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Derivative Financial Instruments (Tables)
 12 Months Ended
Dec. 31, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Fair Value of Derivative Financial Instruments
The table below presents the fair value of the Company’s derivative financial instruments as of December 31, 2025 and December 31, 2024:

Derivative AssetsDerivative Liabilities
(In thousands)December 31, 2025December 31, 2024December 31, 2025December 31, 2024
Derivatives designated as hedging instruments under ASC 815:
Interest rate derivatives designated as Cash Flow Hedges$53,622 $7,329 $3,363 $56,084 
Interest rate derivatives designated as Fair Value Hedges5,350 10,001 496 87 
Total derivatives designated as hedging instruments under ASC 815$58,972 $17,330 $3,859 $56,171 
Derivatives not designated as hedging instruments under ASC 815:
Interest rate derivatives$116,562 $177,553 $116,745 $183,799 
Interest rate lock commitments3,416 1,950 — 18 
Forward commitments to sell mortgage loans104 1,297 2,729 88 
Commodity forward contracts448 766 288 583 
Foreign exchange contracts165 1,131 153 1,091 
Total derivatives not designated as hedging instruments under ASC 815$120,695 $182,697 $119,915 $185,579 
Total Derivatives$179,667 $200,027 $123,774 $241,750 
Schedule of Cash Flow Hedging Instruments
The table below provides details on these cash flow hedges, summarized by derivative type and maturity, as of December 31, 2025:

December 31, 2025
(In thousands)Range of MaturitiesNotional
Amount		Fair Value
Asset (Liability)
Floor at 1-month CME Term SOFR
September 2028 - December 2029
$450,000 $2,095 
Interest rate collars at 1-month CME term SOFR
October 2026 - September 2027
1,750,000 (2,208)
Interest rate swaps at 1-month CME term SOFR (1)
February 2026 - October 2031
4,650,000 50,372 
Total Cash Flow Hedges$6,850,000 $50,259 
(1)The notional amount includes forward-starting swaps that are not yet effective.
Schedule of Amounts in Accumulated Other Comprehensive Income Related to Interest Rate Swaps Designated as Cash Flow Hedges
A rollforward of the amounts in accumulated other comprehensive income or loss related to interest rate derivatives designated as cash flow hedges, including such derivative contracts terminated during the period, follows:

 Years Ended December 31,
(In thousands)20252024
Unrealized (loss) gain at beginning of period$(15,508)$43,538 
Amount reclassified from accumulated other comprehensive income or loss to interest income or expense on deposits, loans and other borrowings16,311 72,674 
Amount of gain (loss) recognized in other comprehensive income or loss66,309 (131,720)
Unrealized gain (loss) at end of period$67,112 $(15,508)
Schedule of Carrying Amount of Hedged Assets/(Liabilities)
The following table presents the carrying amount of the hedged assets/(liabilities) and the cumulative amount of fair value hedging adjustment included in the carrying amount of the hedged assets/(liabilities) that are designated as a fair value hedge accounting relationship as of December 31, 2025:
December 31, 2025
(In thousands)

Derivatives in Fair Value
Hedging Relationships
Location in the Statement of ConditionCarrying Amount of the Hedged Assets/(Liabilities)Cumulative Amount of Fair Value Hedging Adjustment Included in the Carrying Amount of the Hedged Assets/(Liabilities) Cumulative Amount of Fair Value Hedging Adjustment Remaining for any Hedged Assets/(Liabilities) for which Hedge Accounting has been Discontinued
Interest rate swapsLoans, net of unearned income$113,117 $(4,810)$(31)
Available-for-sale debt securities456 (2)— 

The following table presents the gain or loss recognized related to derivative instruments that are designated as fair value hedges for the respective period:

(In thousands)Location of Gain or (Loss) Recognized in Income on DerivativeYear Ended
December 31,
Derivatives in Fair Value
Hedging Relationships		2025
Interest rate swapsInterest and fees on loans$(7)
Schedule of Consolidated Statement of Income Related to Derivatives
Amounts included in the Consolidated Statements of Income related to derivative instruments not designated in hedge relationships were as follows:

(In thousands)Years Ended
December 31,
DerivativeLocation in income statement20252024
Interest rate swaps and capsTrading gains, net$(250)$59 
Mortgage banking derivativesMortgage banking(2,004)952 
Commodity contractsTrading gains, net(24)184 
Foreign exchange contractsTrading gains, net204 (84)
Covered call optionsFees from covered call options20,681 10,196 
Derivative contract held as economic hedge on MSRsMortgage banking5,272 (7,909)
Schedule of Offsetting Assets The table below summarizes the Company’s interest rate derivatives and offsetting positions as of the dates shown.
Derivative AssetsDerivative Liabilities
Fair ValueFair Value
(In thousands)December 31, 2025December 31, 2024December 31, 2025December 31, 2024
Gross Amounts Recognized$175,534 $194,883 $120,604 $239,970 
Less: Amounts offset in the Statements of Condition— — — — 
Net amount presented in the Statements of Condition$175,534 $194,883 $120,604 $239,970 
Gross amounts not offset in the Statements of Condition
Offsetting Derivative Positions$(60,108)$(74,656)$(60,108)$(74,656)
Collateral Posted (46,894)(78,550)(1,963)— 
Net Credit Exposure$68,532 $41,677 $58,533 $165,314 
Schedule of Offsetting Liabilities The table below summarizes the Company’s interest rate derivatives and offsetting positions as of the dates shown.
Derivative AssetsDerivative Liabilities
Fair ValueFair Value
(In thousands)December 31, 2025December 31, 2024December 31, 2025December 31, 2024
Gross Amounts Recognized$175,534 $194,883 $120,604 $239,970 
Less: Amounts offset in the Statements of Condition— — — — 
Net amount presented in the Statements of Condition$175,534 $194,883 $120,604 $239,970 
Gross amounts not offset in the Statements of Condition
Offsetting Derivative Positions$(60,108)$(74,656)$(60,108)$(74,656)
Collateral Posted (46,894)(78,550)(1,963)— 
Net Credit Exposure$68,532 $41,677 $58,533 $165,314