Derivatives (Tables) - Cash Flow Hedging [Member]

6 Months Ended

Jun. 30, 2020

Derivative Instruments and Hedging Activities Disclosures [Line Items]

Schedule Of Interest Rate Swaps

	June 30, 2020	December 31, 2019
Notional amount	$200 million	$200 million
Weighted average fixed pay rate	2.83%	2.83%
Weighted average 3-month LIBOR receive rate	1.13%	2.04%
Weighted average maturity	1.56 Years	2.06 Years

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

	Six Months Ended				Three Months Ended
	June 30,				June 30,
(in thousands)	2020		2019		2020		2019
Interest rate contracts:
Amount of loss recognized in OCI (effective portion)	$	4,768	$	4,241	$	494	$	2,627
Amount of loss reclassified from OCI to interest expense		1,366		183		856		114
Amount of loss recognized in other noninterest income (ineffective portion)		—		—		—		—

Schedule Of Cash Flow Hedges Included In the Consolidated Balance Sheets

	June 30, 2020						December 31, 2019
	Notional		Fair Value					Notional	Fair Value
(in thousands)	Amount		Asset		Liability			Amount	Asset		Liability
Included in other liabilities			$	—	$	7,820			$	—	$	4,418
Interest rate swap hedging FHLB advances	$	50,000					$	50,000
Interest rate swap hedging brokered CDs	$	150,000					$	150,000