​ | — | ​ | ​ | 5,443 | ​ | ​ | 5,443
Consumer loans held for sale, at the lower of cost or fair value | ​ | ​ | 18,632 | ​ | ​ | — | ​ | ​ | — | ​ | ​ | 18,714 | ​ | ​ | 18,714
Loans, net | ​ |  | 5,347,488 | ​ |  | — | ​ |  | — | ​ |  | 5,209,571 | ​ |  | 5,209,571
Federal Home Loan Bank stock | ​ |  | 24,478 | ​ |  | — | ​ |  | — | ​ |  | — | ​ |  | NA
Accrued interest receivable | ​ |  | 20,128 | ​ |  | — | ​ |  | 20,128 | ​ |  | — | ​ |  | 20,128
Mortgage servicing rights | ​ | ​ | 6,975 | ​ | ​ | — | ​ | ​ | 17,159 | ​ | ​ | — | ​ | ​ | 17,159
Rate lock commitments | ​ | ​ | 223 | ​ | ​ | — | ​ | ​ | 223 | ​ | ​ | — | ​ | ​ | 223
Mandatory forward contracts | ​ | ​ | 70 | ​ | ​ | — | ​ | ​ | 70 | ​ | ​ | — | ​ | ​ | 70
Interest rate swap agreements - Bank clients and institutional swap dealer | ​ | ​ | 6,588 | ​ | ​ | — | ​ | ​ | 6,588 | ​ | ​ | — | ​ | ​ | 6,588
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Liabilities: | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Noninterest-bearing deposits | ​ | $ | 1,207,764 | ​ | $ | — | ​ | $ | 1,207,764 | ​ | $ | — | ​ | $ | 1,207,764
Transaction deposits | ​ |  | 3,231,738 | ​ |  | — | ​ |  | 3,231,738 | ​ |  | — | ​ |  | 3,231,738
Time deposits | ​ |  | 771,044 | ​ |  | — | ​ |  | 773,415 | ​ |  | — | ​ |  | 773,415
Securities sold under agreements to repurchase and other short-term borrowings | ​ |  | 103,318 | ​ |  | — | ​ |  | 103,318 | ​ |  | — | ​ |  | 103,318
Federal Home Loan Bank advances | ​ |  | 395,000 | ​ |  | — | ​ |  | 395,814 | ​ |  | — | ​ |  | 395,814
Accrued interest payable | ​ |  | 5,153 | ​ |  | — | ​ |  | 5,153 | ​ |  | — | ​ |  | 5,153
Interest rate swap agreements - Bank clients and institutional swap dealer | ​ | ​ | 6,588 | ​ | ​ | — | ​ | ​ | 6,588 | ​ | ​ | — | ​ | ​ | 6,588
Interest rate swap agreements on FHLB advances | ​ | ​ | 647 | ​ | ​ | — | ​ | ​ | 647 | ​ | ​ | — | ​ | ​ | 647
​ NA - Not applicable
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | ​ | ​ | ​ | Fair Value Measurements at
​ | ​ | ​ | ​ | ​ | December 31, 2023:
​ |  |  | ​ |  |  | ​ |  |  | ​ |  |  | ​ |  | Total
​ | ​ | Carrying | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | Fair
(in thousands) | ​ | Value | ​ | Level 1 | ​ | Level 2 | ​ | Level 3 | ​ | Value
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Assets: | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Cash and cash equivalents | ​ | $ | 316,567 | ​ | $ | 316,567 | ​ | $ | — | ​ | $ | — | ​ | $ | 316,567
Available-for-sale debt securities | ​ |  | 591,313 | ​ |  | 177,784 | ​ |  | 407,638 | ​ |  | 5,891 | ​ |  | 591,313
Held-to-maturity debt securities | ​ |  | 76,387 | ​ |  | — | ​ |  | 76,167 | ​ |  | — | ​ |  | 76,167
Equity securities with readily determinable fair values | ​ | ​ | 174 | ​ | ​ | — | ​ | ​ | 174 | ​ | ​ | — | ​ | ​ | 174
Mortgage loans held for sale, at fair value | ​ |  | 3,227 | ​ |  | — | ​ |  | 3,227 | ​ |  | — | ​ |  | 3,227
Consumer loans held for sale, at fair value | ​ | ​ | 7,914 | ​ | ​ | — | ​ | ​ | — | ​ | ​ | 7,914 | ​ | ​ | 7,914
Consumer loans held for sale, at the lower of cost or fair value | ​ | ​ | 16,094 | ​ | ​ | — | ​ | ​ | — | ​ | ​ | 16,094 | ​ | ​ | 16,094
Loans, net | ​ |  | 5,157,731 | ​ |  | — | ​ |  | — | ​ |  | 4,874,974 | ​ |  | 4,874,974
Federal Home Loan Bank stock | ​ |  | 23,770 | ​ |  | — | ​ |  | — | ​ |  | — | ​ |  | NA
Accrued interest receivable | ​ |  | 18,447 | ​ |  | — | ​ |  | 4,097 | ​ |  | 14,350 | ​ |  | 18,447
Mortgage servicing rights | ​ | ​ | 7,411 | ​ | ​ | — | ​ | ​ | 16,054 | ​ | ​ | — | ​ | ​ | 16,054
Rate lock commitments | ​ | ​ | 243 | ​ | ​ | — | ​ | ​ | 243 | ​ | ​ | — | ​ | ​ | 243
Interest rate swap agreements - Bank clients and institutional swap dealer | ​ | ​ | 8,933 | ​ | ​ | — | ​ | ​ | 8,933 | ​ | ​ | — | ​ | ​ | 8,933
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Liabilities: | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Noninterest-bearing deposits | ​ | $ | 1,676,998 | ​ | $ | — | ​ | $ | 1,676,998 | ​ | $ | — | ​ | $ | 1,676,998
Transaction deposits | ​ |  | 2,924,114 | ​ |  | — | ​ |  | 2,924,114 | ​ |  | — | ​ |  | 2,924,114
Time deposits | ​ |  | 452,051 | ​ |  | — | ​ |  | 446,218 | ​ |  | — | ​ |  | 446,218
Securities sold under agreements to repurchase and other short-term borrowings | ​ |  | 99,530 | ​ |  | — | ​ |  | 99,530 | ​ |  | — | ​ |  | 99,530
Federal Home Loan Bank advances | ​ |  | 380,000 | ​ |  | — | ​ |  | 382,062 | ​ |  | — | ​ |  | 382,062
