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Fair Value Measurements | 3 Months Ended
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Mar. 31, 2019
Fair Value Disclosures [Abstract] |
Fair Value Measurements | Note 13. Fair Value Measurements The fair value of an asset or liability is the price that would be received to sell that asset or paid to transfer that liability in an orderly transaction occurring in the principal market (or most advantageous market in the absence of a principal market) for such asset or liability. In estimating fair value, the Company utilizes valuation techniques that are consistent with the market approach, the income approach and/or the cost approach. Such valuation techniques are consistently applied. Inputs to valuation techniques include the assumptions that market participants would use in pricing an asset or liability. ASC Topic 820, “Fair Value Measurements and Disclosures,” establishes a fair value hierarchy for valuation inputs that gives the highest priority to quoted prices in active markets for identical assets or liabilities and the lowest priority to unobservable inputs. The fair value hierarchy is as follows:
| Level 1 | Quoted prices in active exchange markets for identical assets or liabilities; also includes certain U.S. Treasury and other U.S. Government and agency securities actively traded in over-the-counter markets.
| Level 2 | Observable inputs other than Level 1 including quoted prices for similar assets or liabilities, quoted prices in less active markets, or other observable inputs that can be corroborated by observable market data; also includes derivative contracts whose value is determined using a pricing model with observable market inputs or can be derived principally from or corroborated by observable market data. This category generally includes certain U.S. Government and agency securities, corporate debt securities, derivative instruments, and residential mortgage loans held for sale.
| Level 3 | Unobservable inputs supported by little or no market activity for financial instruments whose value is determined using pricing models, discounted cash flow methodologies, or similar techniques, as well as instruments for which the determination of fair value requires significant management judgment or estimation; also includes observable inputs for single dealer nonbinding quotes not corroborated by observable market data. This category generally includes certain private equity investments, retained interests from securitizations, and certain collateralized debt obligations.
Assets and Liabilities Recorded at Fair Value on a Recurring Basis The table below presents the recorded amount of assets and liabilities measured at fair value on a recurring basis as of March 31, 2019 and December 31, 2018.
(dollars in thousands) |  | Quoted Prices (Level 1) |  |  | Significant Other Observable Inputs (Level 2) |  |  | Significant Other Unobservable Inputs (Level 3) |  |  | Total (Fair Value) |
March 31, 2019 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Assets: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Investment securities available-for-sale: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
U. S. agency securities |  | $ | — |  |  | $ | 239,019 |  |  | $ | — |  |  | $ | 239,019 |
Residential mortgage backed securities |  |  | — |  |  |  | 477,903 |  |  |  | — |  |  |  | 477,903 |
Municipal bonds |  |  | — |  |  |  | 45,533 |  |  |  | — |  |  |  | 45,533 |
Corporate bonds |  |  | — |  |  |  | — |  |  |  | 9,556 |  |  |  | 9,556 |
Other equity investments |  |  | — |  |  |  | — |  |  |  | 218 |  |  |  | 218 |
Loans held for sale |  |  | — |  |  |  | 20,268 |  |  |  | — |  |  |  | 20,268 |
Mortgage banking derivatives |  |  | — |  |  |  | — |  |  |  | 288 |  |  |  | 288 |
