Fair value, after offset of derivative asset, of financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, elected not to be and before offset against a right to receive collateral under a master netting arrangement. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement.

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Fixed interest rate related to the interest rate derivative.

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Period remaining until the derivative contract matures, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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Amount of loan with fixed rate of interest.

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Loans Receivable with Fixed Rates of Interest, Pool, Maturity Period

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Underlying Derivative at Fair Value

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Derivative Instruments and Hedging Activities - Narrative (Details) $ in Thousands	12 Months Ended
	Dec. 31, 2020 USD ($) instrument	Dec. 31, 2015 USD ($)	Dec. 31, 2019 USD ($)
Derivative [Line Items]
Loans receivable with fixed rates of interest maturity period		10 years
Loans receivable with fixed rates		$ 29,100
Designated as Hedging Instrument [Member]
Derivative [Line Items]
Notional amount	$ 15,465		$ 16,286
Derivative liabilities	533		235
Not Designated as Hedging Instrument [Member]
Derivative [Line Items]
Notional amount	833,671		312,262
Derivative liabilities	1,295		209
Interest Rate Swap [Member] \| Not Designated as Hedging Instrument [Member]
Derivative [Line Items]
Notional amount	$ 179		303
Loans receivable with fixed rates of interest maturity period	15 years
Derivative fixed interest rate	7.43%
Loans receivable fixed interest rate (percentage)	7.43%
Interest Rate Swap [Member] \| Not Designated as Hedging Instrument [Member] \| Other Liabilities [Member]
Derivative [Line Items]
Derivative liabilities	$ 8		14
Interest Rate Swap [Member] \| Cash Flow Hedging [Member]
Derivative [Line Items]
Notional amount		$ 20,000
Derivative fixed interest rate		2.10%
Interest rate cash flow hedge gain (loss) to be reclassified during next 12 months	234
Interest Rate Swap [Member] \| Cash Flow Hedging [Member] \| Designated as Hedging Instrument [Member]
Derivative [Line Items]
Notional amount	15,465		16,286
Interest Rate Swap [Member] \| Cash Flow Hedging [Member] \| Designated as Hedging Instrument [Member] \| Other Liabilities [Member]
Derivative [Line Items]
Derivative liabilities	533		235
Credit Risk Contract [Member] \| Not Designated as Hedging Instrument [Member]
Derivative [Line Items]
Notional amount	$ 643,556		270,147
Derivative number of instruments held \| instrument	94
Credit Risk Contract [Member] \| Not Designated as Hedging Instrument [Member] \| Customer [Member]
Derivative [Line Items]
Underlying derivative at fair value	$ 32,600
Credit Risk Contract [Member] \| Not Designated as Hedging Instrument [Member] \| Minimum [Member]
Derivative [Line Items]
Derivative remaining maturity	15 months
Credit Risk Contract [Member] \| Not Designated as Hedging Instrument [Member] \| Maximum [Member]
Derivative [Line Items]
Derivative remaining maturity	10 years
Credit Risk Contract [Member] \| Not Designated as Hedging Instrument [Member] \| Other Liabilities [Member]
Derivative [Line Items]
Derivative liabilities	$ 535		$ 176
Underlying derivative at fair value	$ 535