Change in Cash Flow Hedges Derivative Instruments At Fair Value Net

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- Definition

Changes in cash flow hedges derivative instruments at fair value net.

+ References

No definition available.

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- Definition

The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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- Definition

Fair value of securities received as collateral against derivative assets.

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Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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Fair value, after offset of derivative liability, of financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, before offset against an obligation to return collateral under a master netting arrangement. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement.

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- Definition

Indicates line item in statement of income or comprehensive income that includes gain (loss) from effective portion of derivative instrument reclassified from accumulated other comprehensive income (AOCI) into income.

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- Definition

The effective portion of net gain (loss) reclassified from accumulated other comprehensive income into income on derivative instruments designated and qualifying as hedging instruments.

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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.

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Nominal or face amount used to calculate payment on derivative.

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Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
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Amount of unrealized gain (loss) related to the increase or decrease in fair value of interest rate derivatives designated as cash flow hedging instruments, which was recorded in accumulated other comprehensive income to the extent that the cash flow hedge was determined to be effective.

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Derivative Financial Instruments - Additional Information (Detail) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2023	Jun. 30, 2022	Jun. 30, 2023	Jun. 30, 2022	Dec. 31, 2022
Derivative [Line Items]
Notional amounts of derivative contracts entered into for trading account purposes	$ 21,227,000		$ 21,227,000		$ 17,400,000
Unrealized net loss recognized in other comprehensive income related to cash flow hedges			437,000
Aggregate fair value of derivative financial instruments in asset position	286,000		286,000		314,000
Collateral relating to net asset positions	262,000		262,000		312,000
Clearinghouse Credit Facilities [Member]
Derivative [Line Items]
Amount of initial margin posted	96,000		96,000		205,000
Interest Income [Member]
Derivative [Line Items]
Changes in Cash Flow Hedges Derivative Instruments At Fair Value Net	108,000	$ 58,000	108,000	$ 58,000
Change in Cash Flow Hedges Derivative Instruments At Fair Value Net	49,000	20,000
Interest Rate Swap Agreements [Member]
Derivative [Line Items]
Increase decrease in net interest income due to interest rate swap agreements	$ 63,000	$ 25,000	$ 132,000	$ 72,000
Derivative Instrument, Gain (Loss) Reclassified from AOCI into Income, Effective Portion, Statement of Income or Comprehensive Income [Extensible Enumeration]	Interest and Dividend Income, Operating	Interest and Dividend Income, Operating	Interest and Dividend Income, Operating	Interest and Dividend Income, Operating
Interest Rate Swap Agreements [Member] \| Maturity Period 2024 [Member]
Derivative [Line Items]
Unrealized net loss recognized in other comprehensive income related to cash flow hedges			$ 12,000
Interest Rate Swap Agreements [Member] \| Maturity Period 2025 [Member]
Derivative [Line Items]
Unrealized net loss recognized in other comprehensive income related to cash flow hedges			357,000
Interest Rate Swap Agreements [Member] \| Maturity Period 2026 [Member]
Derivative [Line Items]
Unrealized net loss recognized in other comprehensive income related to cash flow hedges			68,000
Forward-Starting SOFR-Based Interest Rate Swap Agreements [Member]
Derivative [Line Items]
Notional amounts of derivative contracts entered into for trading account purposes	$ 13,600,000		13,600,000
Interest Rate Contracts [Member]
Derivative [Line Items]
Notional amounts of derivative contracts entered into for trading account purposes	44,200,000		44,200,000		45,100,000
Foreign Exchange and Other Option and Futures Contracts [Member]
Derivative [Line Items]
Notional amounts of derivative contracts entered into for trading account purposes	$ 1,700,000		$ 1,700,000		$ 1,700,000