v3.26.1
INTEREST RATE SWAPS
6 Months Ended
Jun. 30, 2026
INTEREST RATE SWAPS  
INTEREST RATE SWAPS

11.INTEREST RATE SWAPS

Interest rate swap derivatives are recognized at fair value in other assets or other liabilities. The accounting for changes in fair value depends on whether the derivative has been designated and qualifies for hedge accounting. For derivatives designated as cash flow hedges, the effective portion of unrealized gains and losses is recorded in OCI. AOCI are subsequently reclassified into earnings in the same periods during which the hedged transactions affect earnings. If a hedge relationship ceases to qualify for hedge accounting, subsequent changes in fair value are recognized in current-period earnings. Derivatives not designated as hedging instruments are accounted for as economic hedges, with changes in fair value recognized in current-period earnings.

Interest Rate Swaps Used as Cash Flow Hedges

During 2024, the Bank entered into three interest rate swap agreements related to FHLB advances indexed to one-month SOFR. The counterparties to the swaps met the Bank’s credit standards, and management believes the associated counterparty credit risk is not significant. The Bank designated the swaps as cash flow hedges for hedge accounting purposes. The Bank expects the hedges to remain highly effective throughout the remaining terms of the swap agreements.

The following tables present information related to interest rate swaps designated as cash flow hedges:

June 30, 2026

December 31, 2025

Notional

Notional

(in thousands)

  ​ ​ ​

Bank Position

  ​ ​ ​

Amount

  ​ ​ ​

Fair Value

  ​ ​ ​

Amount

  ​ ​ ​

Fair Value

Interest rate swaps on FHLB advances - Other liabilities and accrued interest payable

 

Pay fixed/receive variable

 

$

100,000

 

$

(692)

 

$

100,000

 

$

(2,674)

June 30, 2026

December 31, 2025

Unrealized

Unrealized

Notional

Pay

Receive

Assets /

Gain (Loss)

Assets /

Gain (Loss)

(dollars in thousands)

  ​ ​ ​

Amount

  ​ ​ ​

Rate

  ​ ​ ​

Rate

  ​ ​ ​

Term

Bank Position

  ​ ​ ​

(Liabilities)

  ​ ​ ​

in AOCI

  ​ ​ ​

(Liabilities)

  ​ ​ ​

in AOCI

Interest rate swaps on FHLB advances - Other liabilities and accrued interest payable

 

$

100,000

 

4.14

%

 

1M SOFR

 

5/2024 - 6/2029

Pay fixed/receive variable

 

$

100,000

 

$

(692)

 

$

100,000

 

$

(2,674)

The following table presents the total interest expense recognized on interest rate swaps designated as cash flow hedges:

  ​ ​ ​

Three Months Ended

Six Months Ended

  ​ ​ ​

June 30, 

June 30, 

(in thousands)

2026

  ​ ​ ​

2025

  ​ ​ ​

2026

  ​ ​ ​

2025

Total interest (benefit) expense on FHLB swap transactions

$

137

$

(45)

$

257

$

(91)

The following table presents the net gains (losses) recognized in OCI and earnings related to interest rate swaps designated as cash flow hedges:

Three Months Ended

Six Months Ended

June 30, 

June 30, 

(in thousands)

2026

  ​ ​ ​

2025

  ​ ​ ​

2026

  ​ ​ ​

2025

Losses recognized in OCI on derivative (effective portion)

$

1,026

 

$

(733)

 

$

1,725

 

$

(2,173)

Losses reclassified from OCI on derivative (effective portion)

137

 

(45)

 

257

 

(91)

Gains (losses) recognized in income on derivative (ineffective portion)

 

 

 

Non-hedge Interest Rate Swaps

The Bank enters into interest rate swap agreements to accommodate client transactions and meet customer financing needs. To mitigate the interest rate risk associated with these transactions, the Bank simultaneously enters into offsetting swap agreements with third-party counterparties. Although these instruments are derivatives, they are not designated as hedging instruments for accounting purposes. Accordingly, changes in fair value are recognized in current-period earnings.

Interest rate swap agreements expose the Bank to counterparty credit risk, which is the risk that a counterparty will fail to perform in accordance with the terms of the contract. When the fair value of a derivative contract is positive, the Bank is exposed to credit risk because the counterparty or client may be unable to satisfy its contractual obligations. Conversely, when the fair value of a derivative contract is negative, the Bank owes the counterparty or client and, therefore, is not exposed to credit risk on that position.

The following table presents a summary of the Bank's interest rate swaps related to client transactions:

  ​ ​ ​

June 30, 2026

December 31, 2025

Notional

Notional

(in thousands)

  ​ ​ ​

Bank Position

Amount

  ​ ​ ​

Fair Value

  ​ ​ ​

Amount

  ​ ​ ​

Fair Value

Interest rate swaps with Bank clients - Other assets and accrued interest receivable

 

Pay variable/receive fixed

 

$

141,103

$

1,216

 

$

196,667

$

3,922

Interest rate swaps with Bank clients - Other liabilities and accrued interest payable

 

Pay variable/receive fixed

 

134,028

 

(3,175)

 

69,628

 

(2,399)

Interest rate swaps with Bank clients - Total

 

Pay variable/receive fixed

 

$

275,131

 

$

(1,959)

 

$

266,295

 

$

1,523

Offsetting interest rate swaps with institutional swap dealer - Other assets and accrued interest receivable

Pay fixed/receive variable

134,028

3,175

69,628

2,399

Offsetting interest rate swaps with institutional swap dealer - Other liabilities and accrued interest payable

Pay fixed/receive variable

141,103

(1,216)

196,667

(3,922)

Offsetting interest rate swaps with institutional swap dealer - Total

Pay fixed/receive variable

$

275,131

 

$

1,959

 

$

266,295

 

$

(1,523)

Total

 

$

550,262

$

 

$

532,590

$

The Bank and its counterparties are required to pledge cash or securities as collateral when either party's net exposure to the other exceeds $250,000. As of June 30, 2026 and December 31, 2025, the Bank held cash collateral of $1 million and $0 pledged by counterparties, which was included in interest-bearing deposits on the Company’s Balance Sheet. Conversely, as of June 30, 2026 and December 31, 2025, the Bank had pledged cash collateral of $350,000 and $5 million to its counterparties, which was included in cash and cash equivalents on the Company’s Balance Sheet.