Derivatives and Hedging Activities (Textual) (Details) - USD ($)		3 Months Ended	12 Months Ended
		Sep. 30, 2020	Dec. 31, 2020	Dec. 31, 2019	Dec. 31, 2018
Derivative [Line Items]
Derivative, Net Liability Position, Aggregate Fair Value			$ 79,800,000	$ 26,000,000.0
Derivative, Collateral, Right to Reclaim Cash			62,460,000	25,493,000
Increase (Decrease) in Loans Held-for-sale			1,296,000	822,000	$ (51,000)
Net amortization income			0	0	231,000
Exposure to Institutional Counterparties			$ 48,800,000	25,400,000
Maximum length of time Company is currently hedging its exposure			3 years 10 months 24 days
Customer related positions			$ 127,200,000	51,000,000.0
Gain (Loss) on Sales of Loans, Net		$ 0	30,100,000	13,200,000	$ 3,600,000
Fair Value Hedges, Net			0	0
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI for Loss on Termination of Derivatives, before Tax			(684,000)
Interest Receivable			36,000,000.0
Interest Income [Member]
Derivative [Line Items]
Interest expense			18,600,000
Interest Expense [Member]
Derivative [Line Items]
Interest expense			(997,000)
CME [Member]
Derivative [Line Items]
Derivative, Collateral, Right to Reclaim Cash	[1]		16,105,000	0
Loan level swaps
Derivative [Line Items]
Interest Receivable			2,000,000.0	569,000
Interest Payable, Current			(2,000,000.0)	(569,000)
Interest Rate Swap [Member]
Derivative [Line Items]
Interest Receivable			1,200,000	350,000
Interest Payable, Current			$ (81,000)	$ (4,000)

[1] Netting adjustments represent the amounts recorded to convert derivative assets and liabilities cleared through CME from a gross basis to a net basis, inclusive of the variation margin payments, in accordance with applicable accounting guidance. As displayed in the table above, derivatives that cleared through the CME were either in a net asset position or a net liability position at December 31, 2020.