DERIVATIVE FINANCIAL INSTRUMENTS AND HEDGING ACTIVITIES - Derivative Assets and Liabilities (Details) - USD ($) $ in Thousands	9 Months Ended	12 Months Ended
Sep. 30, 2024	Dec. 31, 2023
Interest rate swap agreements and non-hedging derivative assets and liabilities
Notional Amount	$ 4,784,420	$ 4,787,190
Estimated Fair Value Asset (Liability)	(18,670)	(30,289)
Impact of settled to market contracts	19,400	26,700
Non-hedging derivatives
Interest rate swap agreements and non-hedging derivative assets and liabilities
Notional Amount	24,185	11,104
Estimated Fair Value Asset (Liability)	165	34
Interest rate swaps
Interest rate swap agreements and non-hedging derivative assets and liabilities
Notional Amount	5,500
Commitments to lend \| Non-hedging derivatives
Interest rate swap agreements and non-hedging derivative assets and liabilities
Notional Amount	$ 24,185	$ 11,104
Weighted Average Maturity (In years)	2 months 12 days	2 months 12 days
Estimated Fair Value Asset (Liability)	$ 165	$ 34
Cash flow hedges
Interest rate swap agreements and non-hedging derivative assets and liabilities
Notional Amount	600,000
Cash flow hedges \| Designated as hedging
Interest rate swap agreements and non-hedging derivative assets and liabilities
Notional Amount	800,000	800,000
Estimated Fair Value Asset (Liability)	2,131	1,658
Cash flow hedges \| Interest rate swaps \| Designated as hedging
Interest rate swap agreements and non-hedging derivative assets and liabilities
Notional Amount	800,000	600,000
Cash flow hedges \| Interest rate swaps \| Designated as hedging \| Commercial loan
Interest rate swap agreements and non-hedging derivative assets and liabilities
Notional Amount	$ 600,000	$ 600,000
Weighted Average Maturity (In years)	1 year 1 month 6 days	1 year 10 months 24 days
Weighted Average Rate, Received	3.64%	3.64%
Weighted Average Rate, Contract pay rate	5.15%	5.35%
Estimated Fair Value Asset (Liability)	$ 1,015	$ 0
Cash flow hedges \| Interest rate collars \| Designated as hedging
Interest rate swap agreements and non-hedging derivative assets and liabilities
Notional Amount		200,000
Cash flow hedges \| Interest rate collars \| Designated as hedging \| Commercial loan
Interest rate swap agreements and non-hedging derivative assets and liabilities
Notional Amount	$ 200,000	$ 200,000
Weighted Average Maturity (In years)	1 year 9 months 18 days	2 years 6 months
Estimated Fair Value Asset (Liability)	$ 1,116	$ 1,658
Economic hedges \| Designated as hedging
Interest rate swap agreements and non-hedging derivative assets and liabilities
Notional Amount	3,960,235	3,976,086
Estimated Fair Value Asset (Liability)	(20,966)	(31,981)
Economic hedges \| Interest rate swaps \| Designated as hedging
Interest rate swap agreements and non-hedging derivative assets and liabilities
Notional Amount	3,600,000	3,600,000
Economic hedges \| Interest rate swaps \| Designated as hedging \| Commercial loan
Interest rate swap agreements and non-hedging derivative assets and liabilities
Notional Amount	$ 1,802,749	$ 1,795,562
Weighted Average Maturity (In years)	4 years 7 months 6 days	4 years 10 months 24 days
Weighted Average Rate, Received	4.60%	4.36%
Weighted Average Rate, Contract pay rate	6.10%	6.27%
Estimated Fair Value Asset (Liability)	$ (29,675)	$ (63,865)
Economic hedges \| Interest rate swaps \| Designated as hedging \| Interest rate swap on tax advantaged economic development bond
Interest rate swap agreements and non-hedging derivative assets and liabilities
Notional Amount	$ 5,528	$ 6,202
Weighted Average Maturity (In years)	5 years 2 months 12 days	5 years 10 months 24 days
Weighted Average Rate, Received	5.70%	5.82%
Weighted Average Rate, Contract pay rate	5.09%	5.09%
Estimated Fair Value Asset (Liability)	$ (185)	$ (172)
Economic hedges \| Reverse interest rate swaps \| Designated as hedging \| Commercial loan
Interest rate swap agreements and non-hedging derivative assets and liabilities
Notional Amount	$ 1,802,749	$ 1,795,562
Weighted Average Maturity (In years)	4 years 7 months 6 days	4 years 10 months 24 days
Weighted Average Rate, Received	6.10%	6.27%
Weighted Average Rate, Contract pay rate	4.60%	4.36%
Estimated Fair Value Asset (Liability)	$ 8,595	$ 32,053
Economic hedges \| Risk participation agreements with dealer banks \| Designated as hedging
Interest rate swap agreements and non-hedging derivative assets and liabilities
Notional Amount	$ 343,673	$ 376,553
Weighted Average Maturity (In years)	5 years 3 months 18 days	5 years 6 months
Estimated Fair Value Asset (Liability)	$ 247	$ (18)
Economic hedges \| Forward sale commitments \| Designated as hedging
Interest rate swap agreements and non-hedging derivative assets and liabilities
Notional Amount	$ 5,536	$ 2,207
Weighted Average Maturity (In years)	2 months 12 days	2 months 12 days
Estimated Fair Value Asset (Liability)	$ 52	$ 21

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Represents information pertaining to the derivative weighted average rate which is received.

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Fair values as of the balance sheet date of the net amount of all assets and liabilities resulting from contracts that meet the criteria of being accounted for as derivative instruments.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Name Accounting Standards Codification
-Section 45
-Paragraph 5
-SubTopic 10
-Topic 815
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480463/815-10-45-5

Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef
-Topic 820
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 2
-Subparagraph (bbb)(2)(i)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147482106/820-10-50-2

Reference 3: http://www.xbrl.org/2009/role/commonPracticeRef
-Topic 820
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 2
-Subparagraph (bbb)(2)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147482106/820-10-50-2

Reference 4: http://www.xbrl.org/2009/role/commonPracticeRef
-Topic 820
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 2
-Subparagraph (bbb)(1)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147482106/820-10-50-2

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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

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- Definition

Nominal or face amount used to calculate payment on derivative.

+ References

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 1B
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-1B

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-Name Accounting Standards Codification
-Section 50
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-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-1A

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