Derivative Financial Instruments - Summary of Interest Rate Swaps Designated as Cash Flow Hedges (Details) - USD ($) $ in Thousands	12 Months Ended
Dec. 31, 2024	Dec. 31, 2023	Dec. 31, 2022
Derivative [Line Items]
Pre-tax changes in fair value included in AOCL	$ (1,550)	$ (2,293)	$ 10,606
Designated as Hedging Instrument
Derivative [Line Items]
Notional amount	75,000	105,000
Interest Rate Swap \| Designated as Hedging Instrument
Derivative [Line Items]
Notional amount	$ 75,000	$ 105,000
Weighted average pay rates	2.45%	2.22%
Weighted average receive rates	4.49%	4.63%
Weighted average maturity	1 year 6 months	2 years
Pre-tax changes in fair value included in AOCL	$ 1,885	$ 3,434

Nominal or face amount used to calculate payments on the derivative asset.

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Topic 946
-SubTopic 320
-Name Accounting Standards Codification
-Section S99
-Paragraph 5
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Reference 2: http://www.xbrl.org/2003/role/disclosureRef
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Reference 3: http://www.xbrl.org/2003/role/disclosureRef
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Reference 4: http://www.xbrl.org/2003/role/disclosureRef
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- Definition

Average fixed interest rate related to the group of interest rate derivatives.

+ References

No definition available.

+ Details

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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

No definition available.

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- Definition

Average variable interest rate related to the group of interest rate derivatives.

+ References

No definition available.

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- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition

Amount, before tax and reclassification, of gain (loss) from derivative instrument designated and qualifying cash flow hedge included in assessment of hedge effectiveness.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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