The aggregate fair value of assets needed to immediately settle the derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period.

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Amount of right to receive cash collateral under master netting arrangements that have not been offset against derivative liabilities.

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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

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Nominal or face amount used to calculate payment on derivative.

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The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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Derivatives, Hedging Activities and Balance Sheet Offsetting - Additional Information (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Feb. 29, 2020	Dec. 31, 2019
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Fair value of derivatives in a net liability position, including accrued interest	$ 16,400
Collateral posted	16,305		$ 3,242
Assets needed for immediate settlement, aggregate fair value	16,400
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Interest rate swap contracts, interest income to be reclassified in next 12 months	298
Designated as Hedging Instrument
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, notional amount	46,625		16,734
Interest Rate Swap \| Cash flow hedges \| Designated as Hedging Instrument
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, notional amount	$ 30,000	$ 30,000	$ 0