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Derivatives and Hedging Activity - Designated and Non-Designated Hedges (Details)
€ in Thousands, £ in Thousands, $ in Thousands, $ in Thousands
Jun. 30, 2021
EUR (€)
contract
Jun. 30, 2021
GBP (£)
contract
Jun. 30, 2021
AUD ($)
contract
Jun. 30, 2021
USD ($)
contract
Derivatives        
Number of Contracts 393 393 393 393
Foreign exchange contracts | EUR | Long        
Derivatives        
Number of Contracts 8 8 8 8
Aggregate Notional Amount | € € 8,442      
Foreign exchange contracts | EUR | Short        
Derivatives        
Number of Contracts 167 167 167 167
Aggregate Notional Amount | € € 299,977      
Foreign exchange contracts | GBP | Long        
Derivatives        
Number of Contracts 11 11 11 11
Aggregate Notional Amount | £   £ 10,685    
Foreign exchange contracts | GBP | Short        
Derivatives        
Number of Contracts 128 128 128 128
Aggregate Notional Amount | £   £ 571,689    
Foreign exchange contracts | AUD | Short        
Derivatives        
Number of Contracts 22 22 22 22
Aggregate Notional Amount | $     $ 208,622  
Interest rate swaps – Paying fixed rates | USD        
Derivatives        
Number of Contracts 28 28 28 28
Aggregate Notional Amount | $       $ 1,917,729
Interest rate swaps – Receiving fixed rates | USD        
Derivatives        
Number of Contracts 1 1 1 1
Aggregate Notional Amount | $       $ 470,000
Interest rate caps | USD        
Derivatives        
Number of Contracts 20 20 20 20
Aggregate Notional Amount | $       $ 939,893
Credit index instruments | USD        
Derivatives        
Number of Contracts 3 3 3 3
Aggregate Notional Amount | $       $ 49,000
Interest rate swap guarantees | USD        
Derivatives        
Number of Contracts 5 5 5 5
Aggregate Notional Amount | $       $ 315,425