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Derivative Instruments - Hedge Derivatives (Details) - USD ($)	3 Months Ended		6 Months Ended
	Jun. 30, 2020	Jun. 30, 2019	Jun. 30, 2020	Jun. 30, 2019	Dec. 31, 2019	Sep. 30, 2019
Derivative [Line Items]
Amount of Gain (Loss) Recognized in Other Comprehensive Income (Loss)	$ 16,500,000
Net loss (gain) on cash flow hedges reclassified from other comprehensive income into net income, net of tax	(123,000)	$ 73,000	$ 1,702,000	$ (183,000)
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months			8,100,000
Notional Amount						$ 1,300,000,000
Not Designated as Hedging Instrument
Derivative [Line Items]
Notional Amount	3,053,030,000		3,053,030,000		$ 2,592,778,000
Hedging derivative | Cash flow hedge
Derivative [Line Items]
Amount of Gain (Loss) Recognized in Other Comprehensive Income (Loss)	$ 6,459,000	6,944,000	$ 70,228,000	6,421,000
Hedging derivative | Fair value hedge | Securities
Derivative [Line Items]
Weighted Average Remaining Maturity			6 years 6 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	(82,210,000)		(82,210,000)		(40,778,000)
Derivative Instruments and Hedges, Assets	591,147,000		$ 591,147,000		551,789,000
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	2,559,000	15,963,000	$ 41,432,000	26,243,000
Gain (Loss) on Fair Value Hedges Recognized in Earnings	(2,559,000)	(15,963,000)	(41,432,000)	(26,243,000)
Fair Value Hedging Adjustment	82,210,000		82,210,000		40,778,000
Hedging derivative | Fair value hedge | Loans
Derivative [Line Items]
Increase (Decrease) in Fair Value of Hedged Item in Interest Rate Fair Value Hedge	0	2,061,000	0	6,915,000
Gain (Loss) on Fair Value Hedges Recognized in Earnings	0	(2,061,000)	0	(6,915,000)
Amortization expense, reduction to interest income on loans	1,000,000.0		2,100,000
Pay fixed and receive variable swaps | Not Designated as Hedging Instrument
Derivative [Line Items]
Notional Amount	1,526,515,000		1,526,515,000		1,296,389,000
Pay variable and receive fixed swaps | Not Designated as Hedging Instrument
Derivative [Line Items]
Notional Amount	1,526,515,000		1,526,515,000		1,296,389,000
Asset derivatives | Hedging derivative | Cash flow hedge
Derivative [Line Items]
Amount of Gain (Loss) Recognized in Other Comprehensive Income (Loss)	$ 6,318,000	7,924,000	$ 71,667,000	7,924,000
Description of Location of Interest Rate Cash Flow Hedge Derivative on Balance Sheet			Other assets
Weighted Average Remaining Maturity			4 years 5 months 8 days
Pay Rate (as percent)	0.00%		0.00%
Receive Rate			2.25% minus 1 month LIBOR
Forecasted Notional Amount	$ 1,500,000,000		$ 1,500,000,000		2,800,000,000
Cash Flow Hedges Derivative Instruments at Fair Value, Net	142,560,000		142,560,000		87,422,000
Liability derivatives | Hedging derivative | Cash flow hedge
Derivative [Line Items]
Amount of Gain (Loss) Recognized in Other Comprehensive Income (Loss)	$ 141,000	$ (980,000)	$ (1,439,000)	$ (1,503,000)
Description of Location of Interest Rate Cash Flow Hedge Derivative on Balance Sheet			Other liabilities
Weighted Average Remaining Maturity			1 year 10 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	$ (5,261,000)		$ (5,261,000)		$ (3,312,000)

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Net fair value of all derivative instruments designated as cash flow hedging instruments, which is ordinarily reflected within other comprehensive income.

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Fixed interest rate related to the interest rate derivative.

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Reference to the index or unit of measurement for the underlying which establishes the pricing terms of the derivative instrument. For example, the basis on the underlying for a natural gas futures contract might be the NYMEX price per million British thermal units (MMBtu).

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