XML 65 R55.htm IDEA: XBRL DOCUMENT
v3.22.2

Note 5 - DERIVATIVES AND HEDGING ACTIVITIES - Summary of Interest Rate Cap Derivatives (Details) - USD ($) $ in Thousands | 6 Months Ended |
--- | --- | ---
Jun. 30, 2022 | Dec. 31, 2021
Derivative Assets | $ 97,455 | $ 222,220
Interest rate swap |  |
Derivative Assets | 89,645 | 221,055
Interest rate cap |  |
Derivative Assets | 1,576 | 238
Cash Flow Hedging | Interest rate swap |  |
Derivative Assets | 126 |
Cash Flow Hedging | Interest rate cap |  |
Derivative Assets | 6,108 | 927
Designated as Hedging Instrument | Derivative Assets. | Cash Flow Hedging | Derivative Instrument One Maturing 2023 [Member] |  |
Notional Amount | 25,000 |
Fair Value - Asset | $ 122 | 5
Designated as Hedging Instrument | Derivative Assets. | Cash Flow Hedging | Derivative Instrument One Maturing 2023 [Member] | London Interbank Offered Rate (LIBOR) |  |
Derivative, Basis Spread on Variable Rate | 1.75% |
Designated as Hedging Instrument | Derivative Assets. | Cash Flow Hedging | Derivative Instrument Two Maturing 2023 [Member] |  |
Notional Amount | $ 50,000 |
Fair Value - Asset | $ 219 | 11
Designated as Hedging Instrument | Derivative Assets. | Cash Flow Hedging | Derivative Instrument Two Maturing 2023 [Member] | London Interbank Offered Rate (LIBOR) |  |
Derivative, Basis Spread on Variable Rate | 1.57% |
Designated as Hedging Instrument | Derivative Assets. | Cash Flow Hedging | Derivative Instrument Three Maturing 2023 [Member] |  |
Notional Amount | $ 25,000 |
Fair Value - Asset | $ 109 | 5
Designated as Hedging Instrument | Derivative Assets. | Cash Flow Hedging | Derivative Instrument Three Maturing 2023 [Member] | London Interbank Offered Rate (LIBOR) |  |
Derivative, Basis Spread on Variable Rate | 1.80% |
Designated as Hedging Instrument | Derivative Assets. | Cash Flow Hedging | Derivative Instrument One Maturing 2024 [Member] |  |
Notional Amount | $ 25,000 |
Fair Value - Asset | $ 529 | 60
Designated as Hedging Instrument | Derivative Assets. | Cash Flow Hedging | Derivative Instrument One Maturing 2024 [Member] | London Interbank Offered Rate (LIBOR) |  |
Derivative, Basis Spread on Variable Rate | 1.75% |
Designated as Hedging Instrument | Derivative Assets. | Cash Flow Hedging | Derivative Instrument Two Maturing 2024 [Member] |  |
Notional Amount | $ 50,000 |
Fair Value - Asset | $ 1,081 | 125
Designated as Hedging Instrument | Derivative Assets. | Cash Flow Hedging | Derivative Instrument Two Maturing 2024 [Member] | London Interbank Offered Rate (LIBOR) |  |
Derivative, Basis Spread on Variable Rate | 1.57% |
Designated as Hedging Instrument | Derivative Assets. | Cash Flow Hedging | Derivative Instrument Three Maturing 2024 [Member] |  |
Notional Amount | $ 25,000 |
Fair Value - Asset | $ 540 | 62
Designated as Hedging Instrument | Derivative Assets. | Cash Flow Hedging | Derivative Instrument Three Maturing 2024 [Member] | London Interbank Offered Rate (LIBOR) |  |
Derivative, Basis Spread on Variable Rate | 1.80% |
Designated as Hedging Instrument | Derivative Assets. | Cash Flow Hedging | Derivative Instrument One Maturing 2025 [Member] |  |
Notional Amount | $ 25,000 |
Fair Value - Asset | $ 861 | 161
Designated as Hedging Instrument | Derivative Assets. | Cash Flow Hedging | Derivative Instrument One Maturing 2025 [Member] | London Interbank Offered Rate (LIBOR) |  |
Derivative, Basis Spread on Variable Rate | 1.75% |
Designated as Hedging Instrument | Derivative Assets. | Cash Flow Hedging | Derivative Instrument Two Maturing 2025 [Member] |  |
Notional Amount | $ 50,000 |
Fair Value - Asset | $ 1,765 | 332
Designated as Hedging Instrument | Derivative Assets. | Cash Flow Hedging | Derivative Instrument Two Maturing 2025 [Member] | London Interbank Offered Rate (LIBOR) |  |
Derivative, Basis Spread on Variable Rate | 1.57% |
