Derivative Instruments - Hedge Derivatives (Details) - USD ($)		3 Months Ended		9 Months Ended
		Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017	Oct. 24, 2018	Oct. 23, 2018	Dec. 31, 2017
Derivative [Line Items]
Closed Portfolio and Beneficial Interest, Last-of-Layer, Amortized Cost		$ 2,800,000,000		$ 2,800,000,000
Unrealized Gain (Loss) on Interest Rate Cash Flow Hedges, Pretax, Accumulated Other Comprehensive Income (Loss)				$ 1,000,000
Notional Amount						$ 101,000,000	$ 176,800,000
Not Designated as Hedging Instrument
Derivative [Line Items]
Description of Location of Gain (Loss) on Interest Rate Derivative on Income Statement				Other noninterest income
Derivative, Gain (Loss) on Derivative, Net		(8,000)	$ 7,000	$ (42,000)	$ 20,000
Notional Amount		1,945,632,000		1,945,632,000				$ 1,497,250,000
Hedging derivative | Cash flow hedge
Derivative [Line Items]
Unrealized Gain (Loss) on Interest Rate Cash Flow Hedges, Pretax, Accumulated Other Comprehensive Income (Loss)		$ 783,000	239,000	$ 3,453,000	1,307,000
Hedging derivative | Fair value hedge
Derivative [Line Items]
Weighted Average Remaining Maturity				3 years 6 months 4 days
Pay Rate (as percent)		2.79%		2.79%
Forecasted Notional Amount		$ 1,054,145,000		$ 1,054,145,000				0
Fair Value Hedge Assets		$ 5,349,000		$ 5,349,000				0
Hedging derivative | Fair value hedge | Loans
Derivative [Line Items]
Weighted Average Remaining Maturity				2 years 10 months 21 days
Pay Rate (as percent)		2.77%		2.77%
Receive Rate				3 month LIBOR
Forecasted Notional Amount		$ 900,000,000		$ 900,000,000				0
Fair Value Hedge Assets		3,358,000		3,358,000				0
Derivative Instruments and Hedges, Assets	[1]	896,642,000		896,642,000				0
Fair Value Hedging Adjustment	[1]	(3,358,000)		$ (3,358,000)				0
Description of Location of Gain (Loss) on Interest Rate Derivative on Income Statement				Interest income on loans
Description of Location of Interest Rate Fair Value Hedge Derivative on Balance Sheet				Other assets
Increase (Decrease) in Fair Value of Hedged Item in Interest Rate Fair Value Hedge		(2,236,000)	0	$ (3,358,000)	0
Gain (Loss) on Fair Value Hedges Recognized in Earnings		$ 2,236,000	0	$ 3,358,000	0
Hedging derivative | Fair value hedge | Securities
Derivative [Line Items]
Weighted Average Remaining Maturity				7 years 1 month 21 days
Pay Rate (as percent)		2.89%		2.89%
Receive Rate				3 month LIBOR
Forecasted Notional Amount		$ 154,145,000		$ 154,145,000				0
Fair Value Hedge Assets		1,991,000		1,991,000				0
Derivative Instruments and Hedges, Assets		147,155,000		147,155,000				0
Fair Value Hedging Adjustment		(1,991,000)		$ (1,991,000)				0
Description of Location of Gain (Loss) on Interest Rate Derivative on Income Statement				Interest income on securities
Description of Location of Interest Rate Fair Value Hedge Derivative on Balance Sheet				Other assets
Increase (Decrease) in Fair Value of Hedged Item in Interest Rate Fair Value Hedge		(1,755,000)	0	$ (1,991,000)	0
Gain (Loss) on Fair Value Hedges Recognized in Earnings		$ 1,755,000	$ 0	$ 1,991,000	$ 0
Asset derivatives | Hedging derivative | Cash flow hedge
Derivative [Line Items]
Description of Location of Interest Rate Derivatives on Balance Sheet				Other assets
Weighted Average Remaining Maturity				2 years 6 months 4 days
Pay Rate (as percent)		2.61%		2.61%
Receive Rate				3 month LIBOR
Forecasted Notional Amount		$ 134,000,000		$ 134,000,000				0
Cash Flow Hedges Derivative Instruments at Fair Value, Net		$ 982,000		$ 982,000				0
Liability derivatives | Hedging derivative | Cash flow hedge
Derivative [Line Items]
Description of Location of Interest Rate Derivatives on Balance Sheet				Other assets
Weighted Average Remaining Maturity				3 years 10 months 21 days
Pay Rate (as percent)		3.14%		3.14%
Receive Rate				3 month LIBOR
Forecasted Notional Amount		$ 66,000,000		$ 66,000,000				200,000,000
Cash Flow Hedges Derivative Instruments at Fair Value, Net		$ (311,000)		$ (311,000)				$ (4,583,000)

[1] The carrying amount as shown represents the designated last-of-layer. At September 30, 2018, the total amortized cost basis of the closed portfolio of loans designated in these hedging relationships was $2.8 billion.