Accrued interest payable | ​ |  | 4,073 | ​ |  | — | ​ |  | 4,073 | ​ |  | — | ​ |  | 4,073
Rate lock commitments | ​ |  | 243 | ​ | ​ | — | ​ | ​ | 243 | ​ | ​ | — | ​ | ​ | 243
Mandatory forward contracts | ​ | ​ | 61 | ​ | ​ | — | ​ | ​ | 61 | ​ | ​ | — | ​ | ​ | 61
Interest rate swap agreements - Bank clients and institutional swap dealer | ​ | ​ | 8,933 | ​ | ​ | — | ​ | ​ | 8,933 | ​ | ​ | — | ​ | ​ | 8,933
NA - Not applicable

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- Definition The entire disclosure for the fair value of financial instruments (as defined), including financial assets and financial liabilities (collectively, as defined), and the measurements of those instruments as well as disclosures related to the fair value of non-financial assets and liabilities. Such disclosures about the financial instruments, assets, and liabilities would include: (1) the fair value of the required items together with their carrying amounts (as appropriate); (2) for items for which it is not practicable to estimate fair value, disclosure would include: (a) information pertinent to estimating fair value (including, carrying amount, effective interest rate, and maturity, and (b) the reasons why it is not practicable to estimate fair value; (3) significant concentrations of credit risk including: (a) information about the activity, region, or economic characteristics identifying a concentration, (b) the maximum amount of loss the entity is exposed to based on the gross fair value of the related item, (c) policy for requiring collateral or other security and information as to accessing such collateral or security, and (d) the nature and brief description of such collateral or security; (4) quantitative information about market risks and how such risks are managed; (5) for items measured on both a recurring and nonrecurring basis information regarding the inputs used to develop the fair value measurement; and (6) for items presented in the financial statement for which fair value measurement is elected: (a) information necessary to understand the reasons for the election, (b) discussion of the effect of fair value changes on earnings, (c) a description of [similar groups] items for which the election is made and the relation thereof to the balance sheet, the aggregate carrying value of items included in the balance sheet that are not eligible for the election; (7) all other required (as defined) and desired information. + References Reference 1: http://www.xbrl.org/2003/role/exampleRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 55 -Paragraph 107 -Publisher FASB -URI https://asc.fasb.org/1943274/2147482078/820-10-55-107 Reference 2: http://www.xbrl.org/2003/role/exampleRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 55 -Paragraph 100 -Publisher FASB -URI https://asc.fasb.org/1943274/2147482078/820-10-55-100 Reference 3: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (c)(3) -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-2 Reference 4: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 6A -Subparagraph (a) -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-6A Reference 5: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2E -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-2E Reference 6: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 6A -Subparagraph (h) -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-6A Reference 7: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 6A -Subparagraph (f) -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-6A Reference 8: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 6A -Subparagraph (e) -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-6A Reference 9: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 6A -Subparagraph (d) -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-6A Reference 10: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (h) -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-2 Reference 11: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (g) -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-2 Reference 12: http://www.xbrl.org/2003/role/disclosureRef -Topic 940 -SubTopic 820 -Name Accounting Standards Codification -Section 50 -Paragraph 1 -Subparagraph (a) -Publisher FASB -URI https://asc.fasb.org/1943274/2147478119/940-820-50-1 + Details
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