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Derivative Instruments and Hedging Activities (Tables)
 3 Months Ended
Mar. 31, 2024
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)
March 31, 2024December 31, 2023March 31, 2024December 31, 2023
(dollars in thousands)Notional
 Amount		Fair
Value		Notional
 Amount		Fair
Value		Notional
 Amount		Fair
 Value		Notional
 Amount		Fair
 Value
Derivatives Designated as Hedging Instruments
Interest rate swap contracts - cash flow hedge$— $— $— $— $500,000 $18,404 $500,000 $14,739 
Derivatives Not Designated as Hedging Instruments
Interest rate swap contracts - commercial loans871,064 72,093 892,712 63,018 871,064 72,578 892,712 63,554 
Total Derivatives$871,064 $72,093 $892,712 $63,018 $1,371,064 $90,982 $1,392,712 $78,293 
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)March 31, 2024December 31, 2023March 31, 2024December 31, 2023
Gross amounts recognized$72,093 $63,018 $90,982 $78,293 
Gross amounts offset— — — — 
Net amounts presented in the Consolidated Balance Sheets72,093 63,018 90,982 78,293 
Netting adjustments(1)
(12,220)(10,424)(12,220)(10,424)
Cash collateral(2)
(58,587)(50,920)(6,770)(5,356)
Net Amount$1,286 $1,674 $71,992 $62,513 
(1) Netting adjustments represent the amounts recorded to convert derivative assets and liabilities from a gross basis to a net basis in accordance with the applicable accounting guidance.
(2) Cash collateral represents the amount that cannot be used to offset our derivative assets and liabilities from a gross basis to a net basis in accordance with the applicable accounting guidance. The application of the cash collateral cannot reduce the net derivative position below zero. Therefore, excess cash collateral, if any, is not reflected above.
Schedule of Effect of Cash Flow Hedges
The following table presents the effect, net of tax, of the cash flow hedges on Other Comprehensive Income, or OCI and on the Condensed Consolidated Statements of Comprehensive Income for the three month periods presented:
Amount of Gain (Loss) Recognized in Other Comprehensive Income (Loss)Amount of Gain (Loss) Reclassified from Accumulated Other Comprehensive Income (Loss) into Interest Income
(dollars in thousands)March 31, 2024March 31, 2023March 31, 2024March 31, 2023
Derivatives in Cash Flow Hedging Relationships:
Interest rate swap contracts - cash flow hedge$(2,838)$4,782 $(2,738)$(1,849)
Total$(2,838)$4,782 $(2,738)$(1,849)
Schedule of Amount of Gain or Loss Recognized in Income on Derivatives
The following table indicates the gain (loss) recognized in income on derivatives not designated as hedging instruments for the periods presented:
Three months ended March 31,
(dollars in thousands)20242023
Derivatives not Designated as Hedging Instruments
Interest rate swap contracts—commercial loans$34 $— 
Interest rate lock commitments—mortgage loans— 1 
Forward sale contracts—mortgage loans— (2)
Total Derivatives Gain (Loss)$34 $(1)