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Derivative Financial Instruments - Narrative (Detail) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2024	Dec. 31, 2023	Dec. 31, 2022
Derivative Instruments, Gain (Loss) [Line Items]
Time-value premiums	$ 500	$ 2,300	$ 3,600
Cash collateral pledged	80	0
Current net credit exposure	19,000
Non-performance risk in fair value measurement	7,600	$ 6,200
Cash and Due from Banks
Derivative Instruments, Gain (Loss) [Line Items]
Cash collateral pledged	100
Price Risk Derivative
Derivative Instruments, Gain (Loss) [Line Items]
Remaining unamortized gain (loss)	0
CME Swaps Markets
Derivative Instruments, Gain (Loss) [Line Items]
Initial margin posted at clearing house	1,700
Valuation, Cost Approach
Derivative Instruments, Gain (Loss) [Line Items]
Cash collateral pledged	256,200
Valuation, Market Approach
Derivative Instruments, Gain (Loss) [Line Items]
Current net credit exposure	109,200
Cash Flow Hedging
Derivative Instruments, Gain (Loss) [Line Items]
Estimate of amount to be reclassified from AOCL	$ (5,200)
Maximum time for forecasted transactions	2 years 2 months 12 days

X

- Definition

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

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Maximum potential amount of future undiscounted payments that could be required under the credit derivative, before reduction for potential recoveries under recourse or collateralization provisions.

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Amount of obligation to return cash collateral under master netting arrangements offset against derivative assets.

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Amount of right to receive cash collateral under master netting arrangements that have not been offset against derivative liabilities.

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The net gain (loss) included in earnings for the period relating to components of the gain (loss) on interest rate cash flow hedging instruments excluded from the assessment of fair value hedge effectiveness.

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The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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Maximum length of time over which the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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Derivative Credit Risk Valuation Adjustment, Derivative Asset (Liability)

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