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DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES (Tables)
 12 Months Ended
Dec. 31, 2022
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Interest Rate Swap Agreements and Non-hedging Derivative Assets and Liabilities
Information about interest rate swap agreements and non-hedging derivative assets and liabilities at December 31, 2022 follows:
 Notional
Amount		Weighted
Average
Maturity		Weighted Average RateEstimated
Fair Value
Asset (Liability)
December 31, 2022ReceivedContract pay rate
 (In thousands)(In years)  (In thousands)
Cash flow hedges:     
Interest rate swaps on commercial loans (1)$400,000 2.74.09 %3.51 %$— 
Forward-starting interest rate swaps on commercial loans (1)200,000 3.3— %3.90 %— 
Interest rate collars on commercial loans200,000 3.51,937 
Total cash flow hedges800,000    1,937 
Economic hedges:     
Interest rate swap on tax advantaged economic development bond$7,062 6.94.49 %5.09 %$(193)
Interest rate swaps on loans with commercial loan customers (1)1,685,263 5.74.11 %5.55 %(95,114)
Reverse interest rate swaps on loans with commercial loan customers (1)1,685,263 5.75.55 %4.11 %50,267 
Risk participation agreements with dealer banks341,885 6.6(89)
Forward sale commitments 927 0.2  8 
Total economic hedges3,720,400   (45,121)
Non-hedging derivatives:    
Commitments to lend 4,114 0.2  17 
Total non-hedging derivatives4,114    17 
Total$4,524,514    $(43,167)
(1) Fair value estimates include the impact of $38.3 million settled to market contract agreements.
Information about interest rate swap agreements and non-hedging derivative asset and liabilities at December 31, 2021 follows:
 Notional
Amount		Weighted
Average
Maturity		Weighted Average RateEstimated
Fair Value
Asset (Liability)
December 31, 2021ReceivedContract pay rate
 (In thousands)(In years)  (In thousands)
Economic hedges:
Interest rate swap on tax advantaged economic development bond$7,879 7.90.47 %5.09 %$(1,158)
Interest rate swaps on loans with commercial loan customers1,684,238 5.83.99 %1.91 %74,348 
Reverse interest rate swaps on loans with commercial loan customers (1)1,684,238 5.81.91 %3.99 %(30,454)
Risk participation agreements with dealer banks320,981 5.8432 
Forward sale commitments6,377 0.2134 
Total economic hedges3,703,713 43,302 
Non-hedging derivatives:
Commitments to lend8,192 0.2124 
Total non-hedging derivatives8,192 124 
Total$3,711,905 $43,426 
(1) Fair value estimates include the impact of $45.7 million settled to market contract agreements.
Schedule of Cash Flow Hedges Included in Accumulated Other Comprehensive Income (Loss)
Amounts included in the Consolidated Statements of Operations and in the other comprehensive (loss)/income section of the Consolidated Statements of Comprehensive (Loss)/Income (related to interest rate derivatives designated as hedges of cash flows), were as follows:

Years Ended December 31,
(In thousands)202220212020
Interest rate swaps and collars on commercial loans:
Unrealized (loss) recognized in accumulated other comprehensive loss$(6,667)$— $— 
Less: Reclassification of unrealized (loss) from accumulated other comprehensive loss to interest expense— — — 
Net tax benefit on items recognized in accumulated other comprehensive income1,789 — — 
Other comprehensive loss recorded in accumulated other comprehensive (loss)/income, net of reclassification adjustments and tax effects$(4,878)$— $— 
Net interest expense recognized in interest expense on hedged commercial loans$(15)$— $— 
Schedule of Amounts Included in the Consolidated Statements of Income Related to Economic Hedges and Non-hedging Derivatives
Amounts included in the Consolidated Statements of Operations related to economic hedges and non-hedging derivatives were as follows:
 Years Ended December 31,
