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	9 Months Ended	12 Months Ended
	Sep. 30, 2021	Dec. 31, 2020
3rd Party interest rate swaps
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items]
Notional Amount	$ 33,101	$ 34,089
Weighted Average Maturity (in years)	6 years	6 years 8 months 12 days
Weighted Average Fixed Rate	4.12%	4.13%
Fair Value	$ 2,569	$ 4,017
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	$ (33,101)	$ (34,089)
Weighted Average Maturity (in years)	6 years	6 years 8 months 12 days
Weighted Average Fixed Rate	4.12%	4.13%
Fair Value	$ (2,569)	$ (4,017)
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%
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%