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DERIVATIVES - (Schedule of Information about Interest Rate Swaps Designated as Cash Flow Hedges) (Details)
12 Months Ended
Dec. 31, 2022
USD ($)
Contract
Dec. 31, 2021
USD ($)
Contract
Derivative [Line Items]    
Unrealized gain/(loss), net $ 6,000,000.0  
Interest Rate Swap [Member] | Designated as Hedging Instrument [Member]    
Derivative [Line Items]    
Notional amount 290,000,000.0 $ 230,000,000.0
Fair Value $ 3,290,000 $ (3,479,000)
Weighted average pay rate 1.71% 1.99%
Weighted average receive rate 2.78% 0.20%
Weighted average maturity 2 years 3 days 1 year 14 days
Unrealized gain/(loss), net $ 3,290,000 $ (3,479,000)
Number of contracts | Contract 12 13
Loan Level Swaps [Member] | Not Designated as Hedging Instrument [Member]    
Derivative [Line Items]    
Notional amount $ 612,211,000 $ 702,210,000
Fair Value $ (37,173,000) $ 32,326,000
Weighted average pay rate 3.99% 4.00%
Weighted average receive rate 6.14% 1.83%
Weighted average maturity 4 years 8 months 4 days 5 years 6 months
Number of contracts | Contract 78 86