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Derivative Financial Instruments (Tables)
 9 Months Ended
Sep. 30, 2026
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 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 a negligible fair value.
September 30, 2026December 31, 2025
Notional
Amount		Estimated
Fair Value		Notional
Amount		Estimated
Fair Value
Derivatives designated as hedges of fair value:
Financial institution counterparties:
Securities interest rate swap - liabilities500,000 $(204)— $— 
Non-hedging interest rate derivatives:
Financial institution counterparties:
Loan/lease interest rate swaps – assets2,045,121 80,083 783,022 34,835 
Loan/lease interest rate swaps – liabilities215,572 (578)1,341,227 (20,598)
Loan/lease interest rate caps – assets286,977 5,127 251,075 3,230 
Customer counterparties:
Loan/lease interest rate swaps – assets215,572 578 1,341,227 20,598 
Loan/lease interest rate swaps – liabilities2,045,121 (80,083)783,022 (34,835)
Loan/lease interest rate caps – liabilities286,977 (5,130)251,075 (3,232)
Schedule of Weighted-Average Rates Paid and Received for Interest Rate Swaps Outstanding
The weighted-average rates paid and received for active interest rate swaps outstanding at September 30, 2026, were as follows:
Weighted-Average
Interest
Rate
Paid		Interest
Rate
Received
Interest rate swaps:
Non-hedging interest rate swaps – financial institution counterparties5.30 %5.54 %
Non-hedging interest rate swaps – customer counterparties5.54 5.30 
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.
September 30, 2026December 31, 2025
Notional
Units		Notional
Amount		Estimated
Fair Value		Notional
Amount		Estimated
Fair Value
Financial institution counterparties:
Oil – assetsBarrels$363 $1,026 7,842 $42,594 
Oil – liabilitiesBarrels12,228 (147,660)1,913 (968)
Natural gas – assetsMMBTUs31,918 11,194 29,288 7,678 
Natural gas – liabilitiesMMBTUs5,030 (443)8,000 (938)
Customer counterparties:
Oil – assetsBarrels12,240 149,492 1,928 1,091 
Oil – liabilitiesBarrels351 (975)7,828 (41,265)
Natural gas – assetsMMBTUs5,030 472 8,000 1,001 
Natural gas – liabilitiesMMBTUs31,918 (10,801)29,288 (7,427)
Schedule of Foreign Exchange Contracts, Statement of Financial Position The notional amounts and fair values of non-hedging foreign currency derivative contracts are presented in the following table.
September 30, 2026December 31, 2025
Notional
Currency		Notional
Amount		Estimated
Fair Value		Notional
Amount		Estimated
Fair Value
Financial institution counterparties:
Forward and option contracts – assetsCNY12,508 1 — — 
Forward and option contracts – liabilitiesCNY13,804 — — — 
Customer counterparties:
Forward and option contracts – assetsCNY26,312 38 — — 
Schedule of Amounts Related to Non-Hedging Interest Rate and Commodity Derivatives For the fair value hedge of securities, all cash flows and changes in the fair value of the derivative hedging instrument, as well as SOFR-related changes in the fair value of the hedged layer of municipal securities, are recorded in interest income on tax-exempt securities. For non-hedging derivative instruments, gains and losses due to changes in fair value and all cash flows are included in other non-interest income and other non-interest expense, as presented in the table below.
Three Months Ended
September 30,		Nine Months Ended
September 30,
2026202520262025
Fair value hedge of municipal securities:
Interest income on tax-exempt securities (net ineffective portion of hedge)$(17)$— $(7)$— 
Non-hedging interest rate derivatives:
Other non-interest income997 784 3,841 1,906 
Other non-interest expense— (1)— (2)
Non-hedging commodity derivatives:
Other non-interest income864 351 2,474 3,054 
Non-hedging foreign currency derivatives:
Other non-interest income38 — 42 55