XML 89 R80.htm IDEA: XBRL DOCUMENT v3.23.1
DERIVATIVES - (Schedule of Information about Interest Rate Swaps Designated as Cash Flow Hedges) (Details)
3 Months Ended 12 Months Ended
Mar. 31, 2023
USD ($)
Contract
Dec. 31, 2022
USD ($)
Contract
Derivative [Line Items]    
Unrealized gain/(loss), net $ 2,000,000.0  
Interest Rate Swap [Member] | Designated as Hedging Instrument [Member]    
Derivative [Line Items]    
Notional amount 210,000,000.0 $ 290,000,000.0
Fair Value $ 4,500,000 $ 3,290,000
Weighted average pay rate 1.64% 1.71%
Weighted average receive rate 2.84% 2.78%
Weighted average maturity 3 years 8 months 8 days 2 years 3 days
Unrealized gain/(loss), net $ 4,500,000 $ 3,290,000
Number of contracts | Contract 8 12
Loan Level Swaps [Member] | Not Designated as Hedging Instrument [Member]    
Derivative [Line Items]    
Notional amount $ 607,365,000 $ 612,211,000
Fair Value $ (28,402,000) $ (37,173,000)
Weighted average pay rate 3.99% 3.99%
Weighted average receive rate 6.60% 6.14%
Weighted average maturity 4 years 5 months 8 days 4 years 8 months 4 days
Number of contracts | Contract 78 78