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Derivative Financial Instruments and Hedging Activities - Weighted Average Remaining Maturity, Lives, and Rates of Interest Rate Swaps (Details) - Interest Rate Swap - USD ($)
$ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2017
Dec. 31, 2016
Financial Institution Counterparties | Not Designated as Hedging Instrument    
Derivative [Line Items]    
Notional Amount [1] $ 67,942 $ 2,182
Remaining Maturity (in years) 13 years 2 months 22 days 9 years 8 months
Weighted Average Receive Rate 1.04% 0.62%
Weighted Average Pay Rate 2.37% 1.57%
Financial Institution Counterparties | Cash Flow Hedging | Designated as Hedging Instrument    
Derivative [Line Items]    
Notional Amount [1] $ 240,000 $ 250,000
Remaining Maturity (in years) 5 years 9 months 19 days 5 years 5 months 6 days
Weighted Average Receive Rate 1.14% 0.68%
Weighted Average Pay Rate 1.43% 1.31%
Customer Counterparties | Not Designated as Hedging Instrument    
Derivative [Line Items]    
Notional Amount [1] $ 67,942 $ 2,182
Remaining Maturity (in years) 13 years 2 months 22 days 9 years 8 months
Weighted Average Receive Rate 2.37% 1.57%
Weighted Average Pay Rate 1.04% 0.62%
[1] Notional amounts, which represent the extent of involvement in the derivatives market, are used to determine the contractual cash flows required in accordance with the terms of the agreement. These amounts are typically not exchanged, significantly exceed amounts subject to credit or market risk, and are not reflected in the consolidated balance sheets.