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Derivative Instruments (Tables)
 3 Months Ended
Mar. 31, 2026
Derivative Instrument Detail [Abstract]  
Schedule Of Notional Amounts Of Derivative Instruments
The notional amounts of the Company’s derivative instruments are shown in the table below. These contractual amounts, along with other terms of the derivative, are used to determine amounts to be exchanged between counterparties and are not a measure of loss exposure. The Company's derivatives are not accounted for as accounting hedges except for the interest rate floors and one interest rate swap, as discussed below.

(In thousands)
March 31, 2026December 31, 2025
Interest rate swaps$2,063,942 $1,968,679 
Interest rate floors2,500,000 2,000,000 
Interest rate caps120,000 105,770 
Credit risk participation agreements473,785 474,951 
Foreign exchange contracts14,817 29,451 
 Mortgage loan commitments
5,252 6,297 
Mortgage loan forward sale contracts840 1,794 
Forward TBA contracts3,500 7,000 
Total notional amount$5,182,136 $4,593,942 
Schedule of Gains and Losses Related to Fair Value Hedges
At March 31, 2026, the Company had one interest rate swap with a notional amount of $100.0 million, which is designated as a fair value hedge of certain variable rate loans. This swap was acquired during the Company's acquisition of FineMark. Gains and losses on the derivative instrument, as well as the offsetting loss or gain on the hedged loans attributable to the hedged risk, are recognized in current earnings. These gains and losses are reported in interest and fees on loans in the accompanying consolidated statements of income. The table below shows gains and losses related to fair value hedges.

For the Three Months Ended March 31

(In thousands)
20262025
Gain (loss) on interest rate swaps$299 $— 
Gain (loss) on loans(305)— 
Net impact of fair value hedging instruments$(6)$— 
Interest Rate Floor Summary Information about the floors is provided in the table below.
Strike RateEffective DateMaturity Date
3.50 %July 1, 2024July 1, 2030
3.25 %November 1, 2024November 1, 2030
3.00 %March 1, 2025March 1, 2031
2.75 %July 1, 2025July 1, 2031
3.00 %October 1, 2026October 1, 2032
Schedule Of Fair Values Of Derivative Instruments
The fair values of the Company's derivative instruments, whose notional amounts are listed above, are shown in the table below. Information about the valuation methods used to determine fair value is provided in Note 16 on Fair Value Measurements.

The Company's policy is to present its derivative assets and derivative liabilities on a gross basis on its consolidated balance sheets, and these are reported in other assets and other liabilities. In prior years, certain collateral posted to and from the Company's clearing counterparty has been applied to the fair values of the cleared swap. There was no reduction to positive or negative fair values of cleared swaps at March 31, 2026 and December 31, 2025.

 Asset DerivativesLiability Derivatives
Mar. 31, 2026Dec. 31, 2025Mar. 31, 2026Dec. 31, 2025
(In thousands)    
  Fair Value  Fair Value
Derivatives designated as hedging instruments:
   Interest rate floors$42,788 $32,524 $— $— 
   Interest rate swaps$— $— $(318)$— 
Total derivatives designated as hedging instruments$42,788 $32,524 $(318)$— 
Derivative instruments not designated as hedging instruments:
   Interest rate swaps$15,023 $18,294 $(15,023)$(18,294)
   Interest rate caps7 2 (5)(2)
   Credit risk participation agreements75 56 (58)(77)
   Foreign exchange contracts371 396 (317)(401)
   Mortgage loan commitments108 133 (2)— 
   Mortgage loan forward sale contracts6 15 — — 
   Forward TBA contracts21 1 (3)(21)
Total derivatives not designated as hedging instruments$15,611 $18,897 $(15,408)$(18,795)
Total$58,399 $51,421 $(15,726)$(18,795)
Schedule of Derivative Instruments, Effect on Other Comprehensive Income (Loss)
The Company made an election to exclude the initial premiums paid on the interest rate floors from the hedge effectiveness measurement. Those initial premiums are amortized over the periods between the premium payment month and the contract maturity month. The pre-tax effects of the gains and losses (both the included and excluded amounts for hedge effectiveness assessment) recognized in the other comprehensive income from the cash flow hedging instruments and the amounts reclassified from accumulated other comprehensive income into income (both included and excluded amounts for hedge effectiveness measurement) are shown in the table below.



Amount of Gain or (Loss) Recognized in OCI
Location of Gain (Loss) Reclassified from AOCI into IncomeAmount of Gain (Loss) Reclassified from AOCI into Income
(In thousands)TotalIncluded ComponentExcluded ComponentTotalIncluded ComponentExcluded Component
For the Three Months Ended March 31, 2026
Derivatives in cash flow hedging relationships:
Interest rate floors$(1,666)$(3,410)$1,744 Interest and fees on loans$274 $3,969 $(3,695)
Total$(1,666)$(3,410)$1,744 Total$274 $3,969 $(3,695)
For the Three Months Ended March 31, 2025
Derivatives in cash flow hedging relationships:
Interest rate floors$10,366 $647 $9,719 Interest and fees on loans$2,533 $6,697 $(4,164)
Total$10,366 $647 $9,719 Total$2,533 $6,697 $(4,164)
Summary Of The Effects Of Derivative Instruments On Consolidated Statements Of Income
The gain and loss recognized through various derivative instruments on the consolidated statements of income are shown in the table below.



Location of Gain or (Loss) Recognized in Consolidated Statements of Income Amount of Gain or (Loss) Recognized in Income on Derivatives

For the Three Months Ended March 31
(In thousands)20262025
Derivatives and hedged instruments in fair value hedging relationships:
  Interest rate swaps and hedged loansInterest and fees on loans$(6)$— 
Total$(6)$— 
Derivative instruments:
  Interest rate swapsOther non-interest income$97 $105 
  Interest rate capsOther non-interest income2 — 
  Credit risk participation agreementsOther non-interest income(310)(8)
  Foreign exchange contractsOther non-interest income59 (32)
  Mortgage loan commitmentsLoan fees and sales(28)44 
  Mortgage loan forward sale contractsLoan fees and sales(9)(10)
  Forward TBA contractsLoan fees and sales19 (65)
Total$(170)$34 
Balance Sheet Offsetting, Derivatives [Table Text Block]
Gross Amounts Not Offset in the Balance Sheet
(In thousands)Gross Amount RecognizedGross Amounts Offset in the Balance SheetNet Amounts Presented in the Balance SheetFinancial Instruments Available for OffsetCollateral
Received/
Pledged		Net Amount
March 31, 2026
Assets:
Derivatives subject to master netting agreements
$58,214 $— $58,214 $(6,851)$(44,136)$7,227 
Derivatives not subject to master netting agreements
185 — 185 
Total derivatives$58,399 $— $58,399 
Liabilities:
Derivatives subject to master netting agreements
$15,399 $— $15,399 $(6,851)$(316)$8,232 
Derivatives not subject to master netting agreements
327 — 327 
Total derivatives$15,726 $— $15,726 
December 31, 2025
Assets:
Derivatives subject to master netting agreements
$51,217 $— $51,217 $(10,642)$(29,609)$10,966 
Derivatives not subject to master netting agreements
204 — 204 
Total derivatives$51,421 $— $51,421 
Liabilities:
Derivatives subject to master netting agreements
$18,400 $— $18,400 $(10,642)$— $7,758 
Derivatives not subject to master netting agreements
395 — 395 
Total derivatives$18,795 $— $18,795