v3.26.1
Derivative Financial Instruments (Tables)
 3 Months Ended
Mar. 31, 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.
 March 31, 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$2,200,000 $1,193 $8,732 $2,050,000 $4,067 $770 
Fair value hedges:
Interest rate contracts:
Swaps hedging long-term debt400,000 — 5,515 — — — 
Non-hedging derivatives
Customer-initiated and other derivatives:
Foreign currency forward contracts390,321 6,412 6,155 265,943 1,212 984 
Interest rate contracts:
Swaps7,026,856 23,609 23,609 6,669,382 31,587 31,587 
Caps and floors written2,531,138 2,104 2,764 2,740,883 3,718 1,054 
Caps and floors purchased2,572,417 2,871 2,211 2,782,162 1,179 3,842 
Forward contracts44,606,697 147,439 145,258 22,454,928 40,214 40,021 
Gross derivatives183,628 194,244 81,977 78,258 
Netting adjustment - offsetting derivative assets/liabilities(118,526)(118,526)(33,926)(33,926)
Netting adjustment - cash collateral received/posted(21,184)(34,140)(7,159)(19,874)
Net derivatives included on the consolidated balance sheets$43,918 $41,578 $40,892 $24,458