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Derivative Instruments and Hedging Activities | 9 Months Ended
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Sep. 30, 2025
Derivative Instruments and Hedging Activities |
Derivative Instruments and Hedging Activities | Note 7: Derivative Instruments and Hedging Activities The Company uses derivative financial instruments, which consist of interest rate swaps, interest rate caps, and fair value swaps to assist in its interest rate risk management. The notional amount does not represent amounts exchanged by the parties. The amount exchanged is determined by reference to the notional amount and the other terms of the individual agreements. Derivative financial instruments are reported at fair value in other assets or other liabilities. The accounting for changes in the fair value of a derivative depends on whether it has been designated and qualifies as part of a hedging relationship and classification as either a cash flow hedge or fair value hedge for those derivatives which are designated as part of a hedging relationship. For derivatives not designated as hedges, the gain or loss is recognized in current earnings. ​ Non-hedge Derivatives ​ The Company enters into interest rate swaps to facilitate client transactions and meet their financing needs. Upon entering into these instruments to meet client needs, the Company enters into offsetting positions with large U.S. financial institutions in order to minimize the risk to the Company. These swaps are derivatives, but are not designated as hedging instruments. Interest rate swap contracts involve the risk of dealing with counterparties and their ability to meet contractual terms. When the fair value of a derivative instrument contract is positive, this generally indicates that the counterparty or client owes the Company, and results in credit risk to the Company. When the fair value of a derivative instrument contract is negative, the Company owes the client or counterparty and therefore, the Company has no credit risk. The following table presents a summary of the Company’s interest rate swaps to facilitate customer transactions as of September 30, 2025 and December 31, 2024:
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | September 30, 2025 | ​ | December 31, 2024
​ | ​ | Notional | ​ | Estimated | ​ | Notional | ​ | Estimated
(dollars in thousands) | ​ | Amount | ​ | Fair Value | ​ | Amount | ​ | Fair Value
Interest rate swap agreements: | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Assets | ​ | $ | 170,837 | ​ | $ | 8,549 | ​ | $ | 115,577 | ​ | $ | 8,210
Liabilities | ​ |  | 170,837 | ​ |  | (8,549) | ​ |  | 115,577 | ​ |  | (8,210)
Total | ​ | $ | 341,674 | ​ | $ | — | ​ | $ | 231,154 | ​ | $ | —
​ The Company has entered into a risk participation agreement (“RPA”) to share credit exposure with a counterparty related to an interest rate swap agreement associated with a loan participation. Under the RPA, the Company sold a portion of its credit exposure, receiving an up-front fee, and will be required to make a payment if the loan client defaults on its obligations. The notional amount of the RPA reflects the Company’s pro-rata share of the derivative instrument consistent with its share of the related participated loan. ​ The following table presents a summary of the Company’s RPA as of September 30, 2025 and December 31, 2024: ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | ​ | ​ | September 30, 2025 | ​ | December 31, 2024
​ | ​ | Location of | ​ | Notional | ​ | Fair Value | ​ | Notional | ​ | Fair Value
(dollars in thousands) | ​ | Gain (Loss) | ​ | Amount | ​ | Assets | ​ | Liabilities | ​ | Amount | ​ | Assets | ​ | Liabilities
Risk Participation Agreement | ​ | Other Income | ​ | $ | 9,944 | ​ | $ | — | ​ | $ | 17 | ​ | $ | — | ​ | $ | — | ​ | $ | —
​ ​ Any gain or loss related to changes in the fair value of the RPA is recorded to earnings. For the three months ended September 30, 2025, the total net gain recorded to earnings was $2,000. For the nine months ended September, 30, 2025, the total net loss recorded to earnings was $17,000. There was no gain or loss recorded to earnings for the three and nine months ended September 30, 2024 ​ Cash Flow Hedging Derivatives ​ For derivative instruments that are designated and qualify as a cash flow hedge, the aggregate fair value of the derivative instrument is recorded in other assets or other liabilities with any gain or loss related to changes in fair value recorded in accumulated other comprehensive income, net of tax. The gain or loss is reclassified into earnings in the same period during which the hedged asset or liability affects earnings and is presented in the same income statement line item as the earnings effect of the hedged asset or liability. The Company utilizes cash flow hedges to manage interest rate exposure for the brokered deposit and wholesale borrowing portfolios. During the next 12 months, the Company estimates that $3.7 million will be reclassified to interest expense, as a reduction of the expense. ​ The following table presents a summary of the Company’s interest rate swaps designated as cash flow hedges as of September 30, 2025 and December 31, 2024:
