Derivatives and Hedging Activities (Textual) (Details) - USD ($)		12 Months Ended
		Dec. 31, 2022	Dec. 31, 2021	Dec. 31, 2020
Derivative [Line Items]
Derivative, Net Liability Position, Aggregate Fair Value		$ 0	$ 34,800,000
Derivative, Collateral, Right to Reclaim Cash		0	33,838,000
Increase (Decrease) in Loans Held-for-sale		(452,000)	(1,679,000)	$ 1,296,000
Exposure to Institutional Counterparties		$ 121,200,000	28,300,000
Maximum length of time Company is currently hedging its exposure		6 years 2 months 12 days
Customer related positions		$ 2,200,000	62,400,000
Gain (Loss) on Sales of Loans, Net		562,000	19,900,000	30,100,000
Fair Value Hedges, Net		0	0	0
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI for Loss on Termination of Derivatives, before Tax		0	0	$ (684,000)
Interest Receivable		50,800,000	43,700,000
Interest Expense [Member]
Derivative [Line Items]
Interest expense		(28,600,000)
CME [Member]
Derivative [Line Items]
Derivative, Collateral, Right to Reclaim Cash	[1]	33,245,000	6,769,000
Loan level swaps
Derivative [Line Items]
Interest Receivable		2,200,000	1,500,000
Interest Payable, Current		(2,200,000)	(1,500,000)
Interest Rate Swap [Member]
Derivative [Line Items]
Interest Receivable		0	1,200,000
Interest Payable, Current		(1,300,000)	(5,000)
Derivative, Notional Amount		$ 1,450,000,000	975,000,000
Interest rate swaps on borrowings [Member]
Derivative [Line Items]
Derivative, Notional Amount			$ 25,000,000

[1] Netting adjustments represent the amounts recorded to convert derivative assets and liabilities cleared through CME from a gross basis to a net basis, inclusive of the variation margin payments, in accordance with applicable accounting guidance. As displayed in the table above, derivatives that cleared through the CME were either in a net asset position or a net liability position as of December 31, 2022 and 2021.