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DERIVATIVES - (Schedule of Information about Interest Rate Swaps Designated as Cash Flow Hedges) (Details)
12 Months Ended
Dec. 31, 2020
USD ($)
N
Dec. 31, 2019
USD ($)
N
Interest Rate Swap [Member] | Designated as Hedging Instrument [Member]    
Derivative [Line Items]    
Notional amount $ 270,000,000.0 $ 245,000,000.0
Fair Value $ (9,616,000) $ (3,667,000)
Weighted average pay rate 1.93% 2.05%
Weighted average receive rate 0.22% 1.83%
Weighted average maturity 2 years 7 days 2 years 5 months 12 days
Unrealized (loss)/gain, net $ (9,616,000) $ (3,667,000)
Number of contracts | N 13 12
Loan Level Swaps [Member] | Not Designated as Hedging Instrument [Member]    
Derivative [Line Items]    
Notional amount $ 823,134,000 $ 793,875,000
Fair Value $ 79,529,000 $ 32,381,000
Weighted average pay rate 4.02% 4.12%
Weighted average receive rate 1.91% 3.54%
Weighted average maturity 6 years 6 months 7 years 3 months 18 days
Number of contracts | N 95 91