Derivatives and Hedging Activities (Derivative Positions for Interest Rate Swaps which Qualify as Hedges) (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2021		Dec. 31, 2020	Apr. 01, 2016
Interest rate swaps on borrowings [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Fair Value	$ (294)		$ (1,341)
Derivative, Notional Amount	$ 25,000	[1]	$ 75,000	$ 25,000
Derivative, Average Remaining Maturity	7 months 13 days		1 year 2 months 4 days
Derivative, Average Variable Interest Rate	0.16%		0.22%
Derivative, Average Fixed Interest Rate	1.88%		1.53%
Interest rate swaps on loans [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Fair Value	$ 11,830		$ 27,021
Derivative, Notional Amount	$ 550,000		$ 450,000
Derivative, Average Remaining Maturity	2 years 6 months 29 days		2 years 7 months 28 days
Derivative, Average Variable Interest Rate	0.11%		0.15%
Derivative, Average Fixed Interest Rate	2.16%		2.37%
Interest rate collars on loans [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Fair Value	$ 9,383		$ 21,764
Derivative, Notional Amount	$ 400,000		$ 400,000
Derivative, Average Remaining Maturity	1 year 7 months 28 days		2 years 7 months 28 days
Derivative, Average Variable Interest Rate	0.11%		0.15%
Derivative, Cap Interest Rate	2.73%		2.73%
Derivative, Floor Interest Rate	2.20%		2.20%
Interest Rate Swap [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Fair Value	$ 20,919		$ 47,444
Derivative, Notional Amount	$ 975,000		$ 925,000

[1] Two forward starting swaps with notional amounts of $25.0 million each matured in December 2021. The Company originally entered into these swaps in April 2016 for purposes of hedging $50.0 million of existing junior subordinated dentures