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Derivative Financial Instruments and Hedging Activities - Schedule Of Derivative Instruments (Details) - USD ($)
$ in Thousands
Sep. 30, 2021
Dec. 31, 2020
Asset Derivative    
Gross derivatives $ 16,350 $ 18,537
Offsetting derivative assets (2,005) 0
Cash collateral received/posted 0 0
Net derivatives included in the consolidated balance sheets [1] 14,345 18,537
Liability Derivative    
Gross derivatives 24,905 40,172
Offsetting derivative liabilities (2,005) 0
Cash collateral received/posted (21,380) (39,270)
Net derivatives included in the consolidated balance sheets [1] 1,520 902
Financial Institution Counterparties    
Derivatives, Fair Value [Line Items]    
Credit exposure related to interest rate swaps 0 0
Financial Institution Counterparties | Designated as Hedging Instrument | Cash Flow Hedging | Interest Rate Swap    
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount [2] 605,000 670,000
Asset Derivative    
Gross derivatives 1,543 0
Liability Derivative    
Gross derivatives 10,098 21,635
Financial Institution Counterparties | Not Designated as Hedging Instrument | Interest Rate Swap    
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount [2] 215,502 152,280
Asset Derivative    
Gross derivatives 462 0
Liability Derivative    
Gross derivatives 14,345 18,537
Customer Counterparties    
Derivatives, Fair Value [Line Items]    
Credit exposure related to interest rate swaps 14,300 18,500
Customer Counterparties | Not Designated as Hedging Instrument | Interest Rate Swap    
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount [2] 215,502 152,280
Asset Derivative    
Gross derivatives 14,345 18,537
Liability Derivative    
Gross derivatives $ 462 $ 0
[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 $14.3 million related to interest rate swaps with customers at September 30, 2021. 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, 2020. 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.