Designated as Hedging Instrument | Derivative Assets. | Cash Flow Hedging | Derivative Instrument Four Maturing 2025 [Member] |  |
Notional Amount | $ 25,000 |
Fair Value - Asset | $ 882 | 166
Designated as Hedging Instrument | Derivative Assets. | Cash Flow Hedging | Derivative Instrument Four Maturing 2025 [Member] | London Interbank Offered Rate (LIBOR) |  |
Derivative, Basis Spread on Variable Rate | 1.80% |
Designated as Hedging Instrument | Derivative Assets. | Cash Flow Hedging | Interest rate cap |  |
Notional Amount | $ 300,000 |
Fair Value - Asset | 6,108 | 927
Designated as Hedging Instrument | Derivative Liabilities | Cash Flow Hedging |  |
Notional Amount | 300,000 |
Fair Value - Liability | (23,617) | (89)
Designated as Hedging Instrument | Derivative Liabilities | Cash Flow Hedging | Interest rate swap |  |
Notional Amount | 49,310 |
Fair Value - Liability |  | (3,991)
Fair value, net | 83 |
Designated as Hedging Instrument | Derivative Liabilities | Cash Flow Hedging | QCR Holdings Statutory Trust II |  |
Notional Amount | 10,000 |
Fair Value - Liability | $ (12) | (1,035)
Receive Rate | 3.86% |
Pay Rate | 5.85% |
Designated as Hedging Instrument | Derivative Liabilities | Cash Flow Hedging | QCR Holdings Statutory Trust III |  |
Notional Amount | $ 8,000 |
Fair Value - Liability | $ (9) | (828)
Receive Rate | 3.86% |
Pay Rate | 5.85% |
Designated as Hedging Instrument | Derivative Liabilities | Cash Flow Hedging | QCR Holdings Statutory Trust V |  |
Notional Amount | $ 10,000 |
Fair Value - Liability | $ (3) | (996)
Receive Rate | 1.79% |
Pay Rate | 4.54% |
Designated as Hedging Instrument | Derivative Liabilities | Cash Flow Hedging | Community National Statutory Trust II |  |
Notional Amount | $ 3,000 |
Fair Value - Liability | $ (4) | (309)
Receive Rate | 3.10% |
Pay Rate | 5.17% |
Designated as Hedging Instrument | Derivative Liabilities | Cash Flow Hedging | Community National Statutory Trust III |  |
Notional Amount | $ 3,500 |
Fair Value - Liability | $ (7) | (360)
Receive Rate | 2.58% |
Pay Rate | 4.75% |
Designated as Hedging Instrument | Derivative Liabilities | Cash Flow Hedging | Guaranty Bankshares Statutory Trust I |  |
Notional Amount | $ 4,500 |
Fair Value - Liability | $ (8) | (463)
Receive Rate | 2.58% |
Pay Rate | 4.75% |
Designated as Hedging Instrument | Derivative Liabilities | Cash Flow Hedging | Guaranty Statutory Trust II |  |
Notional Amount | $ 10,310 |
Fair Value - Asset | $ 126 |
Receive Rate | 2.95% |
Pay Rate | 4.09% |
Designated as Hedging Instrument | Derivative Liabilities | Cash Flow Hedging | Loans, one |  |
Notional Amount | $ 35,000 |
Fair Value - Liability | $ (4,038) | (17)
Receive Rate | 1.40% |
Pay Rate | 1.79% |
Designated as Hedging Instrument | Derivative Liabilities | Cash Flow Hedging | Loans, two |  |
Notional Amount | $ 50,000 |
Fair Value - Liability | $ (5,768) | (25)
Receive Rate | 1.40% |
Pay Rate | 1.79% |
Designated as Hedging Instrument | Derivative Liabilities | Cash Flow Hedging | Loans, three |  |
Notional Amount | $ 40,000 |
Fair Value - Liability | $ (4,627) | (34)
Receive Rate | 1.40% |
Pay Rate | 1.79% |
Designated as Hedging Instrument | Derivative Liabilities | Cash Flow Hedging | Loans, four |  |
Notional Amount | $ 25,000 |
Fair Value - Liability | $ (2,884) | (13)
Receive Rate | 1.40% |
Pay Rate | 1.79% |
Designated as Hedging Instrument | Derivative Liabilities | Cash Flow Hedging | Loan five |  |
Notional Amount | $ 15,000 |
Fair Value - Liability | $ (630) |
Receive Rate | 1.91% |
Pay Rate | 1.79% |
Designated as Hedging Instrument | Derivative Liabilities | Cash Flow Hedging | Loan six |  |
Notional Amount | $ 50,000 |
Fair Value - Liability | $ (2,100) |
Receive Rate | 1.91% |
Pay Rate | 1.79% |
Designated as Hedging Instrument | Derivative Liabilities | Cash Flow Hedging | Loan seven |  |
Notional Amount | $ 35,000 |
Fair Value - Liability | $ (1,470) |
