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Derivatives and Hedging Activity - Designated and Non-Designated Hedges (Details)
€ in Thousands, £ in Thousands, $ in Thousands, $ in Thousands
Sep. 30, 2021
EUR (€)
contract
Sep. 30, 2021
GBP (£)
contract
Sep. 30, 2021
AUD ($)
contract
Sep. 30, 2021
USD ($)
contract
Derivatives        
Number of Contracts 418 418 418 418
Foreign exchange contracts | EUR | Long        
Derivatives        
Number of Contracts 17 17 17 17
Aggregate Notional Amount | € € 52,389      
Foreign exchange contracts | EUR | Short        
Derivatives        
Number of Contracts 131 131 131 131
Aggregate Notional Amount | € € 255,128      
Foreign exchange contracts | GBP | Long        
Derivatives        
Number of Contracts 13 13 13 13
Aggregate Notional Amount | £   £ 9,935    
Foreign exchange contracts | GBP | Short        
Derivatives        
Number of Contracts 131 131 131 131
Aggregate Notional Amount | £   £ 534,811    
Foreign exchange contracts | AUD | Short        
Derivatives        
Number of Contracts 51 51 51 51
Aggregate Notional Amount | $     $ 259,803  
Interest rate swaps – Paying fixed rates | USD        
Derivatives        
Number of Contracts 44 44 44 44
Aggregate Notional Amount | $       $ 2,469,098
Interest rate swaps – Receiving fixed rates | USD        
Derivatives        
Number of Contracts 2 2 2 2
Aggregate Notional Amount | $       $ 473,200
Interest rate caps | GBP        
Derivatives        
Number of Contracts 1 1 1 1
Aggregate Notional Amount | £   £ 61,000    
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 | $       $ 309,443