Derivatives (Tables) - Cash Flow Hedging [Member]

12 Months Ended

Dec. 31, 2019

Derivative Instruments and Hedging Activities Disclosures [Line Items]

Schedule Of Interest Rate Swaps

	December 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	2.04%	2.38%
Weighted average maturity	2.06 Years	2.43 Years

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

	Twelve Months Ended
	December 31,
(in thousands)	2019		2018
Interest rate contracts:
Amount of loss recognized in OCI (effective portion)	$	(4,116)	$	(1,607)
Amount of loss reclassified from OCI to interest expense		827		477
Amount of loss recognized in other noninterest income (ineffective portion)		—		—

Schedule Of Cash Flow Hedges Included In the Consolidated Balance Sheets

		December 31, 2019						December 31, 2018
		Notional	Fair Value				Notional		Fair Value
(in thousands)		Amount	Asset		Liability		Amount		Asset		Liability
Included in other assets or other liabilities			$	—	$	4,418			$	—	$	1,130
Interest rate swap hedging brokered CDs	$	150,000					$	—
Interest rate swap hedging FHLB advances	$	50,000					$	150,000