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DERIVATIVES - (Schedule of Information about Interest Rate Swaps Designated as Cash Flow Hedges) (Details)
12 Months Ended
Dec. 31, 2021
USD ($)
N
Dec. 31, 2020
USD ($)
N
Jun. 30, 2021
USD ($)
Interest Rate Swap [Member]      
Derivative [Line Items]      
Notional amount     $ 15,000,000.0
Interest Rate Swap [Member] | Designated as Hedging Instrument [Member]      
Derivative [Line Items]      
Notional amount $ 230,000,000.0 $ 270,000,000.0  
Fair Value $ (3,479,000) $ (9,616,000)  
Weighted average pay rate 1.99% 1.93%  
Weighted average receive rate 0.20% 0.22%  
Weighted average maturity 1 year 14 days 2 years 7 days  
Unrealized loss, net $ (3,479,000) $ (9,616,000)  
Number of contracts | N 11 13  
Loan Level Swaps [Member] | Not Designated as Hedging Instrument [Member]      
Derivative [Line Items]      
Notional amount $ 702,210,000 $ 823,134,000  
Fair Value $ 37,168,000 $ 79,529,000  
Weighted average pay rate 4.00% 4.02%  
Weighted average receive rate 1.83% 1.91%  
Weighted average maturity 5 years 6 months 6 years 6 months  
Number of contracts | N 86 95