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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, 2021
USD ($)
N
Dec. 31, 2020
USD ($)
N
Interest Rate Swap [Member]    
Derivative [Line Items]    
Notional amount $ 15,000,000.0  
Interest Rate Swap [Member] | Designated as Hedging Instrument [Member]    
Derivative [Line Items]    
Notional amount 230,000,000.0 $ 270,000,000.0
Fair Value $ (6,203,000) $ (9,616,000)
Weighted average pay rate 1.96% 1.93%
Weighted average receive rate 0.19% 0.22%
Weighted average maturity 1 year 5 months 4 days 2 years 7 days
Unrealized loss, net $ (6,203,000) $ (9,616,000)
Number of contracts | N 11 13
Loan Level Swaps [Member] | Not Designated as Hedging Instrument [Member]    
Derivative [Line Items]    
Notional amount $ 778,584,000 $ 823,134,000
Fair Value $ 51,855,000 $ 79,529,000
Weighted average pay rate 4.05% 4.02%
Weighted average receive rate 1.88% 1.91%
Weighted average maturity 5 years 11 months 1 day 6 years 6 months
Number of contracts | N 92 95