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Derivative Instruments and Hedging Activities (Details) - Derivatives Not Designated as Hedging Instruments [Member]
$ in Thousands
 3 Months Ended
Mar. 31, 2024
USD ($)
Agreement
Mar. 31, 2023
USD ($)
Dec. 31, 2023
USD ($)
Agreement
Derivative Asset [Abstract]      
Derivatives, fair value $ 114,289   $ 95,991
Netting adjustments, fair value [1] 24,321   20,849
Net derivatives in the balance sheet, fair value 89,968   75,142
Derivatives not offset on the balance sheet, fair value 1,924   2,930
Cash collateral, fair value [2] 0   0
Net derivative amounts, fair value 88,044   72,212
Derivative Liability [Abstract]      
Derivatives, fair value 114,104   95,875
Netting adjustments, fair value [1] 0   0
Net derivatives in the balance sheet, fair value 114,104   95,875
Derivatives not offset on the balance sheet, fair value 1,924   2,930
Cash collateral, fair value [2] 0   0
Net derivative amounts, fair value 112,180   $ 92,945
Other Income [Member]      
Gain or loss recognized in income on derivatives not designating as a hedging relationship [Abstract]      
Increase in other income $ 75 $ 7  
Interest Rate Swaps [Member]      
Interest rate derivatives [Abstract]      
Number of risk participation agreements held | Agreement 13   12
Interest Rate Swaps [Member] | Other Assets [Member]      
Derivative Asset [Abstract]      
Derivatives, notional amount $ 1,330,997   $ 1,303,711
Derivatives, fair value 114,205   95,972
Interest Rate Swaps [Member] | Other Liabilities [Member]      
Derivative Liability [Abstract]      
Derivatives, notional amount 1,330,997   1,303,711
Derivatives, fair value 114,101   95,869
Risk Participation Agreements [Member] | Other Assets [Member]      
Derivative Asset [Abstract]      
Derivatives, notional amount 71,511   62,112
Derivatives, fair value 84   19
Risk Participation Agreements [Member] | Other Liabilities [Member]      
Derivative Liability [Abstract]      
Derivatives, notional amount 15,571   16,146
Derivatives, fair value $ 3   $ 6
[1] Netting adjustments represents the amounts recorded to convert derivatives assets and liabilities from a gross basis to a net basis in accordance with the applicable accounting guidance on the settle to market rules for cleared derivatives. The CME legally characterizes the variation margin posted between counterparties as settlements of the outstanding derivative contracts instead of cash collateral.
[2] Cash collateral represents the amount that cannot be used to offset our derivative assets and liabilities from a gross basis to a net basis in accordance with the applicable accounting guidance. The other collateral consists of securities and is exchanged under bilateral collateral and master netting agreements that allow us to offset the net derivative position with the related collateral. The application of the other collateral cannot reduce the net derivative position below zero. Therefore, excess other collateral, if any, is not reflected above.