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Derivatives (Tables)
 12 Months Ended
Dec. 31, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Fair Value Hedges Included in the Consolidated Balance Sheets
The following table reflects the fair value of derivative instruments included in the Consolidated Balance Sheets as of December 31: 
 20252024
Notional
Amount		Fair ValueNotional
Amount		Fair Value
Included in Other Assets:    
Interest Rate Swaps$126,573 $4,145 $149,456 $6,439 
Included in Other Liabilities:
Interest Rate Swaps$126,573 $4,212 $149,456 $6,476 
The following table reflects the amount and fair value of mortgage banking derivatives included in the Consolidated Balance Sheets as of December 31:
20252024
Notional
Amount		Fair ValueNotional
Amount		Fair Value
Included in Other Assets:
Interest Rate Lock Commitments$18,047 $213 $— $— 
Included in Other Liabilities:
Interest Rate Lock Commitments$11,000 $(31)$— $— 
The net gains (losses) relating to non-designated derivative instruments used for risk management are summarized below for the years ended December 31, 2025, 2024 and 2023 is as follows:
202520242023
Interest Rate Lock Commitments:
Included in Net Gains on Sales of Loans$(66)$— $— 
Schedule of Effect of Derivatives Instruments on the Consolidated Statements of Income
The following table presents the effect of derivative instruments on the Consolidated Statements of Income for the years ended December 31, 2025, 2024 and 2023 is as follows: 
 202520242023
Interest Rate Swaps:   
Included in Other Income$307 $651 $344 

Mortgage Banking Derivatives
Commitments to fund certain mortgage loans (interest rate lock commitments) to be sold into the secondary market to third party investors are considered derivatives. It is the Company’s practice to enter into forward commitments for the future delivery of residential mortgage loans when interest rate lock commitments are entered into in order to economically hedge the effect of changes in interest rates resulting from its commitments to fund the loans. These mortgage banking derivatives are not designated in hedge relationships.