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Derivatives and Balance Sheet Offsetting (Tables)

12 Months Ended

Dec. 31, 2019

Derivative [Line Items]

Balance Sheet Offsetting [Table Text Block]

The following tables show the gross interest rate swap contracts, collar agreements and repurchase agreements in the Consolidated Balance Sheets and the respective collateral received or pledged in the form of cash or other financial instruments. The collateral amounts in these tables are limited to the outstanding balances of the related asset or liability. Therefore, instances of overcollateralization are not shown.

	Gross Amounts of Recognized Assets/Liabilities				Gross Amounts Offset in the Consolidated Balance Sheets				Net Amounts of Assets/Liabilities Presented in the Consolidated Balance Sheets				Gross Amounts Not Offset in the Consolidated Balance Sheets
													Collateral Pledged/Received				Net Amount
December 31, 2019	(in thousands)
Assets
Interest rate swap contracts	$	19,144			$	—			$	19,144			$	—			$	19,144
Interest rate collar	$	14,727			$	—			$	14,727			$	(14,727	)		$	—
Liabilities
Interest rate swap contracts	$	19,145			$	—			$	19,145			$	(19,145	)		$	—
Repurchase agreements	$	64,437			$	—			$	64,437			$	(64,437	)		$	—
December 31, 2018
Assets
Interest rate swap contracts	$	7,033			$	—			$	7,033			$	—			$	7,033
Liabilities
Interest rate swap contracts	$	7,033			$	—			$	7,033			$	(3,235	)		$	3,798
Repurchase agreements	$	61,094			$	—			$	61,094			$	(61,094	)		$	—

Not Designated as Hedging Instrument [Member]

Derivative [Line Items]

Schedule of Fair Value Derivative Instruments

The following table presents the fair value of derivatives, as well as their classification on the Balance Sheet at December 31, 2019 and 2018:

	Asset Derivatives												Liability Derivatives
	2019						2018						2019						2018
	Balance Sheet Location		Fair Value				Balance Sheet Location		Fair Value				Balance Sheet Location		Fair Value				Balance Sheet Location		Fair Value
			(in thousands)
Derivatives designated as hedging instruments:
Interest rate collar	Other assets		$	14,727			Other assets		$	—			Other liabilities		$	—			Other liabilities		$	—
Derivatives not designated as hedging instruments:
Interest rate swap contracts	Other assets		$	19,144			Other assets		$	7,033			Other liabilities		$	19,145			Other liabilities		$	7,033

Available-for-sale Securities [Member]

Derivative [Line Items]

Schedule of Financial Instruments Owned and Pledged as Collateral [Table Text Block]

The following table presents the class of collateral pledged for repurchase agreements as well as the remaining contractual maturity of the repurchase agreements:

		Remaining contractual maturity of the agreements
		Overnight and continuous				Up to 30 days				30 - 90 days				Greater than 90 days				Total
December 31, 2019		(in thousands)
Class of collateral pledged for repurchase agreements
U.S. government agency and government-sponsored enterprise mortgage-backed securities and collateralized mortgage obligations		$	64,437			$	—			$	—			$	—			$	64,437
Gross amount of recognized liabilities for repurchase agreements																		64,437
Amounts related to agreements not included in offsetting disclosure																		$	—

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Tabular disclosure of the location and fair value amounts of derivative instruments (and nonderivative instruments that are designated and qualify as hedging instruments) reported in the statement of financial position.

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Tabular disclosure of financial instruments held by the entity for its own account for trading or investment purposes that are carried at fair value and pledged to counterparties as collateral for financing transactions. Description may include equity, fixed income, debt or other securities.

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