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Mortgage Banking Derivatives (Tables)

12 Months Ended

Dec. 31, 2019

Not Designated as Hedging Instrument [Member] | Mortgage Banking Derivatives

Mortgage Banking Derivatives

Schedule of the effect of fair value and cash flow hedge accounting

These mortgage banking derivatives are not designated in hedge relationships using the accepted accounting for derivative instruments and hedging activities at December 31, were as follows:

		2019			2018
Forward contracts:
Notional amount		$	13,500		$	9,315
Fair value			(15)			(50)
Rate lock commitments:
Notional amount		$	10,167		$	8,815
Fair value			265			209

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Tabular disclosure of the location and amount of derivative instruments and nonderivative instruments designated as hedging instruments reported before netting adjustments, and the amount of gain (loss) on derivative instruments and nonderivative instruments designated and qualified as hedging instruments.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
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-Publisher FASB
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-SubTopic 10
-Section 50
-Paragraph 4C
-URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5624171-113959

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