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DERIVATIVES - (Schedule of Information about Interest Rate Swaps Designated as Cash Flow Hedges) (Details)
6 Months Ended 12 Months Ended
Jun. 30, 2022
USD ($)
Contract
Dec. 31, 2021
USD ($)
Contract
Derivative [Line Items]    
Unrealized gain/(loss), net $ 35,000  
Interest Rate Swap [Member] | Designated as Hedging Instrument [Member]    
Derivative [Line Items]    
Notional amount 240,000,000.0 $ 230,000,000.0
Fair Value $ 437,000 $ (3,479,000)
Weighted average pay rate 1.99% 1.99%
Weighted average receive rate 0.81% 0.20%
Weighted average maturity 1 year 6 months 18 days 1 year 14 days
Unrealized gain/(loss), net $ 437,000 $ (3,479,000)
Number of contracts | Contract 10 13
Loan Level Swaps [Member] | Not Designated as Hedging Instrument [Member]    
Derivative [Line Items]    
Notional amount $ 642,110,000 $ 702,210,000
Fair Value $ 19,366,000 $ 32,326,000
Weighted average pay rate 3.96% 4.00%
Weighted average receive rate 3.50% 1.83%
Weighted average maturity 5 years 18 days 5 years 6 months
Number of contracts | Contract 82 86