Interest rate swap derivatives |  |  | — |  |  |  | 908 |  |  |  | — |  |  |  | 908 |
Total assets measured at fair value on a recurring basis as of March 31, 2019 |  | $ | — |  |  | $ | 783,631 |  |  | $ | 10,062 |  |  | $ | 793,693 |
Liabilities: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Mortgage banking derivatives |  | $ | — |  |  | $ | — |  |  | $ | 222 |  |  | $ | 222 |
Total liabilities measured at fair value on a recurring basis as of March 31, 2019 |  | $ | — |  |  | $ | — |  |  | $ | 222 |  |  | $ | 222 |
December 31, 2018 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Assets: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Investment securities available-for-sale: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
U. S. agency securities |  | $ | — |  |  | $ | 256,345 |  |  | $ | — |  |  | $ | 256,345 |
Residential mortgage backed securities |  |  | — |  |  |  | 472,231 |  |  |  | — |  |  |  | 472,231 |
Municipal bonds |  |  | — |  |  |  | 45,769 |  |  |  | — |  |  |  | 45,769 |
Corporate bonds |  |  | — |  |  |  | — |  |  |  | 9,576 |  |  |  | 9,576 |
Other equity investments |  |  | — |  |  |  | — |  |  |  | 218 |  |  |  | 218 |
Loans held for sale |  |  | — |  |  |  | 19,254 |  |  |  | — |  |  |  | 19,254 |
Mortgage banking derivatives |  |  | — |  |  |  | — |  |  |  | 229 |  |  |  | 229 |
Interest rate swap derivatives |  |  | — |  |  |  | 3,727 |  |  |  | — |  |  |  | 3,727 |
Total assets measured at fair value on a recurring basis as of December 31, 2018 |  | $ | — |  |  | $ | 797,326 |  |  | $ | 10,023 |  |  | $ | 807,349 |
Liabilities: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Mortgage banking derivatives |  | $ | — |  |  | $ | — |  |  | $ | 269 |  |  | $ | 269 |
Total liabilities measured at fair value on a recurring basis as of December 31, 2018 |  | $ | — |  |  | $ | — |  |  | $ | 269 |  |  | $ | 269 |
Investment Securities Available-for-Sale: Investment securities available-for-sale are recorded at fair value on a recurring basis. Fair value measurement is based upon quoted prices, if available. If quoted prices are not available, fair value is measured using independent pricing models or other model-based valuation techniques such as the present value of future cash flows, adjusted for the security’s credit rating, prepayment assumptions and other factors such as credit loss assumptions. Level 1 securities include those traded on an active exchange such as the New York Stock Exchange, Treasury securities that are traded by dealers or brokers in active over-the-counter markets and money market funds. Level 2 securities include U.S. agency debt securities, mortgage backed securities issued by Government Sponsored Entities (“GSE’s”) and municipal bonds. Securities classified as Level 3 include securities in less liquid markets, the carrying amounts approximate the fair value. Loans held for sale: The Company has elected to carry loans held for sale at fair value. This election reduces certain timing differences in the Consolidated Statement of Operations and better aligns with the management of the portfolio from a business perspective. Fair value is derived from secondary market quotations for similar instruments. Gains and losses on sales of residential mortgage loans are recorded as a component of noninterest income in the Consolidated Statements of Operations. Gains and losses on sales of multifamily FHA securities are recorded as a component of noninterest income in the Consolidated Statements of Operations. As such, the Company classifies loans subjected to fair value adjustments as Level 2 valuation. The following table summarizes the difference between the aggregate fair value and the aggregate unpaid principal balance for loans held for sale measured at fair value as of March 31, 2019 and December 31, 2018.
