DERIVATIVE FINANCIAL INSTRUMENTS (Tables)

3 Months Ended

Mar. 31, 2026

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Summary of Fair Value of Derivative Instruments

The following table summarizes the fair value of the Company's derivative instruments at March 31, 2026 and December 31, 2025:

	March 31, 2026					December 31, 2025
	Notional Amount		Balance Sheet Location	Fair Value		Notional Amount		Balance Sheet Location	Fair Value
Derivatives designated as hedging instruments:
Cash flow hedge designation:
Interest rate swaps - FHLB advances	$	75,000	Other assets	$	114	$	75,000	Other liabilities	$	(348)
Interest rate swaps - FHLB advances and brokered money market deposits	85,000		Other assets	643		85,000		Other assets	132
Total derivatives designated as hedging instruments				$	757				$	(216)
Derivatives not designated as hedging instruments:
Interest rate swaps	$	585,979	Other assets	$	12,243	$	539,225	Other assets	$	14,463
Interest rate swaps	585,979		Other liabilities	(12,575)		539,225		Other liabilities	(14,720)
Purchased options – rate cap	5,681		Other assets	1		5,709		Other assets	—
Written options – rate cap	5,681		Other liabilities	(1)		5,709		Other liabilities	—
Risk participations - sold credit protection	26,097		Other liabilities	(76)		44,638		Other liabilities	(70)
Risk participations - purchased credit protection	31,620		Other assets	50		31,702		Other assets	43
Interest rate lock commitments with customers	3,101		Other assets	63		1,811		Other assets	38
Forward sale commitments	3,554		Other assets	10		5,948		Other liabilities	(11)
Total derivatives not designated as hedging instruments				$	(285)				$	(257)

Summary of Components of Interest Rate Swaps

The following table presents the carrying amount and associated cumulative basis adjustment related to the application of fair value hedge accounting that is included in the carrying amount of hedged assets as of March 31, 2026 and 2025. During the three months ended March 31, 2025, the Company terminated its three pay-fixed interest rate swaps with a total notional value of $100.0 million.

	Carrying Amounts of Hedged Assets			Cumulative Amounts of Fair Value Hedging Adjustments Included in the Carrying Amounts of the Hedged Assets
	March 31,			March 31,
	2026	2025		2026	2025
Commercial loans	n/a	$	—	n/a	$	—

The following table is a summary of components for interest rate swaps designated as hedging instruments at March 31, 2026 and December 31, 2025:

	Weighted Average Pay Rate		Weighted Average Receive Rate		Weighted Average Maturity in Years
March 31, 2026
Cash flow hedge designation:
Interest rate swaps - FHLB advances and brokered deposits	3.35	%	3.67	%	2.3
December 31, 2025
Cash flow hedge designation:
Interest rate swaps - FHLB advances and brokered deposits	3.35	%	3.93	%	2.5

Summary of Effect of Derivative Financial Instruments on OCI and Net Income

The following tables summarize the effect of the Company's derivative financial instruments on OCI and net income for the three months ended March 31, 2026 and 2025:

	Amount of Gain (Loss) Recognized in OCI on Derivative
	Three Months Ended March 31,
	2026		2025
Derivatives in cash flow hedging relationships:
Interest rate products	$	972	$	(916)

	Amount of Loss Reclassified from AOCI into Income				Location of Loss Recognized from AOCI into Income
	Three Months Ended March 31,
	2026		2025
Derivatives in cash flow hedging relationships:
Interest rate products	$	—	$	—	Interest income

	Amount of (Loss) Gain Recognized in Income				Location of Gain Recognized in Income
	Three Months Ended March 31,
	2026		2025
Derivatives designated as hedging instruments
Fair value hedge designation:
Interest rate swaps - commercial loans (1)	$	—	$	(1)	Interest income on loans
Derivatives not designated as hedging instruments:
Interest rate products	$	(75)	$	(252)	Other operating expenses
Risk participation agreements	1		3		Other operating expenses
Interest rate lock commitments with customers	25		93		Mortgage banking activities
Forward sale commitments	22		(25)		Mortgage banking activities
Total derivatives not designated as hedging instruments	$	(27)	$	(181)
(1) Amount includes the net of the change in the fair value of the interest rate swaps hedging commercial loans and the change in the carrying value included in the hedged commercial loans.