Derivative Instruments and Hedging Activities (Details) $ in Thousands		3 Months Ended		6 Months Ended
		Jun. 30, 2022 USD ($) Agreement	Jun. 30, 2021 USD ($)	Jun. 30, 2022 USD ($) Agreement	Jun. 30, 2021 USD ($)	Dec. 31, 2021 USD ($) Agreement
Interest rate derivatives - Included Component [Abstract]
Amount of loss reclassified from AOCI into interest expense		$ 0	$ 0	$ 0	$ 21
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedging [Member] | Interest (Income) Expense [Member]
Interest rate derivatives - Included Component [Abstract]
Amount of loss reclassified from AOCI into interest expense		0	0	0	21
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedging [Member] | Interest Rate Swaps [Member]
Derivative Asset [Abstract]
Derivatives, notional amount		0		0
Derivative Liability [Abstract]
Amount to be reclassified from AOCI as a reduction to interest expense during next twelve months				0
Derivatives Not Designated as Hedging Instruments [Member]
Derivative Asset [Abstract]
Derivatives, fair value		75,266		75,266		$ 60,455
Netting adjustments, fair value	[1]	15,935		15,935		(170)
Net derivatives in the balance sheet, fair value		59,331		59,331		60,625
Derivatives not offset on the balance sheet, fair value		3,989		3,989		5,455
Cash collateral, fair value	[2]	0		0		0
Net derivative amounts, fair value		55,342		55,342		55,170
Derivative Liability [Abstract]
Derivatives, fair value		75,193		75,193		60,263
Netting adjustments, fair value	[1]	0		0		5,482
Net derivatives in the balance sheet, fair value		75,193		75,193		54,781
Derivatives not offset on the balance sheet, fair value		3,989		3,989		5,455
Cash collateral, fair value	[2]	0		0		43,420
Net derivative amounts, fair value		71,204		71,204		$ 5,906
Derivatives Not Designated as Hedging Instruments [Member] | Other Income [Member]
Gain or loss recognized in income on derivatives not designating as a hedging relationship [Abstract]
(Decrease) increase in other income		$ (67)	$ 40	$ (119)	$ (75)
Derivatives Not Designated as Hedging Instruments [Member] | Interest Rate Swaps [Member]
Interest rate derivatives [Abstract]
Number of risk participation agreements held | Agreement		16		16		18
Derivatives Not Designated as Hedging Instruments [Member] | Interest Rate Swaps [Member] | Other Assets [Member]
Derivative Asset [Abstract]
Derivatives, notional amount		$ 1,375,315		$ 1,375,315		$ 1,342,187
Derivatives, fair value		75,173		75,173		60,203
Derivatives Not Designated as Hedging Instruments [Member] | Interest Rate Swaps [Member] | Other Liabilities [Member]
Derivative Liability [Abstract]
Derivatives, notional amount		1,375,315		1,375,315		1,342,187
Derivatives, fair value		75,173		75,173		60,203
Derivatives Not Designated as Hedging Instruments [Member] | Risk Participation Agreements [Member] | Other Assets [Member]
Derivative Asset [Abstract]
Derivatives, notional amount		89,969		89,969		90,938
Derivatives, fair value		93		93		252
Derivatives Not Designated as Hedging Instruments [Member] | Risk Participation Agreements [Member] | Other Liabilities [Member]
Derivative Liability [Abstract]
Derivatives, notional amount		21,949		21,949		37,193
Derivatives, fair value		$ 20		$ 20		$ 60

[1] Netting adjustments represents the amounts recorded to convert derivatives assets and liabilities from a gross basis to a net basis in accordance with the applicable accounting guidance on the settle-to-market rules for cleared derivatives. The CME legally characterizes the variation margin posted between counterparties as settlements of the outstanding derivative contracts instead of cash collateral. The Company began to clear certain derivative transactions through the CME in 2021.

[2] Cash collateral represents the amount that cannot be used to offset our derivative assets and liabilities from a gross basis to a net basis in accordance with the applicable accounting guidance. The other collateral consists of securities and is exchanged under bilateral collateral and master netting agreements that allow us to offset the net derivative position with the related collateral. The application of the other collateral cannot reduce the net derivative position below zero. Therefore, excess other collateral, if any, is not reflected above.