XML 84 R74.htm IDEA: XBRL DOCUMENT v3.21.2
Derivatives Financial Instruments (Details) - USD ($)
$ in Thousands
9 Months Ended
Sep. 30, 2021
Dec. 31, 2020
Derivatives and other information    
Changes in fair value of loan swaps $ 0  
Unpaid principal on mortgage loans held for sale 5,377 $ 6,420
Other assets    
Derivatives and other information    
Cash collateral 5,960 9,920
Forward sales of TBA securities | Not designated as hedges    
Derivatives and other information    
Notional amount 16,500 8,000
Derivative Asset 45  
Derivative Liability   47
Interest rate swaps on loans | Cash flow hedges    
Derivatives and other information    
Notional amount 25,000 25,000
Derivative Liability 960 1,882
Matched interest rate swap with borrower | Not designated as hedges    
Derivatives and other information    
Notional amount 83,819 84,753
Derivative Asset 4,794 8,185
Derivative Liability 167  
Matched interest rate swap with counterparty | Not designated as hedges    
Derivatives and other information    
Notional amount 83,819 84,753
Derivative Asset 167  
Derivative Liability 4,794 8,185
IRLC | Not designated as hedges    
Derivatives and other information    
Notional amount 148,144 198,632
Derivative Asset 2,875 4,582
Mortgage Banking    
Derivatives and other information    
IRLCs 12,130 7,670
Unpaid principal on mortgage loans held for sale 10,550 5,630
Mortgage Banking | Best-efforts forward sales contracts    
Derivatives and other information    
IRLCs 136,010 190,960
Unpaid principal on mortgage loans held for sale 102,110 200,880
Mortgage loans   391,840
Mortgage Banking | Forward sales of TBA securities    
Derivatives and other information    
Mortgage loans 16,500 8,000
Mortgage Banking | Mandatory-delivery forward sales contracts    
Derivatives and other information    
Mortgage loans 5,340 $ 3,940
C&F Mortgage | Best-efforts forward sales contracts    
Derivatives and other information    
Mortgage loans $ 238,120