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Derivative Instruments and Hedging Activities (Tables)
 12 Months Ended
Dec. 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)
December 31, 2024December 31, 2023December 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 hedges
$— $— $— $— $500,000 $9,589 $500,000 $14,739 
Total Derivatives Designated as Hedging Instruments$— $— $— $— $500,000 $9,589 $500,000 $14,739 
Derivatives Not Designated as Hedging Instruments
Interest rate swap contracts - commercial loans850,104 60,890 892,712 63,018 850,104 61,271 892,712 63,554 
Total Derivatives Not Designated as Hedging Instruments$850,104 $60,890 $892,712 $63,018 $850,104 $61,271 $892,712 $63,554 
Total Derivatives$850,104 $60,890 $892,712 $63,018 $1,350,104 $70,860 $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:
Derivative Assets
(Included in Other Assets)		Derivative Liabilities
(Included in Other Liabilities)
(dollars in thousands)December 31, 2024December 31, 2023December 31, 2024December 31, 2023
Gross amounts recognized$60,890 $63,018 $70,860 $78,293 
Gross amounts offset— — — — 
Net amounts presented in the Consolidated Balance Sheets60,890 63,018 70,860 78,293 
Netting adjustments(1)
(8,317)(10,424)(8,317)(10,424)
Cash collateral(2)
(52,516)(50,920)(2,034)(5,356)
Net Amount$57 $1,674 $60,509 $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 tables present the effect, net of tax, of the cash flow hedges on OCI and on the Condensed Consolidated Statements of Comprehensive Income for the periods presented:
Amount of Gain Recognized in Other Comprehensive IncomeAmount of Loss Reclassified from Accumulated Other Comprehensive Loss into Interest Income
(dollars in thousands)Twelve months ended December 31, 2024Twelve months ended December 31, 2023Twelve months ended December 31, 2024Twelve months ended December 31, 2023
Derivatives in Cash Flow Hedging Relationships:
Interest rate swap contracts - cash flow hedges
$4,076 $5,204 $(10,607)$(9,720)
Total$4,076 $5,204 $(10,607)$(9,720)
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:
Twelve months ended December 31,
(dollars in thousands)202420232022
Derivatives not Designated as Hedging Instruments
Interest rate swap contracts—commercial loans$154 $(554)$103 
Interest rate lock commitments—mortgage loans— (5)(396)
Forward sale contracts—mortgage loans— (2)(2)
Total Derivatives Gain (Loss)$154 $(561)$(295)