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Derivative Instruments and Hedging Activities (Details) - Derivatives Not Designated as Hedging Instruments [Member]
$ in Thousands
 12 Months Ended
Dec. 31, 2024
USD ($)
Agreement
Dec. 31, 2023
USD ($)
Agreement
Dec. 31, 2022
USD ($)
Derivative Asset [Abstract]      
Derivatives, fair value $ 104,439 $ 95,991  
Netting adjustments, fair value [1] 23,592 20,849  
Net derivatives in the balance sheet, fair value 80,847 75,142  
Derivatives not offset on the balance sheet, fair value 1,792 2,930  
Cash collateral, fair value [2] 0 0  
Net derivative amounts, fair value 79,055 72,212  
Derivative Liability [Abstract]      
Derivatives, fair value 104,373 95,875  
Netting adjustments, fair value [1] (26) 0  
Net derivatives in the balance sheet, fair value 104,399 95,875  
Derivatives not offset on the balance sheet, fair value 1,792 2,930  
Cash collateral, fair value [2] 0 0  
Net derivative amounts, fair value 102,607 92,945  
Other Income [Member]      
Gain or loss recognized in income on derivatives not designating as a hedging relationship [Abstract]      
Increase (decrease) in other income $ 106 $ (70) $ (155)
Interest Rate Swaps [Member]      
Interest rate derivatives [Abstract]      
Number of risk participation agreements held | Agreement 20 12  
Interest Rate Swaps [Member] | Other Assets [Member]      
Derivative Asset [Abstract]      
Derivatives, notional amount $ 1,374,800 $ 1,303,711  
Derivatives, fair value 104,377 95,972  
Interest Rate Swaps [Member] | Other Liabilities [Member]      
Derivative Liability [Abstract]      
Derivatives, notional amount 1,374,800 1,303,711  
Derivatives, fair value 104,371 95,869  
Risk Participation Agreements [Member] | Other Assets [Member]      
Derivative Asset [Abstract]      
Derivatives, notional amount 90,725 62,112  
Derivatives, fair value 62 19  
Risk Participation Agreements [Member] | Other Liabilities [Member]      
Derivative Liability [Abstract]      
Derivatives, notional amount 18,811 16,146  
Derivatives, fair value $ 2 $ 6  
[1] Netting adjustments represents the amounts recorded to convert derivative 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.