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Derivative Instruments and Hedging Activities (Tables)
 12 Months Ended
Dec. 31, 2023
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Value of Derivative Assets and Derivative Liabilities
The following table indicates the amounts representing the value of derivative assets and derivative liabilities as of the dates presented:
Derivative Assets
(Included in Other Assets)		Derivative Liabilities
(Included in Other Liabilities)
December 31, 2023December 31, 2022December 31, 2023December 31, 2022
(dollars in thousands)Notional
 Amount		Fair
Value		Notional AmountFair
Value		Notional
 Amount		Fair
 Value		Notional
 Amount		Fair
 Value
Derivatives Designated as Hedging Instruments
Interest rate swap contracts - cash flow hedge$— $— $— $— $500,000 $14,739 $500,000 $21,368 
Total Derivatives Designated as Hedging Instruments$— $— $— $— $500,000 $14,739 $500,000 $21,368 
Derivatives Not Designated as Hedging Instruments
Interest rate swap contracts - commercial loans$892,712 $63,018 $976,707 $83,449 $892,712 $63,554 $976,707 $83,449 
Interest rate lock commitments - mortgage loans— — 126 5 — — — — 
Forward sales contracts - mortgage loans— — 130 2 — — — — 
Total Derivatives Not Designated as Hedging Instruments$892,712 $63,018 $976,963 $83,456 $892,712 $63,554 $976,707 $83,449 
Total Derivatives$892,712 $63,018 $976,963 $83,456 $1,392,712 $78,293 $1,476,707 $104,817 
Schedule of Interest Rate Derivatives
The following table indicates the gross amounts of interest rate swap derivative assets and derivative liabilities, the amounts offset and the carrying values in the Consolidated Balance Sheets at the dates presented:
Derivatives (included
in Other Assets)		Derivatives (included
in Other Liabilities)
(dollars in thousands)December 31, 2023December 31, 2022December 31, 2023December 31, 2022
Gross amounts recognized$63,018 $83,449 $78,293 $104,817 
Gross amounts offset— — — — 
Net amounts presented in the Consolidated Balance Sheets63,018 83,449 78,293 104,817 
Netting adjustments(1)
(10,424)(15,196)(10,424)(15,196)
Cash collateral(2)
(50,920)(65,065)(5,356)(6,307)
Net Amount$1,674 $3,188 $62,513 $83,314 
(1) Netting adjustments represent the amounts recorded to convert derivative assets and liabilities from a gross basis to a net basis in accordance with the applicable accounting guidance.
(2) Cash collateral represents the amount that cannot be used to offset our derivative assets and liabilities from a gross basis to a net basis in accordance with the applicable accounting guidance. The application of the cash collateral cannot reduce the net derivative position below zero. Therefore, excess cash collateral, if any, is not reflected above.
Schedule of Effect of Cash Flow Hedges
The following table presents the effect, net of tax, of the cash flow hedges on OCI and on the Consolidated Statements of Comprehensive Income for the years presented:
Amount of Gain (Loss) Recognized in Other Comprehensive Income (Loss)Amount of Gain (Loss) Reclassified from Accumulated Other Comprehensive Income (Loss) into Interest Income
(dollars in thousands)December 31, 2023December 31, 2022December 31, 2023December 31, 2022
Derivatives in Cash Flow Hedging Relationships:
Interest rate swap contracts - cash flow hedge$5,204 $(16,806)$(9,720)$(72)
Total$5,204 $(16,806)$(9,720)$(72)
Schedule of Amount of Gain or Loss Recognized in Income on Derivatives
The following table indicates the gain or loss recognized in income on derivatives not designated as hedging instruments for the periods presented:
Twelve months ended December 31,
(dollars in thousands)202320222021
Derivatives not Designated as Hedging Instruments
Interest rate swap contracts—commercial loans$(554)$103 $610 
Interest rate lock commitments—mortgage loans(5)(396)(2,499)
Forward sale contracts—mortgage loans(2)(2)389 
Total Derivatives (Loss) Gain$(561)$(295)$(1,500)