Derivative Financial Instruments - Additional information (Details) - USD ($)	3 Months Ended
Mar. 31, 2025	Dec. 31, 2024
Derivative [Line Items]
Maximum length of time hedged in cash flow hedge	2 years 6 months
Credit exposure to settled variation margin in excess of customer related interest rate swap	$ 100,000	$ 100,000
Notional Amount	2,400,000,000	2,400,000,000
Loan Origination Commitments
Derivative [Line Items]
Notional Amount	9,900,000	15,700,000
Forward Contracts
Derivative [Line Items]
Notional Amount	7,100,000	6,400,000
Cleared Derivative Transaction \| Restricted Assets
Derivative [Line Items]
Additional collateral posted	90,100,000	88,000,000.0
Non Cleared Derivative Transactions \| Customer Related Interest Rate Swap Derivatives
Derivative [Line Items]
Additional collateral posted	0	0
Fair value of interest rate swap liabilities that are net in a net liability position	0	$ 0
Active Cash Flow Hedges
Derivative [Line Items]
Interest rate swap cash flow hedges amount expected to reclassified from other comprehensive income to income statement in the next twelve months	$ 19,200,000

Credit exposure to settled variation margin in excess of customer related interest rate swap.

No definition available.

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- Definition

The aggregate fair value of additional assets that would be required to be posted as collateral for derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period.

+ References

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- Definition

Fair value of credit risk derivative asset after deduction of credit risk derivative liability.

+ References

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- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 40
-Name Accounting Standards Codification
-Section 50
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- Definition

Nominal or face amount used to calculate payment on derivative.

+ References

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
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- Definition

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.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition

Maximum length of time over which the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

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