|  | March 31, 2019 |
|  |  |  |  |  |  | Aggregate Unpaid |  |  |  |  |
(dollars in thousands) |  |  | Fair Value |  |  |  | Principal Balance |  |  |  | Difference |
Residential mortgage loans held for sale |  | $ | 20,268 |  |  | $ | 19,825 |  |  | $ | 443 |
FHA mortgage loans held for sale |  | $ | — |  |  | $ | — |  |  | $ | — |
|  |  | December 31, 2018 |
|  |  |  |  |  |  | Aggregate Unpaid |  |  |  |  |
(dollars in thousands) |  |  | Fair Value |  |  |  | Principal Balance |  |  |  | Difference |
Residential mortgage loans held for sale |  | $ | 19,254 |  |  | $ | 18,797 |  |  | $ | 457 |
FHA mortgage loans held for sale |  | $ | — |  |  | $ | — |  |  | $ | — |
No residential mortgage loans held for sale were 90 or more days past due or on nonaccrual status as of March 31, 2019 or December 31, 2018. Interest rate swap derivatives: These derivative instruments consist of forward starting interest rate swap agreements, which are accounted for as cash flow hedges under ASC 815. The Company’s derivative position is classified within Level 2 of the fair value hierarchy and is valued using models generally accepted in the financial services industry and that use actively quoted or observable market input values from external market data providers and/or non-binding broker-dealer quotations. The fair value of the derivatives is determined using discounted cash flow models. These models’ key assumptions include the contractual terms of the respective contract along with significant observable inputs, including interest rates, yield curves, nonperformance risk and volatility. Derivative contracts are executed with a Credit Support Annex, which is a bilateral agreement that requires collateral postings when the market value exceeds certain threshold limits. These agreements protect the interests of the Company and its counterparties should either party suffer a credit rating deterioration. Credit Risk Participation Agreements: The Company enters into credit risk participation agreements (“RPAs”) with institutional counterparties, under which the Company assumes its pro-rata share of the credit exposure associated with a borrower’s performance related to interest rate derivative contracts. The fair value of RPAs is calculated by determining the total expected asset or liability exposure of the derivatives to the borrowers and applying the borrowers’ credit spread to that exposure. Total expected exposure incorporates both the current and potential future exposure of the derivatives, derived from using observable inputs, such as yield curves and volatilities. Accordingly, RPAs fall within Level 2. Mortgage banking derivatives: The Company relies on a third-party pricing service to value its mortgage banking derivative financial assets and liabilities, which the Company classifies as a Level 3 valuation. The external valuation model to estimate the fair value of its interest rate lock commitments to originate residential mortgage loans held for sale includes grouping the interest rate lock commitments by interest rate and terms, applying an estimated pull-through rate based on historical experience, and then multiplying by quoted investor prices determined to be reasonably applicable to the loan commitment groups based on interest rate, terms, and rate lock expiration dates of the loan commitment groups. The Company also relies on an external valuation model to estimate the fair value of its forward commitments to sell residential mortgage loans (i.e., an estimate of what the Company would receive or pay to terminate the forward delivery contract based on market prices for similar financial instruments), which includes matching specific terms and maturities of the forward commitments against applicable investor pricing. The following is a reconciliation of activity for assets and liabilities measured at fair value based on Significant Other Unobservable Inputs (Level 3):
