Derivative Instruments - Amounts and Locations of Activity Related to Back-to-Back Interest Rate Swaps within Corporation's Consolidated Balance Sheet (Details) - USD ($) $ in Thousands	3 Months Ended	12 Months Ended
	Mar. 31, 2020	Dec. 31, 2019
3rd Party interest rate swaps
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items]
Notional Amount	$ 35,061	$ 35,382
Weighted Average Maturity (in years)	7 years 6 months	7 years 8 months 12 days
Weighted Average Fixed Rate	4.13%	4.13%
Fair Value	$ 4,461	$ 1,877
Customer interest rate swaps
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items]
Derivative Liability, Notional Amount	$ (35,061)	$ (35,382)
Weighted Average Maturity (in years)	7 years 6 months	7 years 8 months 12 days
Weighted Average Fixed Rate	4.13%	4.13%
Fair Value	$ (4,461)	$ (1,877)
London Interbank Offered Rate (LIBOR) | 3rd Party interest rate swaps
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items]
Basis spread on variable rate	2.27%	2.27%
London Interbank Offered Rate (LIBOR) | Customer interest rate swaps
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items]
Basis spread on variable rate	2.27%	2.27%