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Derivative Financial Instruments - Interest Rate Swaps Designated as Cash Flow Hedges (Details) - Cash Flow Hedging - Interest rate swap - USD ($)
$ in Thousands
 3 Months Ended 6 Months Ended 12 Months Ended
Jun. 30, 2021
Jun. 30, 2021
Dec. 31, 2020
Derivative [Line Items]      
Notional amount $ 70,000 $ 70,000 $ 70,000
Weighted average fixed pay rates 1.80% 1.80% 1.80%
Weighted average variable 3 month LIBOR receive rates 0.12% 0.12% 0.22%
Weighted average maturity in years   2 years 4 months 9 days 2 years 10 months 6 days
Unrealized gains (losses), net of tax   $ (1,438) $ (2,184)
Interest expense on swap transactions $ 300 600  
Unrealized loss to be reclassified from OCI to interest expense during next twelve months   (300)  
Other liabilities      
Derivative [Line Items]      
Fair value recorded in other liabilities $ 2,000 $ 2,000 $ 3,100