Schedule of effect of cash flow hedge accounting on other comprehensive income (loss) (OCI)

The tables below present the effect of cash flow hedge accounting on other comprehensive income (loss) (“OCI”) for the three and nine months ended September 30, 2020 and 2019 (in thousands):


	Amount of pre-tax loss recognized				Amount of pre-tax loss recognized
	in OCI on derivatives				in OCI on derivative
Derivatives in cash flow hedging relationships	Three months ended September 30,				Nine months ended September 30,
	2020		2019		2020		2019
Interest rate products	$	(133)	$	(108)	$	(2,184)	$	(914)

Amount of pre-tax gain (loss) reclassified

from accumulated OCI into income

Location of gain (loss) reclassified

Three months ended September 30,

Nine months ended September 30,

from accumulated OCI into income

2020

2019

2020

2019

Interest income (expense)

$

(224)

$

27

$

(410)

$

128

Schedule of fair value provides the location that derivative assets and liabilities

The net amounts of derivative assets or liabilities can be reconciled to the tabular disclosure of fair value. The tabular disclosure of fair value provides the location that derivative assets and liabilities are presented in the condensed consolidated balance sheets (in thousands).

Gross amounts

Net amounts of liabilities

Gross amounts not offset in the condensed consolidated

As of

Gross amounts

offset in the

presented in the

balance sheets

September 30,

of recognized

condensed consolidated

Financial

Cash collateral

2020

liabilities

balance sheets

instruments

received

Net amount

Derivatives

$

2,137

$

—

$

2,137

$

—

$

—

$

2,137

Gross amounts

Net amounts of liabilities

Gross amounts not offset in the condensed consolidated

As of

Gross amounts

offset in the

presented in the

balance sheets

December 31,

of recognized

condensed consolidated

Financial

Cash collateral

2019

liabilities

balance sheets

instruments

received

Net amount

Derivatives

$

363

$

—

$

363

$

—

$

—

$

363