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Derivative and Hedging Activities - Information about Interest Rate Swaps Designated as Cash Flow Hedges (Details) - Interest Rate Swap - Cash Flow Hedging - USD ($) $ in Thousands | 6 Months Ended | 12 Months Ended
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Jun. 30, 2020 | Dec. 31, 2019
Derivative [Line Items] |  |
Notional amounts | $ 2,250,000 | $ 800,000
Cash collateral posted | $ 55,030 | $ 1,185
Weighted average pay rates | 1.27% | 1.62%
Weighted average receive rates | 0.56% | 1.90%
Weighted average maturity | 2 years 4 months 24 days | 2 years 6 months

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- Definition Cash collateral posted + References No definition available. + Details
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- Definition Average fixed interest rate related to the group of interest rate derivatives. + References No definition available. + Details
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- Definition Average remaining period until maturity of the derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. + References No definition available. + Details
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- Definition Nominal or face amount used to calculate payment on derivative. + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1B -URI http://asc.fasb.org/extlink&oid=121590274&loc=SL5580258-113959 Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1A -Subparagraph (d) -URI http://asc.fasb.org/extlink&oid=121590274&loc=SL5579245-113959 + Details
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