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DERIVATIVES - Narrative (Details) $ in Thousands | 3 Months Ended | 9 Months Ended |
--- | --- | --- | ---
Sep. 30, 2020 USD ($) contract | Sep. 30, 2019 USD ($) | Sep. 30, 2020 USD ($) contract | Sep. 30, 2019 USD ($) | Dec. 31, 2019 USD ($)
Derivative [Line Items] |  |  |  |  |
Notional amounts | $ 1,100,000 |  | $ 1,100,000 |  | $ 823,900
Derivative liability position net | 0 |  | 0 |  |
Derivative asset position net | 68,000 |  | 68,000 |  |
Collateral received against obligations in net asset position | 69,100 |  | 69,100 |  |
Collateral posted in net liability position | 0 |  | 0 |  |
Derivative designated as a cash flow hedge | Reclassifications out of accumulated other comprehensive (loss) income |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Accelerated reclassification, loss from other comprehensive income to earnings as a result of the hedged forecasted transactions becoming probable not to occur | 3,300 |  |  |  |
Interest rate swaps | Derivative designated as a cash flow hedge |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Notional amounts | 280,000 |  | 280,000 |  | $ 290,000
Notional amount terminated | $ 125,000 |  | $ 125,000 |  |
Derivative, number of terminations | contract | 4 |  | 4 |  |
Loss on termination of swaps, reported in non-interest income | $ 3,400 |  | $ 3,400 |  |
Interest income (expense) on derivative | (4,300) | $ 331 | (4,400) | $ 1,400 |
Interest income (expenses) recorded on swap transactions | $ (4,325) | $ 331 | (4,414) | $ 1,353 |
Interest rate swaps | Derivative designated as a cash flow hedge | Federal Home Loan Bank of New York |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Reclassified as an increase to interest expense during the next twelve months |  |  | 2,200 |  |
Interest rate swaps | Derivative designated as a cash flow hedge | Federal Home Loan Bank of New York | Reclassifications out of accumulated other comprehensive (loss) income |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Increase to interest expense |  |  | $ 4,400 |  |

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- Definition The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4H -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=121590274&loc=SL5624258-113959 + Details
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