XML 75 R61.htm IDEA: XBRL DOCUMENT v3.21.1
DERIVATIVE FINANCIAL INSTRUMENTS AND HEDGING ACTIVITIES (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2021
Dec. 31, 2020
Apr. 30, 2020
Dec. 31, 2019
Derivative [Line Items]        
Notional Amount $ 960,461 $ 876,603    
Fair Value Asset (Liability) (1,434) 52    
Interest rate swap on deposits        
Derivative [Line Items]        
Notional Amount 50,000 50,000 $ 25,000  
Designated as hedging instrument | Cash flow hedges        
Derivative [Line Items]        
Notional Amount $ 125,000 75,000    
Weighted Average Maturity (in years) 4 years 3 months 18 days      
Fair Value Asset (Liability) $ (1,657) (2,664)    
Designated as hedging instrument | Cash flow hedges | Interest rate cap agreements        
Derivative [Line Items]        
Notional Amount $ 75,000 $ 75,000    
Weighted Average Maturity (in years) 3 years 9 months 18 days 4 years    
Fair Value Asset (Liability) $ (1,379) $ (2,664)    
Designated as hedging instrument | Cash flow hedges | Interest rate swap on variable rate loans        
Derivative [Line Items]        
Notional Amount $ 50,000      
Weighted Average Maturity (in years) 5 years      
Fair Value Asset (Liability) $ (278)      
Designated as hedging instrument | Fair value hedges        
Derivative [Line Items]        
Notional Amount $ 37,190 37,190    
Weighted Average Maturity (in years) 8 years 3 months 18 days      
Fair Value Asset (Liability) $ 262 2,789    
Designated as hedging instrument | Fair value hedges | Interest rate swap on deposits        
Derivative [Line Items]        
Notional Amount $ 37,190 $ 37,190   $ 37,200
Weighted Average Maturity (in years) 8 years 3 months 18 days 8 years 7 months 6 days    
Fair Value Asset (Liability) $ 262 $ 2,789    
Hedged Asset, Fair Value Hedge 39,070 40,209    
Cumulative amount of fair value hedging adjustment in carrying amount 1,880 3,019    
Designated as hedging instrument | Economic hedges        
Derivative [Line Items]        
Notional Amount 791,536 761,093    
Fair Value Asset (Liability) (85) (95)    
Designated as hedging instrument | Economic hedges | Forward sale commitments        
Derivative [Line Items]        
Notional Amount $ 31,382 $ 50,629    
Weighted Average Maturity (in years) 2 months 12 days 2 months 12 days    
Fair Value Asset (Liability) $ (85) $ (95)    
Designated as hedging instrument | Economic hedges | Customer loan derivative liability | MNA counterparty        
Derivative [Line Items]        
Notional Amount $ 260,792 $ 235,947    
Weighted Average Maturity (in years) 6 years 9 months 18 days 6 years 9 months 18 days    
Fair Value Asset (Liability) $ (9,944) $ (15,938)    
Designated as hedging instrument | Economic hedges | Customer loan derivative liability | RPA counterparty        
Derivative [Line Items]        
Notional Amount $ 119,285 $ 119,285    
Weighted Average Maturity (in years) 7 years 7 months 6 days 7 years 10 months 24 days    
Fair Value Asset (Liability) $ (5,482) $ (9,957)    
Designated as hedging instrument | Economic hedges | Customer loan derivative liability | Customer        
Derivative [Line Items]        
Notional Amount $ 380,077 $ 355,232    
Weighted Average Maturity (in years) 7 years 1 month 6 days 7 years 1 month 6 days    
Fair Value Asset (Liability) $ 15,426 $ 25,895    
Not designated as hedging instrument        
Derivative [Line Items]        
Notional Amount $ 6,735 3,320    
Weighted Average Maturity (in years) 2 months 12 days      
Fair Value Asset (Liability) $ 46 22    
Not designated as hedging instrument | Interest rate lock commitments        
Derivative [Line Items]        
Notional Amount $ 6,735 $ 3,320    
Weighted Average Maturity (in years) 2 months 12 days 1 month 6 days    
Fair Value Asset (Liability) $ 46 $ 22