Receive Rate | 1.91% |
Pay Rate | 1.79% |
Designated as Hedging Instrument | Derivative Liabilities | Cash Flow Hedging | Loan eight |  |
Notional Amount | $ 50,000 |
Fair Value - Liability | $ (2,100) |
Receive Rate | 1.91% |
Pay Rate | 1.79% |
Non Designated | Interest rate swap |  |
Derivative Assets | $ 89,645 | 221,055
Non Designated | Derivative Assets. |  |
Notional Amount | 75,000 |
Derivative Assets | 1,576 | 238
Non Designated | Derivative Assets. | Derivative Instrument One Maturing 2023 [Member] |  |
Notional Amount | 25,000 |
Derivative Assets | $ 119 | 3
Non Designated | Derivative Assets. | Derivative Instrument One Maturing 2023 [Member] | London Interbank Offered Rate (LIBOR) |  |
Derivative, Basis Spread on Variable Rate | 1.90% |
Non Designated | Derivative Assets. | Derivative Instrument One Maturing 2024 [Member] |  |
Notional Amount | $ 25,000 |
Derivative Assets | $ 555 | 62
Non Designated | Derivative Assets. | Derivative Instrument One Maturing 2024 [Member] | London Interbank Offered Rate (LIBOR) |  |
Derivative, Basis Spread on Variable Rate | 1.90% |
Non Designated | Derivative Assets. | Derivative Instrument One Maturing 2025 [Member] |  |
Notional Amount | $ 25,000 |
Derivative Assets | $ 902 | $ 173
Non Designated | Derivative Assets. | Derivative Instrument One Maturing 2025 [Member] | London Interbank Offered Rate (LIBOR) |  |
Derivative, Basis Spread on Variable Rate | 1.90% |

X
- Definition Represents the pay rate of the derivative instrument. + References No definition available. + Details
Name: | qcrh_DerivativesPayRate
Namespace Prefix: | qcrh_
Data Type: | dtr-types:percentItemType
Balance Type: | na
Period Type: | duration

X
- Definition Represents the receive rate of the derivative instrument. + References No definition available. + Details
Name: | qcrh_DerivativesReceiveRate
Namespace Prefix: | qcrh_
Data Type: | dtr-types:percentItemType
Balance Type: | na
Period Type: | duration

X
- Definition Fair value, after the effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and not elected to be offset. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 10 -URI http://asc.fasb.org/extlink&oid=99393222&loc=SL20226008-175313 Reference 2: http://www.xbrl.org/2003/role/exampleRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 22 -URI http://asc.fasb.org/extlink&oid=99393222&loc=SL20226052-175313 Reference 3: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 825 -SubTopic 10 -Section 50 -Paragraph 10 -URI http://asc.fasb.org/extlink&oid=123594938&loc=d3e13433-108611 Reference 4: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 + Details
Name: | us-gaap_DerivativeAssets
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition The percentage points added to the reference rate to compute the variable rate on the interest rate derivative. + References No definition available. + Details
Name: | us-gaap_DerivativeBasisSpreadOnVariableRate
Namespace Prefix: | us-gaap_
Data Type: | dtr-types:percentItemType
Balance Type: | na
Period Type: | instant

X
- Definition Nominal or face amount used to calculate payment on derivative. + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1B -URI http://asc.fasb.org/extlink&oid=125515794&loc=SL5580258-113959 Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1A -Subparagraph (d) -URI http://asc.fasb.org/extlink&oid=125515794&loc=SL5579245-113959 + Details
Name: | us-gaap_DerivativeNotionalAmount
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | na
Period Type: | instant

X
- Definition Fair value as of the balance sheet date of all interest rate derivative assets designated as cash flow hedging instruments. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -Subparagraph (c)(1) -URI http://asc.fasb.org/extlink&oid=125515794&loc=SL5624163-113959 + Details
Name: | us-gaap_InterestRateCashFlowHedgeAssetAtFairValue
