Derivatives (Narrative) (Details) - USD ($) $ in Thousands	6 Months Ended
Jun. 30, 2023	Dec. 31, 2022
Derivative [Line Items]
Notional amount of derivatives	$ 7,606,427	$ 7,936,239
Fair value liability	1,400	1,900
Credit risk-related contingent features, net liability position	89,600	8,700
Credit risk-related contingent features, posted collateral	89,400	8,500
Derivatives Designated as Hedging Instruments [Member]
Derivative [Line Items]
Notional amount of derivatives	2,063,500	2,816,000
Interest Rate Swaps [Member] \| Derivatives Designated as Hedging Instruments [Member] \| Cash Flow Hedge [Member]
Derivative [Line Items]
Amortization of accumulated other comprehensive loss on terminated cash flow hedges	2,900
Interest Rate Swaps [Member] \| Derivatives Designated as Hedging Instruments [Member] \| Cash Flow Hedge [Member] \| Swap Agreement 3, Expires 2025 [Member]
Derivative [Line Items]
Notional amount of derivatives	$ 50,000
Derivative maturity expiration year	2025
Interest Rate Swaps [Member] \| Derivatives Designated as Hedging Instruments [Member] \| Cash Flow Hedge [Member] \| Swap Agreement 4, Expires 2026 [Member]
Derivative [Line Items]
Notional amount of derivatives	$ 475,000
Derivative maturity expiration year	2026
Interest Rate Swaps [Member] \| Derivatives Designated as Hedging Instruments [Member] \| Cash Flow Hedge [Member] \| Swap Agreement 5, Expires 2027 [Member]
Derivative [Line Items]
Notional amount of derivatives	$ 925,000
Derivative maturity expiration year	2027
Interest Rate Swaps [Member] \| Derivatives Designated as Hedging Instruments [Member] \| Cash Flow Hedge [Member] \| Swap Agreement 6, Expires Thereafter [Member]
Derivative [Line Items]
Notional amount of derivatives	$ 100,000
Interest Rate Swaps [Member] \| Derivatives Designated as Hedging Instruments [Member] \| Fair Value Hedging [Member]
Derivative [Line Items]
Amortization of accumulated other comprehensive loss on terminated cash flow hedges	16,600
Interest Rate Swaps - Securities [Member] \| Derivatives Designated as Hedging Instruments [Member] \| Fair Value Hedging [Member]
Derivative [Line Items]
Notional amount of derivatives	513,500	$ 716,000
Derivative hedged item	488,500
Basis adjustment associated with hedged items	(25,000)
Interest Rate Swaps - Securities [Member] \| Derivatives Designated as Hedging Instruments [Member] \| Fair Value Hedging [Member] \| Commercial Mortgage-Backed Securities [Member]
Derivative [Line Items]
Amortized cost basis of closed portfolio of pre-payable securities	$ 558,900

Derivative, Maturity Year

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- Definition

The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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- Definition

Amount of hedged item in hedging relationship. Excludes hedged asset or liability.

+ References

No definition available.

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- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

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- Definition

Nominal or face amount used to calculate payment on derivative.

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Amount of cumulative increase (decrease) in fair value of hedged asset in fair value hedge, attributable to hedged risk, in portfolio layer hedging relationship.

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- Definition

Fair value of financial and nonfinancial obligations.

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Amortized cost of closed portfolio of financial asset used to designate hedging relationship in which hedged item is expected to be outstanding for designated hedged period.

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- Definition

Amount of unrealized gain (loss) related to the increase or decrease in fair value of interest rate derivatives designated as cash flow hedging instruments, which was recorded in accumulated other comprehensive income to the extent that the cash flow hedge was determined to be effective.

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