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Derivatives (Tables)
 12 Months Ended
Dec. 31, 2023
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Derivative Instruments
The following table presents summary information regarding these derivatives for the periods presented (dollars in thousands):
(In thousands)Notional
Amount 		Maturity
(Years) 		Fixed Rate Variable
Rate 		Fair Value
December 31, 2023
Classified in Other Assets:
3rd party interest rate swap1,327 5.54.38 %
1 Mo. SOFR + 2.00%
74 
Classified in Other Liabilities:
Customer interest rate swap1,327 5.54.38 %
1 Mo. SOFR + 2.00%
(74)
December 31, 2022
Classified in Other Assets:
3rd party interest rate swap$4,736 6.35.25 %
1 Mo. LIBOR + 1.96%
$106 
3rd party interest rate swap1,363 6.54.38 %
1 Mo. LIBOR + 2.00%
97 
Classified in Other Liabilities:
Customer interest rate swap$4,736 6.35.25 %
1 Mo. LIBOR + 1.96%
$(106)
Customer interest rate swap1,363 6.54.38 %
1 Mo. LIBOR + 2.00%
(97)
Schedule of Cash Flow Hedges Included in Accumulated Other Comprehensive Income (Loss)
For the year ended December 31, 2021, changes in the consolidated statements of comprehensive income related to interest rate derivatives designated as hedges of cash flows were as follows:
(In thousands)Year Ended
December 31, 2021
Interest rate swap designated as cash flow hedge:
Unrealized gain recognized in accumulated other comprehensive income before reclassifications$149 
Amounts reclassified from accumulated other comprehensive income(149)
Other comprehensive income$—