Derivative Financial Instruments - Interest Rate Swaps Designated as Cash Flow Hedges (Details) - Interest rate swap - USD ($) $ in Thousands	3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 30, 2020	Jun. 30, 2019	Jun. 30, 2020	Jun. 30, 2019	Dec. 31, 2019
Derivative [Line Items]
Unrealized gains (losses), net of tax	$ 0	$ 0	$ 0	$ 0
Cash Flow Hedging
Derivative [Line Items]
Notional amount	$ 70,000		$ 70,000		$ 70,000
Weighted average fixed pay rates	1.80%		1.80%		1.80%
Weighted average variable 3 month LIBOR receive rates	0.31%		0.31%		1.90%
Weighted average maturity			3 years 4 months 9 days		3 years 10 months 9 days
Unrealized gains (losses), net of tax			$ (2,597)		$ (200)
Interest expense on swap transactions	$ 200		200
Unrealized gain to be reclassified from OCI to interest expense during next twelve months			300
Other liabilities
Derivative [Line Items]
Derivative Liability	38,693		38,693		12,354
Other liabilities | Cash Flow Hedging
Derivative [Line Items]
Fair value recorded in other liabilities	$ 3,600		$ 3,600		$ 300