Derivatives (Tables) - Cash Flow Hedging [Member]

3 Months Ended

Mar. 31, 2019

Derivative Instruments and Hedging Activities Disclosures [Line Items]

Schedule Of Interest Rate Swaps

	March 31, 2019	December 31, 2018
Notional amount	$200 million	$150 million
Weighted average fixed pay rate	2.83%	2.90%
Weighted average 3-month LIBOR receive rate	2.70%	2.38%
Weighted average maturity	2.81 Years	2.43 Years

Schedule Of Gains (Losses) Recorded In Accumulated Other Comprehensive Income And The Consolidated Statements Of Income

					Amount of Loss
	Amount of Loss		Amount of Loss		Recognized in Other
	Recognized in OCI		Reclassified from OCI		Noninterest Income
(in thousands)	(Effective Portion)		to Interest Expense		(Ineffective Portion)
Interest rate contract:
Three months ended March 31, 2019	$	1,614	$	69	$	—

Schedule Of Cash Flow Hedges Included In the Consolidated Balance Sheets

	March 31, 2019						December 31, 2018
	Notional		Fair Value					Notional	Fair Value
(in thousands)	Amount		Asset		Liability			Amount	Asset		Liability
Included in other liabilities			$	—	$	2,675			$	—	$	1,130
Interest rate swap hedging FHLB advances	$	50,000					$	150,000
Interest rate swap hedging brokered
certificates of deposit	$	150,000					$	—