Derivative Financial Instruments and Hedging Activities - Schedule Of Derivative Instruments (Details) - USD ($) $ in Thousands		Sep. 30, 2019	Dec. 31, 2018
Asset Derivative
Gross derivatives		$ 12,461	$ 11,594
Offsetting derivative assets		(964)	(2,201)
Cash collateral received/posted		0	(8,306)
Net derivatives included in the consolidated balance sheets	[1]	11,497	1,087
Liability Derivative
Gross derivatives		16,665	3,320
Offsetting derivative liabilities		(964)	(2,201)
Cash collateral received/posted		(15,701)	0
Net derivatives included in the consolidated balance sheets	[1]	0	1,119
Financial Institution Counterparties
Liability Derivative
Net credit exposure		0	0
Financial Institution Counterparties | Designated as Hedging Instrument | Cash Flow Hedging | Interest Rate Swap
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	[2]	270,000	270,000
Asset Derivative
Gross derivatives		964	9,388
Liability Derivative
Gross derivatives		5,168	457
Financial Institution Counterparties | Designated as Hedging Instrument | Fair Value Hedging [Member] | Interest Rate Swap
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	[2]	0	21,100
Asset Derivative
Gross derivatives		0	0
Liability Derivative
Gross derivatives		0	657
Financial Institution Counterparties | Not Designated as Hedging Instrument | Interest Rate Swap
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	[2]	126,578	93,967
Asset Derivative
Gross derivatives		0	1,119
Liability Derivative
Gross derivatives		11,497	1,087
Customer Counterparties
Liability Derivative
Net credit exposure		11,500	1,100
Customer Counterparties | Not Designated as Hedging Instrument | Interest Rate Swap
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	[2]	126,578	93,967
Asset Derivative
Gross derivatives		11,497	1,087
Liability Derivative
Gross derivatives		$ 0	$ 1,119

[1] Net derivative assets are included in other assets and net derivative liabilities are included in other liabilities on the consolidated balance sheets. Included in the fair value of net derivative assets and net derivative liabilities are credit valuation adjustments reflecting counterparty credit risk and our credit risk. We had no credit exposure related to interest rate swaps with financial institutions and $11.5 million related to interest rate swaps with customers at September 30, 2019. We had no credit exposure related to interest rate swaps with financial institutions and $1.1 million related to interest rate swaps with customers at December 31, 2018. The credit risk associated with customer transactions is partially mitigated as these are generally secured by the non-cash collateral securing the underlying transaction being hedged.

[2] Notional amounts, which represent the extent of involvement in the derivatives market, are used to determine the contractual cash flows required in accordance with the terms of the agreement. These amounts are typically not exchanged, significantly exceed amounts subject to credit or market risk and are not reflected in the consolidated balance sheets.