XML 118 R97.htm IDEA: XBRL DOCUMENT v3.25.1
DERIVATIVE FINANCIAL INSTRUMENTS - Schedule of the Interest-Rate Swaps Designated as Cash Flow Hedges (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2025
Mar. 31, 2024
Dec. 31, 2024
Interest Rate Swap      
Balances carried in AOCI      
Unrealized gains (losses) on cash flow hedges, net of tax $ 0 $ 0  
Cash Flow Hedging | Interest Rate Swap      
Balances carried in AOCI      
Unrealized gains (losses) on cash flow hedges, net of tax (13,659)   $ (19,805)
Cash Flow Hedging | Interest Rate Swap | Other assets      
Gross aggregate fair value of the swaps      
Gross aggregate fair value of swap assets 1,480   0
Cash Flow Hedging | Interest Rate Swap | Other liabilities      
Gross aggregate fair value of the swaps      
Gross aggregate fair value of swap liabilities 21,106   27,770
Cash Flow Hedging | Prime Loan Swap      
Derivative [Line Items]      
Notional amount $ 300,000   $ 300,000
Weighted average rate: receive-fixed 4.81%   4.81%
Weighted average variable interest rates 7.50%   7.62%
Weighted average maturity 3 years 10 months 6 days   4 years 1 month 6 days
Cash Flow Hedging | SOFR Loan Swap      
Derivative [Line Items]      
Notional amount $ 200,000   $ 200,000
Weighted average rate: receive-fixed 3.78%   3.78%
Weighted average variable interest rates 4.47%   0.00%
Weighted average maturity 4 years 6 months 7 days   4 years 9 months 3 days