|  | Investment |  |  | Mortgage Banking |  |  |  |
(dollars in thousands) |  | Securities |  |  | Derivatives |  |  | Total |
Assets: |  |  |  |  |  |  |  |  |  |  |  |
Beginning balance at January 1, 2019 |  | $ | 9,794 |  |  | $ | 229 |  |  | $ | 10,023 |
Realized gain included in earnings |  |  | — |  |  |  | 59 |  |  |  | 59 |
Unrealized loss included in other comprehensive income |  |  | (20 | ) |  |  | — |  |  |  | (20 | )
Principal redemption |  |  | — |  |  |  | — |  |  |  | — |
Ending balance at March 31, 2019 |  | $ | 9,774 |  |  | $ | 288 |  |  | $ | 10,062 |
Liabilities: |  |  |  |  |  |  |  |  |  |  |  |
Beginning balance at January 1, 2019 |  | $ | — |  |  | $ | 269 |  |  | $ | 269 |
Realized gain included in earnings |  |  | — |  |  |  | (47 | ) |  |  | (47 | )
Principal redemption |  |  | — |  |  |  | — |  |  |  | — |
Ending balance at March 31, 2019 |  | $ | — |  |  | $ | 222 |  |  | $ | 222 |
|  | Investment |  |  | Mortgage Banking |  |  |  |
(dollars in thousands) |  | Securities |  |  | Derivatives |  |  | Total |
Assets: |  |  |  |  |  |  |  |  |  |  |  |
Beginning balance at January 1, 2018 |  | $ | 1,718 |  |  | $ | 43 |  |  | $ | 1,761 |
Realized gain included in earnings |  |  | — |  |  |  | 186 |  |  |  | 186 |
Purchases of available-for-sale securities |  |  | 8,076 |  |  |  | — |  |  |  | 8,076 |
Principal redemption |  |  | — |  |  |  | — |  |  |  | — |
Ending balance at December 31, 2018 |  | $ | 9,794 |  |  | $ | 229 |  |  | $ | 10,023 |
Liabilities: |  |  |  |  |  |  |  |  |  |  |  |
Beginning balance at January 1, 2018 |  | $ | — |  |  | $ | 10 |  |  | $ | 10 |
Realized loss included in earnings |  |  | — |  |  |  | 259 |  |  |  | 259 |
Principal redemption |  |  | — |  |  |  | — |  |  |  | — |
Ending balance at December 31, 2018 |  | $ | — |  |  | $ | 269 |  |  | $ | 269 |
The other equity securities classified as Level 3 consist of equity investments in the form of common stock of two local banking companies which are not publicly traded, and for which the carrying amount approximates fair value. Assets and Liabilities Recorded at Fair Value on a Nonrecurring Basis The Company measures certain assets at fair value on a nonrecurring basis and the following is a general description of the methods used to value such assets. Impaired loans: The Company does not record loans at fair value on a recurring basis; however, from time to time, a loan is considered impaired and an allowance for loan loss is established. The Company considers a loan impaired when it is probable that the Company will be unable to collect all amounts due according to the original contractual terms of the note agreement, including both principal and interest. Management has determined that nonaccrual loans and loans that have had their terms restructured in a troubled debt restructuring meet this impaired loan definition. Once a loan is identified as individually impaired, management measures impairment in accordance with ASC Topic 310, “Receivables.” The fair value of impaired loans is estimated using one of several methods, including the collateral value, market value of similar debt, enterprise value, liquidation value and discounted cash flows. Those impaired loans not requiring a specific allowance represent loans for which the fair value of expected repayments or collateral exceed the recorded investment in such loans. At March 31, 2019, substantially all of the Company’s impaired loans were evaluated based upon the fair value of the collateral. In accordance with ASC Topic 820, impaired loans where an allowance is established based on the fair value of collateral require classification in the fair value hierarchy. When the fair value of the collateral is based on an observable market price or a current appraised value, the Company records the loan as nonrecurring Level 2. When an appraised value is not available or management determines the fair value of