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Fair value as of the balance sheet date of all interest rate derivatives designated as cash flow hedging instruments. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 45 -Paragraph 5 -URI http://asc.fasb.org/extlink&oid=117331979&loc=d3e41228-113958 + Details
Name: | us-gaap_InterestRateCashFlowHedgeDerivativeAtFairValueNet
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Fair value as of the balance sheet date of all interest rate derivative liabilities designated as cash flow hedging instruments. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -Subparagraph (c)(1) -URI http://asc.fasb.org/extlink&oid=125515794&loc=SL5624163-113959 + Details
Name: | us-gaap_InterestRateCashFlowHedgeLiabilityAtFairValue
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateCapMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis=us-gaap_CashFlowHedgingMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_HedgingDesignationAxis=us-gaap_DesignatedAsHedgingInstrumentMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_BalanceSheetLocationAxis=qcrh_DerivativeAssetsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=qcrh_DerivativeInstrumentOneMaturing2023Member
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_VariableRateAxis=us-gaap_LondonInterbankOfferedRateLIBORMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=qcrh_DerivativeInstrumentTwoMaturing2023Member
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=qcrh_DerivativeInstrumentThreeMaturing2023Member
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=qcrh_DerivativeInstrumentOneMaturing2024Member
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=qcrh_DerivativeInstrumentTwoMaturing2024Member
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=qcrh_DerivativeInstrumentThreeMaturing2024Member
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=qcrh_DerivativeInstrumentOneMaturing2025Member
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=qcrh_DerivativeInstrumentTwoMaturing2025Member
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=qcrh_DerivativeInstrumentFourMaturing2025Member
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_BalanceSheetLocationAxis=qcrh_DerivativeLiabilitiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=qcrh_QcrHoldingsStatutoryTrustTwoMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=qcrh_QcrHoldingsStatutoryTrustThreeMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=qcrh_QcrHoldingsStatutoryTrustFiveMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=qcrh_CommunityNationalStatutoryTrustTwoMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=qcrh_CommunityNationalStatutoryTrustThreeMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=qcrh_GuarantyBanksharesStatutoryTrustOneMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=qcrh_GuarantyStatutoryTrustTwoMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=qcrh_DerivativeInstrumentLoansMaturing2031OneMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=qcrh_DerivativeInstrumentLoansMaturing2031TwoMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=qcrh_DerivativeInstrumentLoansMaturing2031ThreeMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=qcrh_DerivativeInstrumentLoansMaturing2031FourMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=qcrh_DerivativeInstrumentLoansMaturing2027FiveMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=qcrh_DerivativeInstrumentLoansMaturing2027SixMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=qcrh_DerivativeInstrumentLoansMaturing2027SevenMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=qcrh_DerivativeInstrumentLoansMaturing2027EightMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_HedgingDesignationAxis=us-gaap_NondesignatedMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |