Derivative Instruments and Hedging Activities (Details) - Derivatives Not Designated as Hedging Instruments [Member] $ in Thousands		3 Months Ended
		Mar. 31, 2023 USD ($) Agreement	Mar. 31, 2022 USD ($)	Dec. 31, 2022 USD ($) Agreement
Derivative Asset [Abstract]
Derivatives, fair value		$ 94,228		$ 117,294
Netting adjustments, fair value	[1]	19,982		24,109
Net derivatives in the balance sheet, fair value		74,246		93,185
Derivatives not offset on the balance sheet, fair value		2,559		352
Cash collateral, fair value	[2]	0		0
Net derivative amounts, fair value		71,687		92,833
Derivative Liability [Abstract]
Derivatives, fair value		94,184		117,257
Netting adjustments, fair value	[1]	(177)		0
Net derivatives in the balance sheet, fair value		94,361		117,257
Derivatives not offset on the balance sheet, fair value		2,559		352
Cash collateral, fair value	[2]	0		0
Net derivative amounts, fair value		91,802		$ 116,905
Other Income [Member]
Gain or loss recognized in income on derivatives not designating as a hedging relationship [Abstract]
Increase (decrease) in other income		$ 7	$ (52)
Interest Rate Swaps [Member]
Interest rate derivatives [Abstract]
Number of risk participation agreements held | Agreement		14		15
Interest Rate Swaps [Member] | Other Assets [Member]
Derivative Asset [Abstract]
Derivatives, notional amount		$ 1,295,719		$ 1,275,708
Derivatives, fair value		94,171		117,247
Interest Rate Swaps [Member] | Other Liabilities [Member]
Derivative Liability [Abstract]
Derivatives, notional amount		1,295,719		1,275,708
Derivatives, fair value		94,171		117,247
Risk Participation Agreements [Member] | Other Assets [Member]
Derivative Asset [Abstract]
Derivatives, notional amount		67,552		88,963
Derivatives, fair value		57		47
Risk Participation Agreements [Member] | Other Liabilities [Member]
Derivative Liability [Abstract]
Derivatives, notional amount		17,854		18,421
Derivatives, fair value		$ 13		$ 10

[1] Netting adjustments represents the amounts recorded to convert derivatives assets and liabilities from a gross basis to a net basis in accordance with the applicable accounting guidance on the settle to market rules for cleared derivatives. The CME legally characterizes the variation margin posted between counterparties as settlements of the outstanding derivative contracts instead of cash collateral.

[2] Cash collateral represents the amount that cannot be used to offset our derivative assets and liabilities from a gross basis to a net basis in accordance with the applicable accounting guidance. The other collateral consists of securities and is exchanged under bilateral collateral and master netting agreements that allow us to offset the net derivative position with the related collateral. The application of the other collateral cannot reduce the net derivative position below zero. Therefore, excess other collateral, if any, is not reflected above.