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Derivative Financial Instruments (Tables)
 12 Months Ended
Dec. 31, 2021
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Notional Amounts and Estimated Fair Values of Interest Rate Derivative Contracts Outstanding
The notional amounts and estimated fair values of interest rate derivative contracts outstanding at December 31, 2021 and 2020 are presented in the following table. The fair values of interest rate derivative contracts are estimated utilizing internal valuation methods with observable market data inputs, or as determined by the Chicago Mercantile Exchange (“CME”) for centrally cleared derivative contracts. CME rules legally characterize variation margin payments for centrally cleared derivatives as settlements of the derivatives' exposure rather than collateral. As a result, the variation margin payment and the related derivative instruments are considered a single unit of account for accounting and financial reporting purposes. Variation margin, as determined by the CME, is settled daily. As a result, derivative contracts that clear through the CME have an estimated fair value of zero as of December 31, 2021 and 2020.
 December 31, 2021December 31, 2020
 Notional
Amount		Estimated
Fair Value		Notional
Amount		Estimated
Fair Value
Derivatives designated as hedges of fair value:
Financial institution counterparties:
Loan/lease interest rate swaps - liabilities$2,426 $(34)$3,724 $(134)
Non-hedging interest rate derivatives:
Financial institution counterparties:
Loan/lease interest rate swaps - assets247,592 1,207 — — 
Loan/lease interest rate swaps - liabilities928,756 (19,142)1,173,173 (33,812)
Loan/lease interest rate caps - assets270,431 3,239 356,601 1,241 
Customer counterparties:
Loan/lease interest rate swaps - assets928,756 39,864 1,173,173 84,424 
Loan/lease interest rate swaps - liabilities247,592 (2,846)— — 
Loan/lease interest rate caps - liabilities270,431 (3,239)356,601 (1,241)
Schedule of Weighted-Average Rates Paid and Received for Interest Rate Swaps Outstanding
The weighted-average rates paid and received for interest rate swaps outstanding at December 31, 2021 were as follows:
Weighted-Average
Interest
Rate
Paid		Interest
Rate
Received
Interest rate swaps:  
Fair value hedge loan/lease interest rate swaps2.48 %0.10 %
Non-hedging interest rate swaps - financial institution counterparties3.73 1.90 
Non-hedging interest rate swaps - customer counterparties1.90 3.73 
Schedule of Notional Amounts and Estimated Fair Values of Commodity Derivative Positions
The notional amounts and estimated fair values of non-hedging commodity swap and option derivative positions outstanding are presented in the following table. We obtain dealer quotations and use internal valuation methods with observable market data inputs to value our commodity derivative positions.
December 31, 2021December 31, 2020
Notional
Units		Notional
Amount		Estimated
Fair Value		Notional
Amount		Estimated
Fair Value
Financial institution counterparties:
Oil - assetsBarrels4,809 $14,721 3,056 $8,341 
Oil - liabilitiesBarrels7,032 (73,594)6,391 (32,112)
Natural gas - assetsMMBTUs15,947 4,143 9,281 1,529 
Natural gas - liabilitiesMMBTUs29,446 (21,249)15,079 (3,265)
Customer counterparties:
Oil - assetsBarrels7,046 74,437 6,391 32,670 
Oil - liabilitiesBarrels4,796 (14,294)3,056 (8,264)
Natural gas - assetsMMBTUs29,446 21,456 17,636 3,451 
Natural gas - liabilitiesMMBTUs15,947 (4,124)6,724 (1,458)
Schedule of Foreign Exchange Contracts, Statement of Financial Position The notional amounts and fair values of open foreign currency forward contracts were as follows:
December 31, 2021December 31, 2020
Notional
Currency		Notional
Amount		Estimated
Fair Value		Notional
Amount		Estimated
Fair Value
Financial institution counterparties:
Forward contracts - assetsEUR1,900$29 —$— 
Forward contracts - assetsCAD658— —— 
Customer counterparties:
Forward contracts - assetsEUR—— —— 
Forward contracts - assetsCAD6584 —— 
Forward contracts - liabilitiesEUR1,900(55)—— 
Schedule of Amounts Included in Income Related to Interest Rate Derivatives Designated as Hedges of Fair Value
Amounts included in the consolidated statements of income related to interest rate derivatives designated as hedges of fair value were as follows:
202120202019
Commercial loan/lease interest rate swaps:
Amount of gain (loss) included in interest income on loans$(91)$(111)$86 
Amount of (gain) loss included in other non-interest expense10 9 — 
Schedule of Amounts Related to Non-Hedging Interest Rate and Commodity Derivatives
Amounts included in the consolidated statements of income related to non-hedging interest rate, commodity, foreign currency and other derivative instruments are presented in the table below.
202120202019
Non-hedging interest rate derivatives:
Other non-interest income$4,285 $3,413 $2,005 
Other non-interest expense(1)1 (1)
Non-hedging commodity derivatives:
Other non-interest income4,052 1,768 503 
Non-hedging foreign currency derivatives:
Other non-interest income39 28 51 
Non-hedging other derivatives:
Other non-interest income— 5,992 750