Derivative, Type Of Interest Rate Paid On Swap1

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Fair Value Hedging Adjustment

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Aggregate forecasted notional amount of interest rate derivatives, which relates to the currency amount specified in the interest rate derivative instruments.

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Weighted Average Remaining Maturity Derivative

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The aggregate amount of recurring noncash expense charged against earnings in the period to allocate the cost of assets over their estimated remaining economic lives.

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The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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- Definition

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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- Definition

Fixed interest rate related to the interest rate derivative.

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- Definition

Carrying amount as of the balance sheet date of the asset arising from derivative instruments and hedging activities, which are expected to be converted into cash or otherwise disposed of within a year or the normal operating cycle, if longer.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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Nominal or face amount used to calculate payment on 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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Description of where the interest rate derivatives designated as cash flow hedges are reported in the balance sheet.

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Description of where the interest rate derivatives designated as fair value hedges are reported in the balance sheet.

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Net fair value of all derivative instruments designated as fair value hedging instruments.

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Total amount of gain (loss) derived from fair value hedges recognized in earnings in the period.

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Amount of unrealized gain (loss) included in earnings related to the fair value of the hedged item in an interest rate fair value hedge, offset by the gain (loss) on the hedging instrument to the extent that the fair value hedge is determined to be effective.

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The amount of net gains or losses on interest rate cash flow hedges reclassified during the period to earnings from accumulated other comprehensive income upon the hedged transaction affecting earnings.

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Amount of unrealized gain (loss) related to the increase or decrease in fair value of interest rate derivatives designated as cash flow hedging instruments, which was recorded in accumulated other comprehensive income to the extent that the cash flow hedge was determined to be effective.

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Derivative Instruments - Hedge Derivatives (Details) - USD ($)	3 Months Ended			9 Months Ended
	Sep. 30, 2020	Mar. 31, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019	Dec. 31, 2019
Derivative [Line Items]
Amount of Gain (Loss) Recognized in Other Comprehensive Income (Loss)		$ 16,500,000
Net loss on cash flow hedges reclassified from other comprehensive income into net income, net of tax	$ 156,000		$ 1,129,000	$ 1,858,000	$ 946,000
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months				8,000,000.0
Notional Amount						$ 1,300,000,000
Not Designated as Hedging Instrument
Derivative [Line Items]
Notional Amount	3,070,594,000			3,070,594,000		2,592,778,000
Hedging derivative \| Cash flow hedge
Derivative [Line Items]
Amount of Gain (Loss) Recognized in Other Comprehensive Income (Loss)	$ (3,026,000)		1,882,000	$ 67,202,000	8,303,000
Hedging derivative \| Fair value hedge \| Securities
Derivative [Line Items]
Weighted Average Remaining Maturity				7 years 1 month 13 days
Pay Rate (as percent)	2.26%			2.26%
Derivative, Type of Interest Rate Paid on Swap				3 month LIBOR/Fed Funds
Forecasted Notional Amount	$ 708,931,000			$ 708,931,000		477,905,000
Fair Value Hedge Assets	(77,214,000)			(77,214,000)		(40,778,000)
Derivative Instruments and Hedges, Assets	853,350,000			$ 853,350,000		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	(4,996,000)		10,888,000	$ 36,436,000	37,131,000
Gain (Loss) on Fair Value Hedges Recognized in Earnings	4,996,000		(10,888,000)	(36,436,000)	(37,131,000)
Fair Value Hedging Adjustment	77,214,000			77,214,000		40,778,000
Hedging derivative \| Fair value hedge \| Securities \| LIBOR
Derivative [Line Items]
Forecasted Notional Amount	477,500,000			477,500,000
Hedging derivative \| Fair value hedge \| Securities \| Federal Funds Rate
Derivative [Line Items]
Forecasted Notional Amount	231,400,000			231,400,000
Hedging derivative \| Fair value hedge \| Loans
Derivative [Line Items]
Increase (Decrease) in Fair Value of Hedged Item in Interest Rate Fair Value Hedge	0		0	0	6,915,000
Gain (Loss) on Fair Value Hedges Recognized in Earnings	0		0	0	(6,915,000)
Amortization expense, reduction to interest income on loans	1,200,000			3,300,000
Pay fixed and receive variable swaps \| Not Designated as Hedging Instrument
Derivative [Line Items]
Notional Amount	1,535,297,000			1,535,297,000		1,296,389,000
Pay variable and receive fixed swaps \| Not Designated as Hedging Instrument
Derivative [Line Items]
Notional Amount	1,535,297,000			1,535,297,000		1,296,389,000
Asset derivatives \| Hedging derivative \| Cash flow hedge
Derivative [Line Items]
Amount of Gain (Loss) Recognized in Other Comprehensive Income (Loss)	$ (3,506,000)		1,951,000	$ 68,161,000	9,875,000
Description of Location of Interest Rate Cash Flow Hedge Derivative on Balance Sheet				Other assets
Weighted Average Remaining Maturity				4 years 2 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	134,853,000			134,853,000		87,422,000
Liability derivatives \| Hedging derivative \| Cash flow hedge
Derivative [Line Items]
Amount of Gain (Loss) Recognized in Other Comprehensive Income (Loss)	$ 480,000		$ (69,000)	$ (959,000)	$ (1,572,000)
Description of Location of Interest Rate Cash Flow Hedge Derivative on Balance Sheet				Other liabilities
Weighted Average Remaining Maturity				1 year 7 months 2 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	$ (4,610,000)			$ (4,610,000)		$ (3,312,000)