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DERIVATIVES - (Schedule of Information about Interest Rate Swaps Designated as Cash Flow Hedges) (Details)
9 Months Ended 12 Months Ended
Sep. 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 $ 2,887,000 $ 7,815,000
Weighted average pay rate 2.17% 2.35%
Weighted average receive rate 3.39% 3.83%
Weighted average maturity 1 year 7 months 20 days 2 years 29 days
Unrealized gain/(loss), net $ 2,887,000 $ 7,815,000
Number of contracts | Contract 12 14
Loan Level Swaps [Member] | Not Designated as Hedging Instrument [Member]    
Derivative [Line Items]    
Notional amount $ 417,089,000 $ 430,785,000
Fair Value $ (9,108,000) $ (21,426,000)
Weighted average pay rate 4.05% 3.95%
Weighted average receive rate 5.98% 6.25%
Weighted average maturity 3 years 3 days 3 years 7 months 24 days
Number of contracts | Contract 51 55