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DERIVATIVES - (Schedule of Information about Interest Rate Swaps Designated as Cash Flow Hedges) (Details)
6 Months Ended 12 Months Ended
Jun. 30, 2025
USD ($)
Contract
Dec. 31, 2024
USD ($)
Contract
Interest Rate Swap [Member] | Designated as Hedging Instrument [Member]    
Derivative [Line Items]    
Notional amount $ 305,000,000 $ 360,000,000
Fair Value $ 3,629,000 $ 7,815,000
Weighted average pay rate 2.22% 2.35%
Weighted average receive rate 3.44% 3.83%
Weighted average maturity 1 year 8 months 19 days 2 years 29 days
Unrealized gain/(loss), net $ 3,629,000 $ 7,815,000
Number of contracts | Contract 12 14
Loan Level Swaps [Member] | Not Designated as Hedging Instrument [Member]    
Derivative [Line Items]    
Notional amount $ 436,744,000 $ 430,785,000
Fair Value $ (11,003,000) $ (21,426,000)
Weighted average pay rate 4.04% 3.95%
Weighted average receive rate 6.04% 6.25%
Weighted average maturity 3 years 1 month 28 days 3 years 7 months 24 days
Number of contracts | Contract 54 55