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DERIVATIVES AND HEDGING (Narrative) (Details) - USD ($)	Sep. 30, 2022	Dec. 31, 2021
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative net liability position	$ 0	$ 24,900,000
Collateral posted	25,600,000	45,800,000
Offsetting Assets and Liabilities [Line Items]
Interest Rate Cash Flow Hedge Gain (Loss) to be Reclassified During Next 12 Months, Net	13,600,000
AOCI, Cash Flow Hedge, Cumulative Gain (Loss), after Tax	21,000,000	958,000
Interest rate swaps [Member]
Offsetting Assets and Liabilities [Line Items]
Derivative Liabilities, Amounts offset in the Statement of Financial Condition	$ (8,100,000)	$ (10,700,000)

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[Line Items] for Offsetting Assets and Liabilities [Table]

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Amount, after tax, of accumulated gain (loss) on derivative instrument designated and qualifying as cash flow hedge included in assessment of hedge effectiveness.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 220
-SubTopic 10
-Section 45
-Paragraph 11
-URI https://asc.fasb.org/extlink&oid=126968391&loc=d3e637-108580

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The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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-Section 50
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Fair value of asset associated with financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset.

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-Publisher FASB
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-Topic 210
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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

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The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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