Derivatives (Tables) - Cash Flow Hedging [Member]

9 Months Ended

Sep. 30, 2019

Derivative Instruments and Hedging Activities Disclosures [Line Items]

Schedule Of Interest Rate Swaps

	September 30, 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	2.36%	2.38%
Weighted average maturity	2.31 Years	2.43 Years

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

	Nine Months Ended				Three Months Ended
	September 30,				September 30,
(in thousands)	2019		2018		2019		2018
Interest rate contracts:
Amount of gain (loss) recognized in OCI (effective portion)	$	(4,757)	$	(34)	$	(516)	$	462
Amount of loss reclassified from OCI to interest expense		423		315		240		225
Amount of loss recognized in other noninterest income (ineffective portion)		—		—		—		—

Schedule Of Cash Flow Hedges Included In the Consolidated Balance Sheets

	September 30, 2019						December 31, 2018
	Notional		Fair Value					Notional	Fair Value
(in thousands)	Amount		Asset		Liability			Amount	Asset		Liability
Included in other liabilities			$	—	$	5,464			$	—	$	1,130
Interest rate swap hedging FHLB advances	$	—					$	150,000
Interest rate swaps hedging brokered CDs	$	200,000					$	—