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Derivative Instruments - Hedge Derivatives (Details) - USD ($)
 3 Months Ended 9 Months Ended
Sep. 30, 2019
Sep. 30, 2018
Sep. 30, 2019
Sep. 30, 2018
Dec. 31, 2018
Derivative [Line Items]          
Document Period End Date     Sep. 30, 2019    
Closed Portfolio and Beneficial Interest, Last-of-Layer, Amortized Cost         $ 2,700,000,000
Gain on cash flow hedges reclassified from other comprehensive income into net income, net of tax $ 1,129,000 $ (145,000) $ 946,000 $ (429,000)  
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months     $ 908,000    
Not Designated as Hedging Instrument          
Derivative [Line Items]          
Description of Location of Gain (Loss) on Interest Rate Derivative on Income Statement Other noninterest income Other noninterest income Other noninterest income Other noninterest income  
Hedging derivative | Cash flow hedge          
Derivative [Line Items]          
Amount of Gain (Loss) Recognized in Other Comprehensive Income (Loss) $ 1,882,000 $ 783,000 $ 8,303,000 $ 3,453,000  
Hedging derivative | Fair value hedge          
Derivative [Line Items]          
Weighted Average Remaining Maturity     7 years 3 months 14 days    
Pay Rate (as percent) 3.08%   3.08%    
Forecasted Notional Amount $ 477,905,000   $ 477,905,000   1,377,905,000
Fair Value Hedge Assets $ (51,927,000)   $ (51,927,000)   (21,833,000)
Hedging derivative | Fair value hedge | Securities          
Derivative [Line Items]          
Weighted Average Remaining Maturity     7 years 3 months 14 days    
Pay Rate (as percent) 3.08%   3.08%    
Derivative, Type of Interest Rate Paid on Swap     3 month LIBOR    
Forecasted Notional Amount $ 477,905,000   $ 477,905,000   477,905,000
Fair Value Hedge Assets (51,927,000)   (51,927,000)   (14,796,000)
Derivative Instruments and Hedges, Assets 512,035,000   512,035,000   515,063,000
Fair Value Hedging Adjustment 51,927,000   $ 51,927,000   14,796,000
Description of Location of Gain (Loss) on Interest Rate Derivative on Income Statement     Interest income on securities    
Description of Location of Interest Rate Fair Value Hedge Derivative on Balance Sheet     Other liabilities    
Increase (Decrease) in Fair Value of Hedged Item in Interest Rate Fair Value Hedge 10,888,000 (1,755,000) $ 37,131,000 (1,991,000)  
Gain (Loss) on Fair Value Hedges Recognized in Earnings (10,888,000) 1,755,000 (37,131,000) 1,991,000  
Hedging derivative | Fair value hedge | Loans          
Derivative [Line Items]          
Forecasted Notional Amount 0   0   900,000,000
Fair Value Hedge Assets 0   0   (7,037,000)
Derivative Instruments and Hedges, Assets [1] 0   0   907,037,000
Fair Value Hedging Adjustment [1] 0   $ 0   7,037,000
Description of Location of Gain (Loss) on Interest Rate Derivative on Income Statement     Interest income on loans    
Description of Location of Interest Rate Fair Value Hedge Derivative on Balance Sheet     Other liabilities    
Increase (Decrease) in Fair Value of Hedged Item in Interest Rate Fair Value Hedge 0 (2,236,000) $ 6,915,000 (3,358,000)  
Gain (Loss) on Fair Value Hedges Recognized in Earnings 0 2,236,000 (6,915,000) 3,358,000  
Swap termination payment     14,000,000    
Fair value hedging adjustment 14,000,000   14,000,000    
Amortization expense, reduction to interest income on loans 931,000   1,400,000    
Asset derivatives | Hedging derivative | Cash flow hedge          
Derivative [Line Items]          
Amount of Gain (Loss) Recognized in Other Comprehensive Income (Loss) $ 1,951,000 0 $ 9,875,000 0  
Description of Location of Interest Rate Cash Flow Hedge Derivative on Balance Sheet     Other assets    
Weighted Average Remaining Maturity     2 years 1 month 2 days    
Pay Rate (as percent) 0.00%   0.00%    
Receive Rate     2.75% minus 1 month LIBOR    
Forecasted Notional Amount $ 1,300,000,000   $ 1,300,000,000   0
Cash Flow Hedges Derivative Instruments at Fair Value, Net 35,681,000   35,681,000   0
Liability derivatives | Hedging derivative | Cash flow hedge          
Derivative [Line Items]          
Amount of Gain (Loss) Recognized in Other Comprehensive Income (Loss) $ (69,000) $ 783,000 $ (1,572,000) $ 3,453,000  
Description of Location of Interest Rate Cash Flow Hedge Derivative on Balance Sheet     Other liabilities    
Weighted Average Remaining Maturity     2 years 7 months 6 days    
Pay Rate (as percent) 3.09%   3.09%    
Receive Rate     3 month LIBOR    
Forecasted Notional Amount $ 99,000,000   $ 99,000,000   99,000,000
Cash Flow Hedges Derivative Instruments at Fair Value, Net $ (3,886,000)   $ (3,886,000)   $ (1,757,000)
[1]
The carrying amount as shown represents the designated last-of-layer. At December 31, 2018, the total amortized cost basis of the closed portfolio of loans designated in these hedging relationships was $2.7 billion.