Derivative Financial Instruments - Interest Rate Swaps Designated as Cash Flow Hedges (Details) - Cash Flow Hedging - Interest rate swap - USD ($) $ in Thousands	3 Months Ended	9 Months Ended	12 Months Ended
	Sep. 30, 2020	Sep. 30, 2020	Dec. 31, 2019
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	0.25%	0.25%	1.90%
Weighted average maturity		3 years 1 month 9 days	3 years 10 months 9 days
Unrealized gains (losses), net of tax		$ (2,391)	$ (200)
Interest expense on swap transactions	$ 300	500
Unrealized loss to be reclassified from OCI to interest expense during next twelve months		300
Other liabilities
Derivative [Line Items]
Fair value recorded in other liabilities	$ 3,300	$ 3,300	$ 300