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Derivative Financial Instruments (Fair Value of Derivatives by Balance Sheet Location) (Details) - USD ($)
$ in Thousands
Dec. 31, 2024
Dec. 31, 2023
Derivatives, Fair Value [Line Items]    
Accrued interest receivable $ 22,100 $ 22,900
Interest rate swaps [Member] | Designated as Hedging Instrument [Member]    
Derivatives, Fair Value [Line Items]    
Notional amount [1] 120,000 120,000
Interest rate swaps [Member] | Designated as Hedging Instrument [Member] | Fair Value Hedging    
Derivatives, Fair Value [Line Items]    
Notional amount 100,000 0
Interest rate swaps [Member] | Designated as Hedging Instrument [Member] | Other assets [Member]    
Derivatives, Fair Value [Line Items]    
Interest rate cash flow hedge asset at fair value [1] 1,529 802
Accrued interest receivable 120 239
Interest Rate Fair Value Hedge Asset at Fair Value 1,477 0
Interest rate swaps [Member] | Designated as Hedging Instrument [Member] | Other liabilities [Member]    
Derivatives, Fair Value [Line Items]    
Interest rate cash flow hedge liability at fair value [1] 229 1,119
Accrued interest payable 0  
Interest Rate Fair Value Hedge Liability at Fair Value 0 0
Interest rate swaps with customers [Member] | Not Designated as Hedging Instrument [Member]    
Derivatives, Fair Value [Line Items]    
Notional amount 886,912 938,872
Interest rate swaps with customers [Member] | Not Designated as Hedging Instrument [Member] | Other assets [Member]    
Derivatives, Fair Value [Line Items]    
Derivative asset not designated as hedging instruments 2,468 6,594
Interest rate swaps with customers [Member] | Not Designated as Hedging Instrument [Member] | Other liabilities [Member]    
Derivatives, Fair Value [Line Items]    
Derivative liability not designated as hedging instruments 51,372 52,102
Mirror swaps with counterparties [Member] | Not Designated as Hedging Instrument [Member]    
Derivatives, Fair Value [Line Items]    
Notional amount 886,912 938,872
Mirror swaps with counterparties [Member] | Not Designated as Hedging Instrument [Member] | Other assets [Member]    
Derivatives, Fair Value [Line Items]    
Derivative asset not designated as hedging instruments 51,176 51,859
Mirror swaps with counterparties [Member] | Not Designated as Hedging Instrument [Member] | Other liabilities [Member]    
Derivatives, Fair Value [Line Items]    
Derivative liability not designated as hedging instruments 2,529 6,757
Risk participation agreements [Member] | Not Designated as Hedging Instrument [Member]    
Derivatives, Fair Value [Line Items]    
Notional amount 343,935 321,055
Risk participation agreements [Member] | Not Designated as Hedging Instrument [Member] | Other assets [Member]    
Derivatives, Fair Value [Line Items]    
Derivative asset not designated as hedging instruments 29 66
Risk participation agreements [Member] | Not Designated as Hedging Instrument [Member] | Other liabilities [Member]    
Derivatives, Fair Value [Line Items]    
Derivative liability not designated as hedging instruments 0 1
Interest rate lock commitments [Member] | Not Designated as Hedging Instrument [Member]    
Derivatives, Fair Value [Line Items]    
Notional amount 20,238 20,980
Interest rate lock commitments [Member] | Not Designated as Hedging Instrument [Member] | Other assets [Member]    
Derivatives, Fair Value [Line Items]    
Derivative asset not designated as hedging instruments 248 504
Interest rate lock commitments [Member] | Not Designated as Hedging Instrument [Member] | Other liabilities [Member]    
Derivatives, Fair Value [Line Items]    
Derivative liability not designated as hedging instruments 0 1
Forward sale commitments [Member] | Not Designated as Hedging Instrument [Member]    
Derivatives, Fair Value [Line Items]    
Notional amount 52,100 50,117
Forward sale commitments [Member] | Not Designated as Hedging Instrument [Member] | Other assets [Member]    
Derivatives, Fair Value [Line Items]    
Derivative asset not designated as hedging instruments 163 18
Forward sale commitments [Member] | Not Designated as Hedging Instrument [Member] | Other liabilities [Member]    
Derivatives, Fair Value [Line Items]    
Derivative liability not designated as hedging instruments 291 711
Derivative assets [Member]    
Derivatives, Fair Value [Line Items]    
Gross derivative assets 57,090 59,843
Less amounts offset in Consolidated Balance Sheets, derivative liabilities [2] 2,788 7,877
Net amounts presented in Consolidated Balance Sheets, derivative assets 54,302 51,966
Less collateral pledged, derivatives assets [3] 0 0
Net amounts 54,302 51,966
Derivative liabilities [Member]    
Derivatives, Fair Value [Line Items]    
Gross derivative liabilities 54,451 60,691
Less amounts offset in Consolidated Balance Sheets, derivative assets [2] 2,788 7,877
Net amounts presented in Consolidated Balance Sheets, derivative liabilities 51,663 52,814
Less collateral pledged, derivative liabilities [3] 0 0
Net amounts 51,663 52,814
Interest Rate Collar | Designated as Hedging Instrument [Member] | Cash Flow Hedge [Member]    
Derivatives, Fair Value [Line Items]    
Notional amount 50,000 0
Interest Rate Collar | Designated as Hedging Instrument [Member] | Other assets [Member]    
Derivatives, Fair Value [Line Items]    
Interest rate cash flow hedge asset at fair value 0 0
Interest Rate Collar | Designated as Hedging Instrument [Member] | Other liabilities [Member]    
Derivatives, Fair Value [Line Items]    
Interest rate cash flow hedge liability at fair value $ 30 $ 0
[1] The fair value of derivative assets includes accrued interest receivable of $120 thousand and $239 thousand, respectively, at December 31, 2024 and 2023. There was no accrued interest payable included in the fair value of derivative liabilities at December 31, 2024 and December 31, 2023.
[2] Interest rate risk management contracts and loan related derivative contracts with counterparties are subject to master netting arrangements.
[3] Collateral contractually required to be pledged to derivative counterparties is in the form of cash. Washington Trust may need to post additional collateral in the future in proportion to potential increases in unrealized loss positions.