Derivative Financial Instruments and Hedging Activities - Weighted Average Remaining Maturity, Lives, and Rates of Interest Rate Swaps (Details) - Interest Rate Swap - USD ($) $ in Thousands		9 Months Ended	12 Months Ended
		Sep. 30, 2019	Dec. 31, 2018
Financial Institution Counterparties | Not Designated as Hedging Instrument
Derivative [Line Items]
Derivative, Notional Amount	[1]	$ 126,578	$ 93,967
Remaining Maturity (in years)		11 years 2 months 12 days	11 years 7 months 6 days
Weighted Average Receive Rate		2.08%	2.36%
Weighted Average Pay Rate		2.50%	2.58%
Financial Institution Counterparties | Cash Flow Hedging | Designated as Hedging Instrument
Derivative [Line Items]
Derivative, Notional Amount	[1]	$ 270,000	$ 270,000
Remaining Maturity (in years)		4 years 1 month 6 days	4 years 9 months 18 days
Weighted Average Receive Rate		2.08%	2.45%
Weighted Average Pay Rate		1.58%	1.58%
Financial Institution Counterparties | Fair Value Hedging [Member] | Designated as Hedging Instrument
Derivative [Line Items]
Derivative, Notional Amount	[1]	$ 0	$ 21,100
Remaining Maturity (in years)			7 years 6 months
Weighted Average Receive Rate		0.00%	2.56%
Weighted Average Pay Rate		0.00%	3.00%
Customer Counterparties | Not Designated as Hedging Instrument
Derivative [Line Items]
Derivative, Notional Amount	[1]	$ 126,578	$ 93,967
Remaining Maturity (in years)		11 years 2 months 12 days	11 years 7 months 6 days
Weighted Average Receive Rate		2.50%	2.58%
Weighted Average Pay Rate		2.08%	2.36%

[1] 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.