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DERIVATIVE FINANCIAL INSTRUMENTS AND HEDGING ACTIVITIES - Weighted Average Remaining Maturity, Lives, and Rates of Interest Rate Swaps (Details) - Interest Rate Swaps - USD ($)
 12 Months Ended
Dec. 31, 2022
Dec. 31, 2021
Cash Flow Hedging    
Derivative [Line Items]    
Derivative, Notional Amount $ 575,000,000  
Financial institution counterparties | Not Designated as Hedging Instrument    
Derivative [Line Items]    
Derivative, Notional Amount [1] $ 223,124,000 $ 214,379,000
Remaining Maturity 9 years 10 years 3 months 18 days
Receive Rate 4.83% 0.47%
Pay Rate 2.69% 2.42%
Financial institution counterparties | Cash Flow Hedging | Designated as Hedging Instrument    
Derivative [Line Items]    
Derivative, Notional Amount [1] $ 575,000,000 $ 605,000,000
Remaining Maturity 2 years 3 months 18 days 3 years 2 months 12 days
Receive Rate 4.44% 0.13%
Pay Rate 1.13% 1.10%
Financial institution counterparties | Fair Value Hedging | Designated as Hedging Instrument    
Derivative [Line Items]    
Derivative, Notional Amount [1] $ 742,675,000 $ 0
Remaining Maturity 6 years 3 months 18 days  
Receive Rate 3.42% 0.00%
Pay Rate 3.21% 0.00%
Customer counterparties | Not Designated as Hedging Instrument    
Derivative [Line Items]    
Derivative, Notional Amount [1] $ 223,124,000 $ 214,379,000
Remaining Maturity 9 years 10 years 3 months 18 days
Receive Rate 2.69% 2.42%
Pay Rate 4.83% 0.47%
[1] Notional amounts, which represent the extent of involvement in the derivatives market, are used to determine the contractual cash flows required in accordance with the terms of the agreement. These amounts are typically not exchanged, significantly exceed amounts subject to credit or market risk and are not reflected in the consolidated balance sheets.