the collateral is further impaired below the appraised value and there is no observable market price, the Company records the loan as nonrecurring Level 3. For individually evaluated impaired loans, the amount of impairment is based upon the present value of expected future cash flows discounted at the loan’s effective interest rate or the estimated fair value of the underlying collateral for collateral-dependent loans, which the Company classifies as a Level 3 valuation. Other real estate owned: Other real estate owned is initially recorded at fair value less estimated selling costs. Fair value is based upon independent market prices, appraised values of the collateral or management’s estimation of the value of the collateral, which the Company classifies as a Level 3 valuation. Assets measured at fair value on a nonrecurring basis are included in the table below:
(dollars in thousands) |  | Quoted Prices (Level 1) |  |  | Significant Other Observable Inputs (Level 2) |  |  | Significant Other Unobservable Inputs (Level 3) |  |  | Total (Fair Value) |
March 31, 2019 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Impaired loans: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Commercial |  | $ | — |  |  | $ | — |  |  | $ | 7,089 |  |  | $ | 7,089 |
Income producing - commercial real estate |  |  | — |  |  |  | — |  |  |  | 39,428 |  |  |  | 39,428 |
Owner occupied - commercial real estate |  |  | — |  |  |  | — |  |  |  | 4,253 |  |  |  | 4,253 |
Real estate mortgage - residential |  |  | — |  |  |  | — |  |  |  | 5,644 |  |  |  | 5,644 |
Construction - commercial and residential |  |  | — |  |  |  | — |  |  |  | 3,030 |  |  |  | 3,030 |
Home equity |  |  | — |  |  |  | — |  |  |  | 487 |  |  |  | 487 |
Other real estate owned |  |  | — |  |  |  | — |  |  |  | 1,394 |  |  |  | 1,394 |
Total assets measured at fair value on a nonrecurring basis as of March 31, 2019 |  | $ | — |  |  | $ | — |  |  | $ | 61,325 |  |  | $ | 61,325 |
(dollars in thousands) |  |  | Quoted Prices (Level 1) |  |  |  | Significant Other Observable Inputs (Level 2) |  |  |  | Significant Other Unobservable Inputs (Level 3) |  |  |  | Total (Fair Value) |
December 31, 2018 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Impaired loans: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Commercial |  | $ | — |  |  | $ | — |  |  | $ | 3,338 |  |  | $ | 3,338 |
Income producing - commercial real estate |  |  | — |  |  |  | — |  |  |  | 18,937 |  |  |  | 18,937 |
Owner occupied - commercial real estate |  |  | — |  |  |  | — |  |  |  | 5,131 |  |  |  | 5,131 |
Real estate mortgage - residential |  |  | — |  |  |  | — |  |  |  | 1,510 |  |  |  | 1,510 |
Construction - commercial and residential |  |  | — |  |  |  | — |  |  |  | 1,981 |  |  |  | 1,981 |
Home equity |  |  | — |  |  |  | — |  |  |  | 487 |  |  |  | 487 |
Other real estate owned |  |  | — |  |  |  | — |  |  |  | 1,394 |  |  |  | 1,394 |
Total assets measured at fair value on a nonrecurring basis as of December 31, 2018 |  | $ | — |  |  | $ | — |  |  | $ | 32,778 |  |  | $ | 32,778 |
The estimated fair values of the Company’s financial instruments at March 31, 2019 and December 31, 2018 are as follows:
|  |  |  |  |  |  |  | Fair Value Measurements |
|  |  |  |  |  |  |  |  |  |  | Quoted Prices |  |  |  | Significant Other Observable Inputs |  |  |  | Significant Unobservable Inputs |
(dollars in thousands) |  |  | Carrying Value |  |  |  | Fair Value |  |  |  | (Level 1) |  |  |  | (Level 2) |  |  |  | (Level 3) |
March 31, 2019 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Cash and due from banks |  | $ | 6,817 |  |  | $ | 6,817 |  |  | $ | — |  |  | $ | 6,817 |  |  | $ | — |
Federal funds sold |  |  | 15,403 |  |  |  | 15,403 |  |  |  | — |  |  |  | 15,403 |  |  |  | — |
Interest bearing deposits with other banks |  |  | 99,870 |  |  |  | 99,870 |  |  |  | — |  |  |  | 99,870 |  |  |  | — |
