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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 9 Months Ended 12 Months Ended
Sep. 30, 2021
Sep. 30, 2020
Sep. 30, 2021
Sep. 30, 2020
Dec. 31, 2020
Sep. 17, 2020
Derivative [Line Items]            
Notional amount $ 50,000   $ 50,000   $ 70,000  
Weighted average fixed pay rates 1.79%   1.79%   1.80%  
Weighted average variable 3 month LIBOR receive rates 0.12%   0.12%   0.22%  
Weighted average maturity in years     2 years 11 months 15 days   2 years 10 months 6 days  
Unrealized gains (losses), net of tax     $ (1,237)   $ (2,184)  
Interest expense on swap transactions $ 300 $ 300 900 $ 500    
Unrealized loss to be reclassified from OCI to interest expense during next twelve months     (200)      
Swap matured           $ 20,000
Other liabilities            
Derivative [Line Items]            
Fair value recorded in other liabilities $ 1,700   $ 1,700   $ 3,100