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Fair Values (Tables)
 6 Months Ended
Jun. 30, 2013
Fair Value Disclosures [Abstract]  
Schedule of assets and liabilities recorded at fair value on a recurring and non-recurring basis by levels
The following fair value hierarchy table summarizes the Company's assets and liabilities recorded at fair value on a recurring and non-recurring basis by the above categories ($ in thousands):
 
 
 
Fair Value Using
 
Total
 
Quoted market
prices in
active markets
(Level 1)
 
Significant other
observable
inputs
(Level 2)
 
Significant
unobservable
inputs
(Level 3)
As of June 30, 2013
 
 
 
 
 
 
 
Recurring basis:
 
 
 
 
 
 
 
Derivative assets
$
2,471

 
$
—

 
$
2,471

 
$
—

Derivative liabilities
$
2,043

 
$
—

 
$
2,043

 
$
—

Available-for-sale securities
$
1,070

 
$
1,070

 
$
—

 
$
—

Non-recurring basis:
 
 
 
 
 
 
 
Impaired loans(1)
$
12,700

 
$
—

 
$
—

 
$
12,700

Impaired real estate
$
4,950

 
$
—

 
$
4,950

 
$
—

As of December 31, 2012
 
 
 
 
 
 
 
Recurring basis:
 
 
 
 
 
 
 
Derivative liabilities
$
3,435

 
$
—

 
$
3,435

 
$
—

Non-recurring basis:
 
 
 
 
 
 
 
Impaired loans
$
57,201

 
$
—

 
$
—

 
$
57,201

Impaired real estate
$
31,597

 
$
—

 
$
7,649

 
$
23,948


Explanatory Note:
_______________________________________________________________________________
(1)
The Company recorded the fair value of impaired loans based on a weighted average discount rate of 14.6% and a weighted average annual percentage market rate growth of 3.0% using discounted cash flows.