Investment securities |  |  | 772,229 |  |  |  | 772,229 |  |  |  | — |  |  |  | 762,455 |  |  |  | 9,774 |
Federal Reserve and Federal Home Loan Bank stock |  |  | 34,995 |  |  |  | 34,995 |  |  |  | — |  |  |  | 34,995 |  |  |  | — |
Loans held for sale |  |  | 20,268 |  |  |  | 20,268 |  |  |  | — |  |  |  | 20,268 |  |  |  | — |
Loans |  |  | 7,103,115 |  |  |  | 7,105,850 |  |  |  | — |  |  |  | — |  |  |  | 7,105,850 |
Bank owned life insurance |  |  | 73,865 |  |  |  | 73,865 |  |  |  | — |  |  |  | 73,865 |  |  |  | — |
Annuity investment |  |  | 12,290 |  |  |  | 12,290 |  |  |  | — |  |  |  | 12,290 |  |  |  | — |
Mortgage banking derivatives |  |  | 288 |  |  |  | 288 |  |  |  | — |  |  |  | — |  |  |  | 288 |
Interest rate swap derivatives |  |  | 908 |  |  |  | 908 |  |  |  | — |  |  |  | 908 |  |  |  | — |
Liabilities |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Noninterest bearing deposits |  |  | 2,216,270 |  |  |  | 2,216,270 |  |  |  | — |  |  |  | 2,216,270 |  |  |  | — |
Interest bearing deposits |  |  | 3,103,595 |  |  |  | 3,103,595 |  |  |  | — |  |  |  | 3,103,595 |  |  |  | — |
Certificates of deposit |  |  | 1,363,054 |  |  |  | 1,363,641 |  |  |  | — |  |  |  | 1,363,641 |  |  |  | — |
Customer repurchase agreements |  |  | 26,418 |  |  |  | 26,418 |  |  |  | — |  |  |  | 26,418 |  |  |  | — |
Borrowings |  |  | 467,394 |  |  |  | 460,272 |  |  |  | — |  |  |  | 460,272 |  |  |  | — |
Mortgage banking derivatives |  |  | 222 |  |  |  | 222 |  |  |  | — |  |  |  | — |  |  |  | 222 |
December 31, 2018 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Cash and due from banks |  | $ | 6,773 |  |  | $ | 6,773 |  |  | $ | — |  |  | $ | 6,773 |  |  | $ | — |
Federal funds sold |  |  | 11,934 |  |  |  | 11,934 |  |  |  | — |  |  |  | 11,934 |  |  |  | — |
Interest bearing deposits with other banks |  |  | 303,157 |  |  |  | 303,157 |  |  |  | — |  |  |  | 303,157 |  |  |  | — |
Investment securities |  |  | 784,139 |  |  |  | 784,139 |  |  |  | — |  |  |  | 774,345 |  |  |  | 9,794 |
Federal Reserve and Federal Home Loan Bank stock |  |  | 23,506 |  |  |  | 23,506 |  |  |  | — |  |  |  | 23,506 |  |  |  | — |
Loans held for sale |  |  | 19,254 |  |  |  | 19,254 |  |  |  | — |  |  |  | 19,254 |  |  |  | — |
Loans |  |  | 6,921,503 |  |  |  | 6,921,048 |  |  |  | — |  |  |  | — |  |  |  | 6,921,048 |
Bank owned life insurance |  |  | 73,441 |  |  |  | 73,441 |  |  |  | — |  |  |  | 73,441 |  |  |  | — |
Annuity investment |  |  | 12,417 |  |  |  | 12,417 |  |  |  | — |  |  |  | 12,417 |  |  |  | — |
Mortgage banking derivatives |  |  | 229 |  |  |  | 229 |  |  |  | — |  |  |  | — |  |  |  | 229 |
Interest rate swap derivatives |  |  | 3,727 |  |  |  | 3,727 |  |  |  | — |  |  |  | 3,727 |  |  |  | — |
Liabilities |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Noninterest bearing deposits |  |  | 2,104,220 |  |  |  | 2,104,220 |  |  |  | — |  |  |  | 2,104,220 |  |  |  | — |
Interest bearing deposits |  |  | 3,542,666 |  |  |  | 3,542,666 |  |  |  | — |  |  |  | 3,542,666 |  |  |  | — |
Certificates of deposit |  |  | 1,327,400 |  |  |  | 1,325,209 |  |  |  | — |  |  |  | 1,325,209 |  |  |  | — |
Customer repurchase agreements |  |  | 30,413 |  |  |  | 30,413 |  |  |  | — |  |  |  | 30,413 |  |  |  | — |
Borrowings |  |  | 217,196 |  |  |  | 218,006 |  |  |  | — |  |  |  | 218,006 |  |  |  | — |
Mortgage banking derivatives |  |  | 269 |  |  |  | 269 |  |  |  | — |  |  |  | — |  |  |  | 269 |

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- Definition The entire disclosure of the fair value measurement of assets and liabilities, which includes financial instruments measured at fair value that are classified in shareholders' equity, which may be measured on a recurring or nonrecurring basis. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -URI http://asc.fasb.org/topic&trid=2155941 + Details
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