v3.25.3
Derivative Financial Instruments (Tables)
 9 Months Ended
Sep. 30, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Derivative Instruments
The notional amounts and estimated fair values of derivative positions outstanding are presented in the following table.
 September 30, 2025December 31, 2024
Estimated Fair ValueEstimated Fair Value
(in thousands)Notional
Amount		Asset DerivativeLiability DerivativeNotional
Amount		Asset DerivativeLiability Derivative
Derivatives designated as hedges
Cash flow hedges:
Interest rate contracts:
Swaps hedging loans$1,200,000 $3,778 $1,528 $2,600,000 $254 $23,265 
Non-hedging derivatives
Customer-initiated and other derivatives:
Foreign currency forward contracts355,200 1,894 1,631 485,948 5,462 5,299 
Interest rate contracts:
Swaps6,502,321 37,382 37,382 6,273,301 45,771 45,771 
Caps and floors written2,055,925 4,028 1,417 970,451 1,066 2,529 
Caps and floors purchased2,055,925 1,417 4,028 970,451 2,529 1,066 
Forward contracts22,708,747 30,815 30,385 20,237,917 41,896 41,035 
Gross derivatives79,314 76,371 96,978 118,965 
Netting adjustment - offsetting derivative assets/liabilities(32,350)(32,350)(44,097)(44,097)
Netting adjustment - cash collateral received/posted(9,667)(19,757)(29,679)(16,962)
Net derivatives included on the consolidated balance sheets$37,297 $24,264 $23,202 $57,906