v3.26.3
Derivative Financial Instruments (Tables)
 9 Months Ended
Sep. 30, 2026
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, 2026December 31, 2025
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$3,200,000 $— $42,433 $2,050,000 $4,067 $770 
Fair value hedges:
Interest rate contracts:
Swaps hedging long-term debt400,000 — 23,228 — — — 
Non-hedging derivatives
Customer-initiated and other derivatives:
Foreign currency forward contracts1,026,335 8,327 7,751 265,943 1,212 984 
Commodity contracts232,235 7,258 6,517 — — — 
Interest rate contracts:
Swaps7,322,926 63,651 63,651 6,669,382 31,587 31,587 
Caps and floors written2,852,851 202 9,314 2,740,883 3,718 1,054 
Caps and floors purchased2,894,131 9,331 219 2,782,162 1,179 3,842 
Forward contracts28,748,524 299,355 293,157 22,454,928 40,214 40,021 
Gross derivatives388,124 446,270 81,977 78,258 
Netting adjustment - offsetting derivative assets/liabilities(206,671)(206,671)(33,926)(33,926)
Netting adjustment - cash collateral received/posted(166,992)(99,503)(7,159)(19,874)
Net derivatives included on the consolidated balance sheets$14,461 $140,096 $40,892 $24,458