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Derivatives and Hedging Activities (Textual) (Details) - USD ($)
12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Dec. 31, 2019
Apr. 01, 2016
Derivative [Line Items]        
Derivative, Net Liability Position, Aggregate Fair Value $ 34,800,000 $ 79,800,000    
Derivative, Collateral, Right to Reclaim Cash 33,838,000 62,460,000    
Increase (Decrease) in Loans Held-for-sale (1,679,000) 1,296,000 $ 822,000  
Exposure to Institutional Counterparties $ 28,300,000 48,800,000    
Maximum length of time Company is currently hedging its exposure 7 years 2 months 12 days      
Customer related positions $ 62,400,000 127,200,000    
Gain (Loss) on Sales of Loans, Net 19,900,000 30,100,000 13,200,000  
Fair Value Hedges, Net 0 0 $ 0  
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI for Loss on Termination of Derivatives, before Tax 0 (684,000)    
Interest Receivable 43,700,000 36,000,000    
Interest Income [Member]        
Derivative [Line Items]        
Interest expense 15,400,000      
Interest Expense [Member]        
Derivative [Line Items]        
Interest expense (238,000)      
CME [Member]        
Derivative [Line Items]        
Derivative, Collateral, Right to Reclaim Cash [1] 6,769,000 16,105,000    
Loan level swaps        
Derivative [Line Items]        
Interest Receivable 1,500,000 2,000,000    
Interest Payable, Current (1,500,000) (2,000,000)    
Interest Rate Swap [Member]        
Derivative [Line Items]        
Interest Receivable 1,200,000 1,200,000    
Interest Payable, Current (5,000) (81,000)    
Derivative, Notional Amount 975,000,000 925,000,000    
Interest rate swaps on borrowings [Member]        
Derivative [Line Items]        
Derivative, Notional Amount $ 25,000,000 [2] $ 75,000,000   $ 25,000,000
[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 as of December 31, 2021 and 2020.
[2] 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