DERIVATIVES - Cash Flow Hedges included in the Consolidated Balance Sheets (Details) - Derivative designated as a cash flow hedge - USD ($) $ in Thousands	Jun. 30, 2019	Dec. 31, 2018
Interest rate swaps \| Federal Home Loan Bank of New York \| Forward contract
Derivative Instruments, Gain (Loss) [Line Items]
Notional Amount	$ 50,000	$ 0
Fair Value Asset	0	0
Fair Value Liability	(1,432)	0
Interest rate swaps related to FHLB advances
Derivative Instruments, Gain (Loss) [Line Items]
Notional Amount	240,000	240,000
Fair Value Asset	995	4,239
Fair Value Liability	$ (1,159)	$ (4)

Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and not elected to be offset.

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
-SubTopic 20
-Section 50
-Paragraph 3
-Subparagraph (c)
-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

Reference 2: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 825
-SubTopic 10
-Section 50
-Paragraph 10
-URI http://asc.fasb.org/extlink&oid=118260190&loc=d3e13433-108611

Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
-SubTopic 20
-Section 55
-Paragraph 10
-URI http://asc.fasb.org/extlink&oid=99393222&loc=SL20226008-175313

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