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The amount of cost incurred for termination of derivative contract.

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Amount of borrowings as of the balance sheet date from the Federal Home Loan Bank, which are primarily used to cover shortages in the required reserve balance and liquidity shortages.

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Fair value of all asset derivatives designated as cash flow hedging instruments.

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Fair value of all liability derivatives designated as cash flow hedging instruments.

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The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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Amount of gain (loss) from excluded component of derivative hedge, recognized in earnings. Excludes recognition under systematic and rational method.

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Amount of increase (decrease) in the fair value of derivatives recognized in the income statement.

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Amount of increase in the fair value of derivatives recognized in the income statement.

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Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and not elected to be offset.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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Amount of decrease in the fair value of derivatives recognized in the income statement.

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Nominal or face amount used to calculate payment on derivative.

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Amount of the cost of borrowed funds accounted for as interest expense.

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Fair value as of the balance sheet date of interest rate derivative assets, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as assets.

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Fair value as of the balance sheet date of interest rate derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as liabilities.

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Fair value as of the balance sheet date of interest rate derivative assets, net of interest rate derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized on the balance sheet.

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Fair value of financial and nonfinancial obligations.

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Amount, after tax and before reclassification, of gain (loss) from derivative instrument designated and qualifying as cash flow hedge included in assessment of hedge effectiveness.

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The net change in the difference between the fair value and the carrying value, or in the comparative fair values, of open derivatives, commodity, or energy contracts, held at each balance sheet date, that was included in earnings for the period.

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Derivative Financial Instruments (Details) - USD ($)	12 Months Ended
Derivative Financial Instruments (Details) - USD ($)	Dec. 31, 2020	Dec. 31, 2019	Dec. 31, 2018	Jun. 30, 2019	Mar. 31, 2019
Derivative Financial Instruments
Notional Amount	$ 19,342,657,000	$ 2,051,663,000
Outstanding advances	0	700,000,000.0
Estimated Fair Value Gain	813,899,000	16,252,000
Estimated Fair Value Loss	804,832,000	31,273,000
Gains (losses) on cash flow hedge in other comprehensive income	10,800,000	(10,700,000)
Cash flow hedge liability	0	13,800,000
Cash flow hedge assets	30,300,000
Ineffectiveness in the cash flow hedge	0	0
Gain or loss recorded	0	0
Interest Rate Derivative Assets, at Fair Value	802,800,000	15,300,000
Interest Rate Derivative Liabilities, at Fair Value	802,700,000	16,500,000
Interest Rate Derivatives, at Fair Value, Net	17,000	1,100,000
Estimated gain (loss) on fair value of open contracts related to mortgage servicing rights	119,000	(789,000)
Termination value of obligations under agreement	38,800,000
Interest expense	83,564,000	86,552,000	$ 53,992,000
Obligation under forward commitments, the fair value of those obligations along with the fair value of derivative instruments associated with forward commitments
Fair value of forward commitments	(804,832,000)	(31,273,000)
Mortgage loan pipeline
Obligation under forward commitments, the fair value of those obligations along with the fair value of derivative instruments associated with forward commitments
Obligation	510,730,000	80,785,000
Expected closures
Obligation under forward commitments, the fair value of those obligations along with the fair value of derivative instruments associated with forward commitments
Obligation	411,273,000	60,588,000
Cash flow hedge
Derivative Financial Instruments
Collateral provided	0
Cash flow hedge \| Borrower
Derivative Financial Instruments
Collateral provided	663,500,000
Cash flow hedge \| FHLB Advances - One
Derivative Financial Instruments
Outstanding advances					$ 350,000,000
Cash flow hedge \| FHLB Advances - Two
Derivative Financial Instruments
Outstanding advances					150,000,000
Cash flow hedge \| FHLB Advances - Three
Derivative Financial Instruments
Notional Amount				$ 200,000,000
Interest rate contracts
Derivative Financial Instruments
Notional Amount	18,600,000,000	1,100,000,000
Mortgage servicing rights hedging \| Non-designated hedges
Derivative Financial Instruments
Notional Amount	149,000,000.0	133,000,000.0
Mortgage servicing rights hedging \| Non-designated hedges \| Other Assets and Other Liabilities
Derivative Financial Instruments
Notional Amount	149,000,000	133,000,000
Estimated Fair Value Gain	119,000
Estimated Fair Value Loss		789,000
Mortgage loan pipeline commitments hedging
Obligation under forward commitments, the fair value of those obligations along with the fair value of derivative instruments associated with forward commitments
Obligation	15,328,000	1,160,000
Mortgage loan pipeline commitments hedging \| Non-designated hedges \| Other Assets
Derivative Financial Instruments
Notional Amount	528,500,000	87,773,000
Estimated Fair Value Gain	11,017,000	902,000
Forward commitments
Obligation under forward commitments, the fair value of those obligations along with the fair value of derivative instruments associated with forward commitments
Obligation	528,500,000	87,773,000
Fair value of forward commitments	4,311,000	258,000
Customer swaps \| Cash flow hedge \| Investment securities - available for sale
Derivative Financial Instruments
Collateral provided	554,700,000
Interest rate swap
Derivative Financial Instruments
Termination cost	40,800,000
Interest expense	2,000,000.0
Interest rate swap \| Cash flow hedge \| FHLB Advances \| Other Liabilities \| Counterparty
Derivative Financial Instruments
Notional Amount		700,000,000
Estimated Fair Value Loss		13,791,000
Interest rate swap \| Cash flow hedge \| FHLB Advances - One
Derivative Financial Instruments
Notional Amount					350,000,000
Interest rate swap \| Cash flow hedge \| FHLB Advances - Two
Derivative Financial Instruments
Notional Amount					$ 150,000,000
Interest rate swap \| Cash flow hedge \| FHLB Advances - Three
Derivative Financial Instruments
Notional Amount				$ 200,000,000
Interest rate swap \| Fair Value Hedging \| Counterparty
Derivative Financial Instruments
Notional Amount	16,400,000	2,800,000
Interest rate swap \| Fair Value Hedging \| Other Assets and Other Liabilities \| Counterparty
Derivative Financial Instruments
Notional Amount	16,439,000	2,754,000
Estimated Fair Value Loss	2,086,000	199,000
Interest rate swap \| Non-designated hedges \| Other Assets and Other Liabilities \| Borrower
Derivative Financial Instruments
Notional Amount	9,324,359,000	564,068,000
Estimated Fair Value Gain	802,717,000	15,277,000
Estimated Fair Value Loss	46,000	1,019,000
Interest rate swap \| Non-designated hedges \| Other Assets and Other Liabilities \| Counterparty
Derivative Financial Instruments
Notional Amount	9,324,359,000	564,068,000
Estimated Fair Value Gain	46,000	73,000
Estimated Fair Value Loss	802,700,000	15,475,000
Foreign exchange contract
Derivative Financial Instruments
Gain or loss recorded	$ 0	$ 0