DERIVATIVE FINANCIAL INSTRUMENTS AND HEDGING ACTIVITIES - Schedule of Derivative Instruments (Details) - USD ($) $ in Thousands		Dec. 31, 2020	Dec. 31, 2019
Asset Derivative
Gross derivatives		$ 18,537	$ 9,600
Offsetting derivative assets/liabilities		0	(1,569)
Cash collateral received/posted		0	0
Net derivatives included in the consolidated balance sheets	[1]	18,537	8,031
Liability Derivative
Gross derivatives		40,172	11,742
Offsetting derivative assets/liabilities		0	(1,569)
Cash collateral received/posted		(39,270)	(10,117)
Net derivatives included in the consolidated balance sheets	[1]	902	56
Financial institution counterparties
Derivatives, Fair Value [Line Items]
Credit exposure related to interest rate swaps		0	883
Financial institution counterparties | Derivatives designated as hedging instruments | Cash Flow Hedging | Interest Rate Swaps
Asset Derivative
Gross derivatives		0	1,513
Liability Derivative
Gross derivatives		21,635	3,655
Derivative, Notional Amount	[2]	670,000	270,000
Financial institution counterparties | Derivatives designated as non-hedging instruments | Interest Rate Swaps
Asset Derivative
Gross derivatives		0	56
Liability Derivative
Gross derivatives		18,537	8,031
Derivative, Notional Amount	[2]	152,280	131,685
Customer counterparties
Derivatives, Fair Value [Line Items]
Credit exposure related to interest rate swaps		18,500	8,000
Customer counterparties | Derivatives designated as non-hedging instruments | Interest Rate Swaps
Asset Derivative
Gross derivatives		18,537	8,031
Liability Derivative
Gross derivatives		0	56
Derivative, Notional Amount	[2]	$ 152,280	$ 131,685

[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. At December 31, 2020, we had no credit exposure related to interest rate swaps with financial institutions and $18.5 million related to interest rate swaps with customers. At December 31, 2019, our credit exposure related to interest rate swaps with financial institutions and interest rate swaps with customers was $883,000 and $8.0 million, respectively. 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.