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
(dollars in thousands) |  | September 30, 2025 |  | December 31, 2024 | ​
Notional Amount | ​ | $ | 183,000 | ​ | $ | 178,000 | ​
Weighted Average Pay Rate | ​ | ​ | 2.87 | % | ​ | 2.20 | %
Weighted Average Receive Rate | ​ | ​ | 4.30 | % | ​ | 4.80 | %
Weighted Average Maturity (Years) | ​ | ​ | 4.42 | ​ | ​ | 4.02 | ​
Net Unrealized Gain | ​ | $ | 636 | ​ | $ | 5,139 | ​
​ The Company purchases interest rate caps, designated as cash flow hedges, of certain liabilities. The interest rate caps require receipt of variable amounts from the counterparties when interest rates rise above the strike price in the contracts. For the three and nine months ended September 30, 2025, the Company recognized amortization expense on the interest rate caps of $200,000 and $593,000, respectively, which was recorded as a component of interest expense on FHLB advances. For the three and nine months ended September 30, 2024, the Company recognized amortization expense on the interest rate caps of $204,000 and $600,000, respectively, which was recorded as a component of interest expense on brokered deposits and FHLB advances. ​ The following table presents a summary of the Company’s interest rate caps designated as cash flow hedges as of September 30, 2025 and December 31, 2024: ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
(dollars in thousands) |  | September 30, 2025 |  | December 31, 2024 | ​
Notional Amount | ​ | $ | 125,000 | ​ | $ | 125,000 | ​
Unamortized Premium Paid | ​ | ​ | 3,688 | ​ | ​ | 4,281 | ​
Weighted Average Strike Rate | ​ | ​ | 0.96 | % | ​ | 0.96 | %
Weighted Average Maturity (Years) | ​ | ​ | 4.59 | ​ | ​ | 5.34 | ​
​ The following table presents the effect of derivative instruments in cash flow hedging relationships on the consolidated statements of income for the three and nine months ended September 30, 2025 and 2024:
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | ​ | ​ | Three Months Ended September 30, | ​ | Nine Months Ended September 30,
(dollars in thousands) | ​ | 2025 | ​ | 2024 | ​ | 2025 | ​ | 2024
Derivatives in | ​ | Location of Gain | ​ | Gain | ​ | Gain
Cash Flow Hedging | ​ | Reclassified | ​ | Reclassified from | ​ | Reclassified from
Relationships | ​ | from AOCI into Income | ​ | AOCI into Earnings | ​ | AOCI into Earnings
Interest rate swaps | ​ | Interest expense | ​ | $ | 683 | ​ | $ | 1,478 | ​ | $ | 2,318 | ​ | $ | 4,549
Interest rate caps | ​ | Interest expense | ​ | ​ | 917 | ​ | ​ | 1,048 | ​ | ​ | 2,731 | ​ | ​ | 2,609
​ No amounts were reclassified from accumulated other comprehensive income into net income related to hedge ineffectiveness for these derivatives during the three and nine months ended September 30, 2025 and 2024, and no amounts are expected to be reclassified from accumulated other comprehensive income into net income related to hedge ineffectiveness over the next twelve months. Fair Value Hedging Derivatives ​ For derivative instruments that are designated and qualify as a fair value hedge, the gain or loss on the derivative instrument as well as the offsetting gain or loss on the hedged asset or liability attributable to the hedged risk are recognized in current earnings. The gain or loss on the derivative instrument is presented on the same income statement line item as the earnings effect of the hedged item. The Company utilizes fair value hedges to mitigate the effect of changing interest rates on the fair values of fixed rate available for sale securities. The hedging strategy converts the fixed interest rates to variable interest rates based on Secured Overnight Financing Rate (“SOFR”). ​ The following table presents a summary of the Company’s interest rate swaps designated as fair value hedges as of September 30, 2025 and December 31, 2024: ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
(dollars in thousands) | ​ | September 30, 2025 | ​ | December 31, 2024 | ​
Notional Amount | ​ | $ | 243,569 | ​ | $ | 145,850 | ​
Weighted Average Pay Rate | ​ | ​ | 3.56 | % | ​ | 3.52 | %
Weighted Average Receive Rate | ​ | ​ | 4.32 | ​ | ​ | 4.82 | ​
Weighted Average Maturity (Years) | ​ | ​ | 14.79 | ​ | ​ | 19.47 | ​
​ The effects of the Company’s fair value hedge relationships on the income statement during the three and nine months ended September 30, 2025 and 2024 were as follows:
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | ​ | ​ | Amount of Gain (Loss) Recognized in Income
(dollars in thousands) | ​ | Three Months Ended September 30, | ​ | Nine Months Ended September 30,
Securities | ​ | Location of Gain (Loss) | ​ | 2025 | ​ | 2024 | ​ | 2025 | ​ | 2024