(In thousands)202220212020
Economic hedges  
Interest rate swap on industrial revenue bond:  
Unrealized gain/(loss) recognized in other non-interest income$941 $619 $(289)
Interest rate swaps on loans with commercial loan customers:  
Unrealized (loss)/gain recognized in other non-interest income(171,272)(86,099)85,206 
Favorable/(unfavorable) change in credit valuation adjustment recognized in other non-interest income1,809 1,431 (1,516)
Reverse interest rate swaps on loans with commercial loan customers:  
Unrealized gain/(loss) recognized in other non-interest income171,272 86,099 (85,206)
Risk Participation Agreements:  
Unrealized (loss)/gain recognized in other non-interest income(521)(233)345 
Forward Commitments:  
Unrealized (loss)/gain recognized in other non-interest income(126)(186)— 
Unrealized (loss)/gain recognized in discontinued operations— — 547 
Realized (loss) in discontinued operations— — (8,205)
Non-hedging derivatives  
Commitments to lend:  
Unrealized (loss) recognized in other non-interest income$(107)$(611)$— 
Unrealized (loss) recognized in discontinued operations— — (1,893)
Realized gain in other non-interest income462 2,854 — 
Realized gain in discontinued operations— — 15,672 
Schedule of Assets Subject to an Enforceable Master Netting Arrangement
The following table presents the assets and liabilities subject to an enforceable master netting arrangement as of December 31, 2022 and December 31, 2021:
 
Offsetting of Financial Assets and Derivative Assets
Gross
Amounts of
Recognized
Assets		Gross Amounts
Offset in the
Statements of
Condition		Net Amounts of Assets
Presented in the Statements of
Condition		Gross Amounts Not Offset in the Statements
of Condition
 Financial
Instruments		Cash
Collateral Received		 
(in thousands)Net Amount
As of December 31, 2022      
Interest Rate Swap Agreements:
Institutional counterparties$96,295 $(45,046)$51,249 $— $— $51,249 
Commercial counterparties975 — 975 — — 975 
Total$97,270 $(45,046)$52,224 $— $— $52,224 
Offsetting of Financial Assets and Derivative Assets
Gross
Amounts of
Recognized
Assets		Gross Amounts
Offset in the
Statements of
Condition		Net Amounts of Assets
Presented in the Statements of
Condition		Gross Amounts Not Offset in the Statements
of Condition
 Financial
Instruments		Cash
Collateral Received		 
(in thousands)Net Amount
As of December 31, 2021      
Interest Rate Swap Agreements:
Institutional counterparties$2,223 $(75)$2,148 $— $— $2,148 
Commercial counterparties76,809 — 76,809 — — 76,809 
Total$79,032 $(75)$78,957 $— $— $78,957 
Schedule of Liabilities Subject to an Enforceable Master Netting Arrangement
Offsetting of Financial Liabilities and Derivative Liabilities
Gross
Amounts of
Recognized
Liabilities		Gross Amounts
Offset in the
Statements of
Condition		Net Amounts of Liabilities
Presented in the Statement of
Condition		Gross Amounts Not Offset in the Statements
of Condition
 Financial
Instruments		Cash
Collateral Received		 
(in thousands)Net Amount
As of December 31, 2022      
Interest Rate Swap Agreements:
Institutional counterparties$(1,271)$36 $(1,235)$11,973 $— $10,738 
Commercial counterparties(102,595)6,507 (96,088)— — (96,088)
Total$(103,866)$6,543 $(97,323)$11,973 $— $(85,350)
Offsetting of Financial Liabilities and Derivative Liabilities
Gross
Amounts of
Recognized
Liabilities		Gross Amounts
Offset in the
Statements of
Condition		Net Amounts of Liabilities
Presented in the Statement of
Condition		Gross Amounts Not Offset in the Statements
of Condition
 Financial
Instruments		Cash
Collateral Received		 
(in thousands)Net Amount
As of December 31, 2021      
Interest Rate Swap Agreements:
Institutional counterparties$(78,146)$44,814 $(33,332)$34,896 $43,694 $45,258 
Commercial counterparties(2,461)— (2,461)— — (2,461)
Total$(80,607)$44,814 $(35,793)$34,896 $43,694 $42,797