v3.26.1
Derivatives and Hedging Activities (Tables)
3 Months Ended
Mar. 31, 2026
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Fair Value Adjustments
The following table depicts the credit value and fair value adjustments recorded related to the notional amount of derivatives outstanding and interest rate swaps and risk participation agreements with other financial institutions. These adjustments are included in Accrued Interest Payable and Other Liabilities and Accrued Interest Receivable and Other Assets on the Company's Consolidated Statement of Financial Condition.
March 31, 2026
Derivative AssetsDerivative Liabilities
Notional AmountFair ValueNotional AmountFair Value
(Dollars in Thousands)
Derivatives Designated as Hedging Instruments
Interest Rate Swap Contracts$— $— $75,000 $401 
Total Derivatives Designated as Hedging Instruments— — 75,000 401 
Derivatives Not Designated as Hedging Instruments
Interest Rate Swap Contracts - Commercial Loans10,938 37 10,938 37 
Risk Participation Agreements— — 30,576 60 
Total Derivatives Not Designated as Hedging Instruments10,938 37 41,514 97 
Total Derivatives$10,938 $37 $116,514 $498 
December 31, 2025
Derivative AssetsDerivative Liabilities
Notional AmountFair ValueNotional AmountFair Value
(Dollars in Thousands)
Derivatives Designated as Hedging Instruments
Interest Rate Swap Contracts$— $— $75,000 $704 
Total Derivatives Designated as Hedging Instruments— — 75,000 704 
Derivatives Not Designated as Hedging Instruments
Interest Rate Swap Contracts - Commercial Loans10,920 103 10,920 103 
Risk Participation Agreements— — 30,672 66 
Total Derivatives Not Designated as Hedging Instruments10,920 103 41,591 169 
Total Derivatives$10,920 $103 $116,591 $873