Derivatives (Tables)

6 Months Ended

Jun. 30, 2026

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Credit Value Adjustment Recorded Related to Notional Amount Of Derivatives Outstanding

The following table depicts the credit value and fair value adjustments recorded related to the notional amount of derivatives outstanding as well as the notional amount of risk participation agreements participated to other banks:


	June 30, 2026		December 31, 2025
	(dollars in thousands)
Derivatives not Designated as Hedging Instruments
Interest rate derivatives:
Credit value adjustment	$	(96)	$	(185)
Notional amount:
Interest rate derivatives	956,044		1,000,541
Interest rate caps	27,664		50,525
Interest rate collars	11,010		2,022
Risk participation agreements	143,972		158,646
Sold credit protection on risk participation agreements	(150,686)		(151,858)
Interest rate options	69,661		48,143
Interest rate forwards:
Fair value adjustment	(59)		(133)
Notional amount	72,000		49,000
Derivatives Designated as Hedging Instruments
Interest rate swaps:
Fair value adjustment	514		(766)
Notional amount	65,000		215,000

Schedule of Changes in Fair Value of Derivative Assets and Liabilities

The table below presents the change in the fair value of derivative assets and derivative liabilities attributable to credit risk or fair value changes included in "Other income," "Other expense," "Interest on subordinated debentures" or "Interest and fees on loans" in the unaudited Consolidated Statements of Income:


	For the Three Months Ended June 30,				For the Six Months Ended June 30,
	2026		2025		2026		2025
	(dollars in thousands)
Non-hedging interest rate derivatives
Increase (decrease) in other income	$	346	$	(8)	$	157	$	303

Non-hedging interest rate forwards
(Decrease) increase in other income	(327)		(614)		74		(741)

Hedging interest rate derivatives
Decrease in interest and fees on loans	(531)		(2,944)		(1,838)		(6,905)
Decrease in interest from subordinated debentures	(240)		(312)		(483)		(622)