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Derivative Instruments and Hedging Activities (Tables)
 3 Months Ended
Mar. 31, 2026
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 at the dates presented:
Derivative Assets
(Included in Other Assets)		Derivative Liabilities
(Included in Other Liabilities)
March 31, 2026December 31, 2025March 31, 2026December 31, 2025
(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
$— $— $— $— $300,000 $1,868 $350,000 $2,024 
Total Derivatives Designated as Hedging Instruments— — — — 300,000 1,868 350,000 2,024 
Derivatives Not Designated as Hedging Instruments
Interest rate swap contracts - commercial loans736,540 32,943 746,445 33,669 736,540 33,200 746,445 33,990 
Interest rate lock commitments - mortgage loans2,912 34 3,218 81 — — — — 
Total Derivatives Not Designated as Hedging Instruments739,452 32,977 749,663 33,750 736,540 33,200 746,445 33,990 
Total Derivatives$739,452 $32,977 $749,663 $33,750 $1,036,540 $35,068 $1,096,445 $36,014 
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)March 31, 2026December 31, 2025March 31, 2026December 31, 2025
Gross amounts recognized$32,943 $33,669 $35,068 $36,014 
Gross amounts offset— — — — 
Net amounts presented in the Consolidated Balance Sheets32,943 33,669 35,068 36,014 
Netting adjustments(1)
(1,868)(2,024)(1,868)(2,024)
Cash collateral(2)
(31,075)(26,964)— 2 
Net Amount$— $4,681 $33,200 $33,992 
(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 periods presented:
Amount of Gain Recognized in Other Comprehensive IncomeAmount of Loss Reclassified from Accumulated Other Comprehensive Loss into Interest Income
(dollars in thousands)Three months ended March 31, 2026Three months ended March 31, 2025Three months ended March 31, 2026Three months ended March 31, 2025
Derivatives in Cash Flow Hedging Relationships:
Interest rate swap contracts - cash flow hedges
$123 $2,446 $(652)$(1,692)
Total$123 $2,446 $(652)$(1,692)
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)20262025
Derivatives not Designated as Hedging Instruments
Interest rate swap contracts—commercial loans$40 $48 
Interest rate lock commitments—mortgage loans(47)— 
Total Derivatives Gain (Loss)$(7)$48