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Derivative Instruments (Tables) | 6 Months Ended
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Jun. 30, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract] |
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value | The following table reflects the estimated fair value of derivative instruments included in other assets and other liabilities on the consolidated balance sheets along with their respective notional amounts on a gross basis.
| As of June 30, 2025 |  | As of December 31, 2024
|  |  | Fair Value |  |  |  | Fair Value
(dollars in thousands) | Notional Amount |  | Derivative Assets |  | Derivative Liabilities |  | Notional Amount |  | Derivative Assets |  | Derivative Liabilities
Derivatives not designated as hedging instruments |  |  |  |  |  |  |  |  |  |  |
Interest Rate Products | $ | 16,542 |  |  | $ | 286 |  |  | $ | 328 |  |  | $ | 16,542 |  |  | $ | 66 |  |  | $ | 89 |
Total derivatives not designated as hedging instruments |  |  | $ | 286 |  |  | $ | 328 |  |  |  |  | $ | 66 |  |  | $ | 89 |
Schedule of Derivatives Not Designated as Hedging Instruments | The table below presents the effect of the Company’s derivative financial instruments that are not designated as hedging instruments on the consolidated statements of income for each of the three and six months ended June 30, 2025 and 2024. The Company did not recognize other income related to client swaps in any of the three and six months ended June 30, 2025 and 2024.
|  |  |  | Gain or (Loss) Recognized in Income on Derivative |
|  |  |  | Three Months Ended June 30, |  | Six Months Ended June 30, |
(dollars in thousands) |  | Location of Gain or (Loss) Recognized in Income on Derivative |  | 2025 |  | 2024 |  | 2025 |  | 2024 |
Derivatives Not Designated as Hedging Instruments: |  |  |  |  |  |  |  |  |  |  |
Interest Rate Products (1) |  | Other non-interest income |  | $ | 4 |  |  | $ | — |  |  | $ | (19) |  |  | $ | — |  |
Total |  |  |  | $ | 4 |  |  | $ | — |  |  | $ | (19) |  |  | $ | — |  |
(1) Gain (loss) represents net fair value adjustments (including credit related adjustments) for client swaps.

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