XML 42 R29.htm IDEA: XBRL DOCUMENT v3.23.3

Derivatives (Tables)

9 Months Ended

Sep. 30, 2023

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Interest Rate Swaps

The following table provides a summary of the volume and fair value position of the Interest Rate Swaps as well as the reporting location in the Condensed Consolidated Balance Sheet as of September 30, 2023.

($ in thousands)

September 30, 2023

Derivatives Designated and Qualifying as Cash Flow Hedging Instruments

Location in the Condensed Consolidated Balance Sheets

Number of Instruments

Aggregate Notional Amount(1)

Estimated Fair Value(2)

Interest Rate Swaps

Other Assets

2

$250,000

$10,366

(1) Volume is represented by the derivative instruments' notional amount.

(2) Additional information regarding the fair value of the Company's Interest Rate Swaps is provided in Note 2.

X

- References

No definition available.

+ Details

Name:	us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract
Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

X

- Definition

Tabular disclosure of interest rate derivatives, including, but not limited to, the fair value of the derivatives, statement of financial position location, and statement of financial performance location of these instruments.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4C
-Publisher FASB
-URI https://asc.fasb.org//1943274/2147480434/815-10-50-4C

+ Details

Name:	us-gaap_ScheduleOfInterestRateDerivativesTableTextBlock
Namespace Prefix:	us-gaap_
Data Type:	dtr-types:textBlockItemType
Balance Type:	na
Period Type:	duration