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Derivative Instruments and Hedging Activities (Tables)
 9 Months Ended
Sep. 30, 2024
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Value of Derivative Assets and Derivative Liabilities
The following table indicates the amounts representing the value of derivative assets and derivative liabilities as of the dates presented:
Derivative Assets
(Included in Other Assets)		Derivative Liabilities
(Included in Other Liabilities)
September 30, 2024December 31, 2023September 30, 2024December 31, 2023
(dollars in thousands)Notional
 Amount		Fair
Value		Notional
 Amount		Fair
Value		Notional
 Amount		Fair
 Value		Notional
 Amount		Fair
 Value
Derivatives Designated as Hedging Instruments
Interest rate swap contracts - cash flow hedge$— $— $— $— $500,000 $7,115 $500,000 $14,739 
Total Derivatives Designated as Hedging Instruments$— $— $— $— $500,000 $7,115 $500,000 $14,739 
Derivatives Not Designated as Hedging Instruments
Interest rate swap contracts - commercial loans864,443 45,690 892,712 63,018 864,443 46,156 892,712 63,554 
Interest rate lock commitments - mortgage loans2,233 64 — — — — — — 
Total Derivatives Not Designated as Hedging Instruments$866,676 $45,754 $892,712 $63,018 $864,443 $46,156 $892,712 $63,554 
Total Derivatives$866,676 $45,754 $892,712 $63,018 $1,364,443 $53,271 $1,392,712 $78,293 
Schedule of Interest Rate Derivatives
The following table indicates the gross amounts of interest rate swap derivative assets and derivative liabilities, the amounts offset and the carrying values in the Consolidated Balance Sheets at the dates presented:
Derivatives (included
in Other Assets)		Derivatives (included
in Other Liabilities)
(dollars in thousands)September 30, 2024December 31, 2023September 30, 2024December 31, 2023
Gross amounts recognized$45,690 $63,018 $53,271 $78,293 
Gross amounts offset— — — — 
Net amounts presented in the Consolidated Balance Sheets45,690 63,018 53,271 78,293 
Netting adjustments(1)
(6,290)(10,424)(6,290)(10,424)
Cash collateral(2)
(35,211)(50,920)(1,466)(5,356)
Net Amount$4,189 $1,674 $45,515 $62,513 
(1) Netting adjustments represent the amounts recorded to convert derivative assets and liabilities from a gross basis to a net basis in accordance with the applicable accounting guidance.
(2) Cash collateral represents the amount that cannot be used to offset our derivative assets and liabilities from a gross basis to a net basis in accordance with the applicable accounting guidance. The application of the cash collateral cannot reduce the net derivative position below zero. Therefore, excess cash collateral, if any, is not reflected above.
Schedule of Effect of Cash Flow Hedges
The following tables present the effect, net of tax, of the cash flow hedges on OCI and on the Condensed Consolidated Statements of Comprehensive Income for the periods presented:
Amount of Gain (Loss) Recognized in Other Comprehensive Income (Loss)Amount of Loss Reclassified from Accumulated Other Comprehensive Loss into Interest Income
(dollars in thousands)Three months ended September 30, 2024Three months ended September 30, 2023Three months ended September 30, 2024Three months ended September 30, 2023
Derivatives in Cash Flow Hedging Relationships:
Interest rate swap contracts - cash flow hedge$7,877 $(1,647)$(2,785)$(2,749)
Total$7,877 $(1,647)$(2,785)$(2,749)
Amount of Gain (Loss) Recognized in Other Comprehensive Income (Loss)Amount of Loss Reclassified from Accumulated Other Comprehensive Loss into Interest Income
(dollars in thousands)Nine months ended September 30, 2024Nine months ended September 30, 2023Nine months ended September 30, 2024Nine months ended September 30, 2023
Derivatives in Cash Flow Hedging Relationships:
Interest rate swap contracts - cash flow hedge$6,018 $(3,399)$(8,386)$(6,958)
Total$6,018 $(3,399)$(8,386)$(6,958)
Schedule of Amount of Gain or Loss Recognized in Income on Derivatives
The following table indicates the gain (loss) recognized in income on derivatives not designated as hedging instruments for the periods presented:
Three months ended September 30,Nine months ended September 30,
(dollars in thousands)2024202320242023
Derivatives not Designated as Hedging Instruments
Interest rate swap contracts—commercial loans$8 $(851)$90 $(851)
Interest rate lock commitments—mortgage loans64 — 64 (5)
Forward sale contracts—mortgage loans— — — (2)
Total Derivatives Gain (Loss)$72 $(851)$154 $(858)