Interest Rate Swaps | ​ | Interest Income | ​ | $ | (202) | ​ | ​ | (893) | ​ | $ | (3,734) | ​ | ​ | (893)
Securities Available for Sale | ​ | Interest Income | ​ | ​ | 202 | ​ | ​ | 893 | ​ | ​ | 3,734 | ​ | ​ | 893
​ The following table presents amounts that were recorded on the balance sheet related to cumulative basis adjustments for fair value hedges at September 30, 2025 and December 31, 2024:
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | Cumulative Amount of Fair Value Hedging Adjustment
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | Included in the Carrying Amount of the Hedged
(dollars in thousands) | ​ | Carrying Amount of The Hedged Assets/Liabilities | ​ | ​ | Assets/Liabilities
Line Item on the Balance Sheet | ​ | September 30, 2025 | ​ | December 31, 2024 | ​ | September 30, 2025 | ​ | December 31, 2024
Securities Available for Sale | ​ | $ | 250,347 | ​ | ​ | 156,337 | ​ | $ | 6,778 | ​ | ​ | 10,487
​ The following table presents a summary of the Company’s interest rate contracts as of September 30, 2025 and December 31, 2024:
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | September 30, 2025 | ​ | December 31, 2024
​ | ​ | Notional | ​ | Estimated | ​ | Notional | ​ | Estimated
(dollars in thousands) | ​ | Amount | ​ | Fair Value | ​ | Amount | ​ | Fair Value
Interest Rate Swap Agreements - Borrowings: | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Assets | ​ | $ | 45,000 | ​ | $ | 1,914 | ​ | $ | 178,000 | ​ | $ | 5,139
Liabilities | ​ | ​ | 138,000 | ​ | ​ | (1,278) | ​ | ​ | — | ​ | ​ | —
Interest Rate Swap Agreements - Securities: | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Assets | ​ | ​ | 145,850 | ​ | ​ | 7,546 | ​ | ​ | 145,850 | ​ | ​ | 10,487
Liabilities | ​ | ​ | 97,719 | ​ | ​ | (768) | ​ | ​ | — | ​ | ​ | —
Interest Rate Cap Agreements: | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Assets | ​ | ​ | 125,000 | ​ | ​ | 13,643 | ​ | ​ | 125,000 | ​ | ​ | 19,319
​ The Company is party to collateral support agreements with certain derivative counterparties. These agreements require that the Company maintain collateral based on the fair values of derivative transactions. In the event of default by the Company, the counterparty would be entitled to the collateral. As of September 30, 2025 and December 31, 2024, the Company had pledged no cash collateral for the Company’s derivative contracts. As of September 30, 2025 and December 31, 2024, the Company’s counterparties had pledged cash collateral to the Company of $25.2 million and $44.2 million, respectively. ​ The following table summarizes gross and net information about derivative instruments that are eligible for offset in the balance sheet at September 30, 2025 and December 31, 2024: ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | Gross Amounts Not Offset in the Balance Sheet | ​ | ​ | ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | Net Amounts of | ​ | ​ | ​ | ​ | ​
​ | ​ | Gross Amounts | ​ | Gross Amounts | ​ | Assets (Liabilities) | ​ | ​ | ​ | ​ | ​
​ | ​ | of Recognized | ​ | Offset in the | ​ | Presented in the | ​ | Financial | ​ | Cash Collateral | ​ | Net Assets
(dollars in thousands) | ​ | Assets (Liabilities) | ​ | Balance Sheet | ​ | Balance Sheet | ​ | Instruments | ​ | Received | ​ | (Liabilities)
September 30, 2025 | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Assets | ​ | $ | 31,652 | ​ | $ | — | ​ | $ | 31,652 | ​ | $ | — | ​ | $ | 25,243 | ​ | $ | 6,409
Liabilities | ​ |  | (10,595) | ​ |  | — | ​ |  | (10,595) | ​ |  | — | ​ |  | — | ​ |  | (10,595)
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
December 31, 2024 | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Assets | ​ | $ | 43,155 | ​ | $ | — | ​ | $ | 43,155 | ​ | $ | — | ​ | $ | 44,233 | ​ | $ | (1,078)
Liabilities | ​ | ​ | (8,210) | ​ | ​ | — | ​ | ​ | (8,210) | ​ | ​ | — | ​ | ​ | — | ​ | ​ | (8,210)
​

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- Definition The entire disclosure for derivative instruments and hedging activities including, but not limited to, risk management strategies, non-hedging derivative instruments, assets, liabilities, revenue and expenses, and methodologies and assumptions used in determining the amounts. + References Reference 1: http://www.xbrl.org/2003/role/exampleRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 55 -Paragraph 182 -Publisher FASB -URI https://asc.fasb.org/1943274/2147480401/815-10-55-182 Reference 2: http://www.xbrl.org/2003/role/exampleRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 55 -Paragraph 185 -Publisher FASB -URI https://asc.fasb.org/1943274/2147480401/815-10-55-185 Reference 3: http://www.xbrl.org/2003/role/exampleRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 55 -Paragraph 184 -Publisher FASB -URI https://asc.fasb.org/1943274/2147480401/815-10-55-184 Reference 4: 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