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Derivative Instruments and Hedging Activities (Tables)
 6 Months Ended
Jun. 30, 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)
June 30, 2026December 31, 2025June 30, 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
$— $— $— $— $250,000 $1,522 $350,000 $2,024 
Total Derivatives Designated as Hedging Instruments— — — — 250,000 1,522 350,000 2,024 
Derivatives Not Designated as Hedging Instruments
Interest rate swap contracts - commercial loans696,501 34,965 746,445 33,669 696,501 35,194 746,445 33,990 
Interest rate lock commitments - mortgage loans3,063 91 3,218 81 — — — — 
Total Derivatives Not Designated as Hedging Instruments699,564 35,056 749,663 33,750 696,501 35,194 746,445 33,990 
Total Derivatives$699,564 $35,056 $749,663 $33,750 $946,501 $36,716 $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)June 30, 2026December 31, 2025June 30, 2026December 31, 2025
Gross amounts recognized$34,965 $33,669 $36,716 $36,014 
Gross amounts offset— — — — 
Net amounts presented in the Consolidated Balance Sheets34,965 33,669 36,716 36,014 
Netting adjustments(1)
(1,522)(2,024)(1,522)(2,024)
Cash collateral(2)
(31,837)(26,964)— 2 
Net Amount$1,606 $4,681 $35,194 $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 Income Amount of Loss Reclassified from Accumulated Other Comprehensive Loss into Interest Income
(dollars in thousands)Three months ended June 30, 2026Three months ended June 30, 2025Three months ended June 30, 2026Three months ended June 30, 2025
Derivatives in Cash Flow Hedging Relationships:
Interest rate swap contracts - cash flow hedge$271 $1,404 $(489)$(1,520)
Total$271 $1,404 $(489)$(1,520)
Amount of Gain Recognized in Other Comprehensive IncomeAmount of Loss Reclassified from Accumulated Other Comprehensive Loss into Interest Income
(dollars in thousands)Six months ended June 30, 2026Six months ended June 30, 2025Six months ended June 30, 2026Six months ended June 30, 2025
Derivatives in Cash Flow Hedging Relationships:
Interest rate swap contracts - cash flow hedges
$394 $3,850 $(1,141)$(3,211)
Total$394 $3,850 $(1,141)$(3,211)
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 June 30,Six Months Ended June 30,
(dollars in thousands)2026202520262025
Derivatives not Designated as Hedging Instruments
Interest rate swap contracts—commercial loans$(3)$46 $37 $94 
Interest rate lock commitments—mortgage loans57 — 10 — 
Total Derivatives Gain (Loss)$54 $46 $47 $94