DERIVATIVE FINANCIAL INSTRUMENTS AND HEDGING ACTIVITIES - Schedule of Derivative Instruments (Details) - USD ($) $ in Thousands		Dec. 31, 2021	Dec. 31, 2020
Asset Derivative
Gross derivatives		$ 18,231	$ 18,537
Offsetting derivative assets/liabilities		(4,819)	0
Cash collateral received/posted		0	0
Net derivatives included in the consolidated balance sheets	[1]	13,412	18,537
Liability Derivative
Gross derivatives		19,823	40,172
Offsetting derivative assets/liabilities		(4,819)	0
Cash collateral received/posted		(12,810)	(39,270)
Net derivatives included in the consolidated balance sheets	[1]	2,194	902
Financial institution counterparties
Derivatives, Fair Value [Line Items]
Credit exposure related to interest rate swaps		0	0
Financial institution counterparties | Derivatives designated as hedging instruments | Cash Flow Hedging | Interest Rate Swaps
Asset Derivative
Gross derivatives		4,274	0
Liability Derivative
Gross derivatives		5,866	21,635
Derivative, Notional Amount	[2]	605,000	670,000
Financial institution counterparties | Derivatives designated as non-hedging instruments | Interest Rate Swaps
Asset Derivative
Gross derivatives		545	0
Liability Derivative
Gross derivatives		13,412	18,537
Derivative, Notional Amount	[2]	214,379	152,280
Customer counterparties
Derivatives, Fair Value [Line Items]
Credit exposure related to interest rate swaps		13,400	18,500
Customer counterparties | Derivatives designated as non-hedging instruments | Interest Rate Swaps
Asset Derivative
Gross derivatives		13,412	18,537
Liability Derivative
Gross derivatives		545	0
Derivative, Notional Amount	[2]	$ 214,379	$ 152,280

[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, 2021, we had no credit exposure related to interest rate swaps with financial institutions and $13.4 million related to interest rate swaps with customers. 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. 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.