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Derivative Financial Instruments (Tables)
 12 Months Ended
Dec. 31, 2025
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 are presented in the following table. The fair values of these 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 characterize variation margin payments for centrally cleared derivatives as settlements of the derivatives' exposure rather than as 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.
 December 31, 2025December 31, 2024
 Notional
Amount		Estimated
Fair Value		Notional
Amount		Estimated
Fair Value
Non-hedging interest rate derivatives:
Financial institution counterparties:
Loan/lease interest rate swaps - assets$783,022 $34,835 $1,213,519 $63,001 
Loan/lease interest rate swaps - liabilities1,341,227 (20,598)663,078 (9,068)
Loan/lease interest rate caps - assets251,075 3,230 205,164 7,053 
Customer counterparties:
Loan/lease interest rate swaps - assets1,341,227 20,598 663,078 9,068 
Loan/lease interest rate swaps - liabilities783,022 (34,835)1,213,519 (63,000)
Loan/lease interest rate caps - liabilities251,075 (3,232)205,164 (7,054)
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, 2025 were as follows:
Weighted-Average
Interest
Rate
Paid		Interest
Rate
Received
Interest rate swaps:  
Non-hedging interest rate swaps - financial institution counterparties5.16 %5.56 %
Non-hedging interest rate swaps - customer counterparties5.56 5.16 
Schedule of Notional Amounts and Estimated Fair Values of Commodity Derivative Positions
The notional amounts and estimated fair values of non-hedging commodity derivative contracts outstanding are presented in the following table. The fair values of these contracts are estimated utilizing internal valuation methods with observable market data inputs.
December 31, 2025December 31, 2024
Notional
Units		Notional
Amount		Estimated
Fair Value		Notional
Amount		Estimated
Fair Value
Financial institution counterparties:
Oil - assetsBarrels7,842 $42,594 7,097 $27,471 
Oil - liabilitiesBarrels1,913 (968)4,768 (12,897)
Natural gas - assetsMMBTUs29,288 7,678 25,454 3,804 
Natural gas - liabilitiesMMBTUs8,000 (938)26,082 (4,054)
Customer counterparties:
Oil - assetsBarrels1,928 1,091 4,872 12,973 
Oil - liabilitiesBarrels7,828 (41,265)6,993 (26,753)
Natural gas - assetsMMBTUs8,000 1,001 26,767 4,255 
Natural gas - liabilitiesMMBTUs29,288 (7,427)24,769 (3,600)
Schedule of Amounts Included in Income Related to Interest Rate Derivatives Designated as Hedges of Fair Value
Amounts included in the consolidated statements of income related to interest rate derivatives designated as hedges of fair value were as follows:
202520242023
Commercial loan/lease interest rate swaps:
Amount of gain (loss) included in interest income on loans$— $— $16 
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.
202520242023
Non-hedging interest rate derivatives:
Other non-interest income$4,094 $4,304 $6,982 
Other non-interest expense(2)3 — 
Non-hedging commodity derivatives:
Other non-interest income3,756 2,183 1,889 
Non-hedging foreign currency derivatives:
Other non-interest income55 11 30