Derivatives and Hedging Activities (Textual) (Details) - USD ($)		12 Months Ended
		Dec. 31, 2025	Dec. 31, 2024	Dec. 31, 2023
Derivative [Line Items]
Derivative, Collateral, Right to Reclaim Cash		$ 3,130,000	$ 0
Increase (Decrease) in Loans Held-for-sale		457,000	(20,000)	$ 97,000
Exposure to Institutional Counterparties		$ 49,700,000	97,000,000.0
Maximum length of time Company is currently hedging its exposure		3 years 2 months 12 days
Customer related positions		$ 8,100,000	1,400,000
Gain (Loss) on Sales of Loans, Net		5,100,000	4,100,000	1,000,000.0
Fair Value Hedges, Net		0	0
Interest Receivable		70,300,000	55,600,000	$ 60,200,000
Derivative, Net Liability Position, Aggregate Fair Value		0	0
Interest Expense [Member]
Derivative [Line Items]
Interest expense		(4,000,000.0)
CME [Member]
Derivative [Line Items]
Derivative, Collateral, Right to Reclaim Cash	[1]	8,135,000	21,078,000
Loan level swaps
Derivative [Line Items]
Interest Receivable		1,200,000	2,200,000
Interest Payable, Current		(1,200,000)	(2,200,000)
Interest Rate Swap [Member]
Derivative [Line Items]
Interest Receivable			195,000
Interest Payable, Current		(363,000)	(825,000)
Derivative, Notional Amount		1,100,000,000	1,300,000,000
Interest rate swaps on borrowings [Member]
Derivative [Line Items]
Derivative, Notional Amount		400,000,000	$ 400,000,000
Interest Rate Contract
Derivative [Line Items]
Interest Payable, Current		$ (9,000)

[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.