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Derivative Instruments - Hedge Derivatives (Details) - USD ($)	3 Months Ended
	Mar. 31, 2022	Mar. 31, 2021	Dec. 31, 2021
Derivative [Line Items]
Net (gain) loss on cash flow hedges reclassified from other comprehensive income into net income, net of tax	$ (2,509,000)	$ 504,000
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months	9,900,000
Cash flow hedge | Hedging derivative | Asset derivatives
Derivative [Line Items]
Derivative Asset, Statement of Financial Position
Fair value hedge | Hedging derivative
Derivative [Line Items]
Forecasted Notional Amount	1,031,490,000		$ 1,031,490,000
Fair Value Hedge Assets	24,167,000		(24,672,000)
Fair value hedge | Hedging derivative | Securities
Derivative [Line Items]
Gain (Loss) on Fair Value Hedges Recognized in Earnings	48,839,000	34,766,000
Increase (Decrease) in Fair Value of Hedged Item in Interest Rate Fair Value Hedge	(48,839,000)	(34,766,000)
Derivative Instruments and Hedges, Assets	1,113,017,000		1,165,773,000
Fair Value Hedging Adjustment	(24,167,000)		24,672,000
Fair value hedge | Hedging derivative | Securities | Asset derivatives
Derivative [Line Items]
Forecasted Notional Amount	$ 559,820,000		559,820,000
Derivative Asset, Statement of Financial Position
Weighted Average Remaining Maturity	5 years 21 days
Pay Rate (as percent)	0.59%
Derivative, Type of Interest Rate Paid on Swap	Federal Funds
Fair Value Hedge Assets	$ 36,454,000		15,109,000
Fair value hedge | Hedging derivative | Securities | Liability derivatives
Derivative [Line Items]
Forecasted Notional Amount	$ 471,670,000		$ 471,670,000
Derivative Asset, Statement of Financial Position
Weighted Average Remaining Maturity	4 years 9 months 14 days
Pay Rate (as percent)	3.08%
Derivative, Type of Interest Rate Paid on Swap	3 month LIBOR
Fair Value Hedge Assets	$ (12,287,000)		$ (39,781,000)
Fair value hedge | Hedging derivative | Securities | LIBOR
Derivative [Line Items]
Forecasted Notional Amount	471,700,000
Fair value hedge | Hedging derivative | Securities | Federal Funds Rate
Derivative [Line Items]
Forecasted Notional Amount	559,800,000
Fair value hedge | Hedging derivative | Loans
Derivative [Line Items]
Amortization expense, reduction to interest income on loans	$ 639,000	$ 924,000

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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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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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Indicates line item in statement of financial position that includes derivative asset.

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Fixed interest rate related to the interest rate derivative.

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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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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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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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