The amount of cash deposits pledged as collateral.

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- Definition

Period of the forward derivative contract, in 'PnYnMnDTnHnMnS' format.

+ References

No definition available.

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- Definition

Period of swaps of derivative, in 'PnYnMnDTnHnMnS' format.

+ References

No definition available.

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- Definition

Cap rate on an interest rate derivative such as an interest rate cap or collar. If market rates exceed the cap rate, a payment or receipt is triggered on the contract.

+ References

No definition available.

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- Definition

Amount of gain (loss) from excluded component of derivative hedge, recognized in earnings. Excludes recognition under systematic and rational method.

+ References

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- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

+ References

No definition available.

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- Definition

Nominal or face amount used to calculate payment on derivative.

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- Definition

Period the derivative contract is outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

No definition available.

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- Definition

Number of interest rate derivative instruments held by the entity at the reporting date.

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- Definition

Amount, before tax and reclassification, of gain (loss) from derivative instrument designated and qualifying cash flow hedge included in assessment of hedge effectiveness.

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Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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INTEREST RATE DERIVATIVES - Other (Details)	1 Months Ended	3 Months Ended		9 Months Ended		12 Months Ended
INTEREST RATE DERIVATIVES - Other (Details)	Oct. 31, 2021 USD ($)	Sep. 30, 2022 USD ($) item	Sep. 30, 2021 USD ($)	Sep. 30, 2022 USD ($) item	Sep. 30, 2021 USD ($)	Jun. 30, 2022 item	Dec. 31, 2021 USD ($)
INTEREST RATE SWAPS
Unrealized loss from net changes in fair vale of cash flow hedges		$ 19,332,000	$ (200,000)	$ 31,113,000	$ (200,000)
Cash deposits pledged as collateral		$ 0		$ 0
Interest Rate Swaps. \| Cash flow hedges
INTEREST RATE SWAPS
Number of interest rate derivatives \| item		13		13
Notional Amounts		$ 725,000,000		$ 725,000,000
Amount of gain (loss) recognized in net income for hedges				0
Unrealized loss from net changes in fair vale of cash flow hedges				0			$ 46,000
Interest Rate Swaps. \| Cash flow hedges \| Other Assets.
INTEREST RATE SWAPS
Unrealized loss from net changes in fair vale of cash flow hedges				29,000,000.0
Interest Rate Swaps. \| Cash flow hedges \| Other Liabilities.
INTEREST RATE SWAPS
Unrealized loss from net changes in fair vale of cash flow hedges				0			(46,000)
Interest Rate Swap One \| Cash flow hedges
INTEREST RATE SWAPS
Notional Amounts		$ 725,000,000.0		$ 725,000,000.0
Derivative forward term				1 year
Derivative swap term				3 years
Derivative total term				4 years
Interest Rate Swap Two \| Cash flow hedges
INTEREST RATE SWAPS
Number of interest rate derivatives \| item		2		2
Derivative forward term				1 year
Derivative swap term				2 years
Derivative total term				3 years
Interest Rate Swap Four \| Cash flow hedges
INTEREST RATE SWAPS
Number of interest rate derivatives \| item		4		4
Derivative forward term						2 years
Derivative swap term						2 years
Derivative total term						4 years
Interest Rate Swap Six \| Cash flow hedges
INTEREST RATE SWAPS
Number of interest rate derivatives \| item						6
Derivative forward term						2 years
Derivative swap term						3 years
Derivative total term						5 years
Interest Rate Cap \| Cash flow hedges
INTEREST RATE SWAPS
Notional Amounts	$ 50,000,000.0	$ 50,000,000		$ 50,000,000
Derivative forward term	2 years
Derivative swap term	3 years
Derivative total term	5 years
Cap rate (as a percent)	2.50%	2.50%		2.50%
Unrealized loss from net changes in fair vale of cash flow hedges				$ 2,300,000			$ 321,000