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Derivative Financial Instruments - Interest Rate Swaps Designated as Cash Flow Hedges (Details) - Interest rate swap - USD ($) $ in Thousands | 12 Months Ended
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Dec. 31, 2019 | Dec. 31, 2018
Derivative [Line Items] |  |
Notional amount | $ 580,800 | $ 243,700
Variable rate, commercial loans that are supported by the interest rate swap contracts | 290,400 | $ 121,800
Cash Flow Hedging |  |
Derivative [Line Items] |  |
Notional amount | $ 70,000 |
Weighted average fixed pay rates | 1.80% |
Weighted average variable 3 month LIBOR receive rates | 1.90% |
Weighted average maturity | 3 years 10 months 9 days | 0 years
Unrealized gains (losses) | $ (200) |
Other liabilities |  |
Derivative [Line Items] |  |
Derivative Liability | 12,354 | $ 1,438
Other liabilities | Cash Flow Hedging |  |
Derivative [Line Items] |  |
Derivative Liability | $ 300 |

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- Definition Weighted Average fixed interest rate that will be paid upon exercise of a group of interest rate swaption contracts. + References No definition available. + Details
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- Definition Weighted Average fixed interest rate that will be receive upon exercise of a group of interest rate swaption contracts. + 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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