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DERIVATIVES - (Schedule of Information about Interest Rate Swaps Designated as Cash Flow Hedges) (Details)
3 Months Ended 12 Months Ended
Mar. 31, 2022
USD ($)
N
Dec. 31, 2021
USD ($)
N
Interest Rate Swap [Member] | Designated as Hedging Instrument [Member]    
Derivative [Line Items]    
Notional amount $ 230,000,000.0 $ 230,000,000.0
Fair Value $ (665,000) $ (3,479,000)
Weighted average pay rate 1.99% 1.99%
Weighted average receive rate 0.23% 0.20%
Weighted average maturity 9 months 14 days 1 year 14 days
Unrealized loss, net $ (665,000) $ (3,479,000)
Number of contracts | N 11 13
Loan Level Swaps [Member] | Not Designated as Hedging Instrument [Member]    
Derivative [Line Items]    
Notional amount $ 677,502,000 $ 702,210,000
Fair Value $ 9,034,000 $ 32,326,000
Weighted average pay rate 3.98% 4.00%
Weighted average receive rate 2.20% 1.83%
Weighted average maturity 5 years 2 months 12 days 5 years 6 months
Number of contracts | N 85 86