Derivative Instruments and Hedging Activities (Details) $ in Thousands		12 Months Ended
		Dec. 31, 2022 USD ($) Agreement	Dec. 31, 2021 USD ($) Agreement	Dec. 31, 2020 USD ($)
Interest rate derivatives - Included Component [Abstract]
Amount of loss recognized in other comprehensive income		$ 0	$ 0	$ (275)
Amount of loss reclassified from AOCI into interest expense		0	21	296
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedging [Member]
Interest rate derivatives - Included Component [Abstract]
Amount of loss recognized in other comprehensive income		0	0	(275)
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	21	296
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedging [Member] | Interest Rate Swaps [Member]
Derivative Asset [Abstract]
Derivatives, notional amount		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		117,294	60,455
Netting adjustments, fair value	[1]	24,109	(170)
Net derivatives in the balance sheet, fair value		93,185	60,625
Derivatives not offset on the balance sheet, fair value		352	5,455
Cash collateral, fair value	[2]	0	0
Net derivative amounts, fair value		92,833	55,170
Derivative Liability [Abstract]
Derivatives, fair value		117,257	60,263
Netting adjustments, fair value	[1]	0	5,482
Net derivatives in the balance sheet, fair value		117,257	54,781
Derivatives not offset on the balance sheet, fair value		352	5,455
Cash collateral, fair value	[2]	0	43,420
Net derivative amounts, fair value		116,905	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		$ (155)	$ (356)	$ 1
Derivatives Not Designated as Hedging Instruments [Member] | Interest Rate Swaps [Member]
Interest rate derivatives [Abstract]
Number of risk participation agreements held | Agreement		15	18
Derivatives Not Designated as Hedging Instruments [Member] | Interest Rate Swaps [Member] | Other Assets [Member]
Derivative Asset [Abstract]
Derivatives, notional amount		$ 1,275,708	$ 1,342,187
Derivatives, fair value		117,247	60,203
Derivatives Not Designated as Hedging Instruments [Member] | Interest Rate Swaps [Member] | Other Liabilities [Member]
Derivative Liability [Abstract]
Derivatives, notional amount		1,275,708	1,342,187
Derivatives, fair value		117,247	60,203
Derivatives Not Designated as Hedging Instruments [Member] | Risk Participation Agreements [Member] | Other Assets [Member]
Derivative Asset [Abstract]
Derivatives, notional amount		88,963	90,938
Derivatives, fair value		47	252
Derivatives Not Designated as Hedging Instruments [Member] | Risk Participation Agreements [Member] | Other Liabilities [Member]
Derivative Liability [Abstract]
Derivatives, notional amount		18,421	37,193
Derivatives, fair value		$ 10	$ 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. 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.