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DERIVATIVES - (Schedule of Information about Interest Rate Swaps Designated as Cash Flow Hedges) (Details)
3 Months Ended 12 Months Ended
Mar. 31, 2026
USD ($)
Contract
Dec. 31, 2025
USD ($)
Contract
Interest Rate Swap [Member] | Designated as Hedging Instrument [Member]    
Derivative [Line Items]    
Notional amount $ 305,000,000 $ 305,000,000
Fair Value $ 3,063,000 $ 2,429,000
Weighted average pay rate 2.17% 2.17%
Weighted average receive rate 2.87% 3.10%
Weighted average maturity 1 year 1 month 20 days 1 year 4 months 20 days
Unrealized gain/(loss), net $ 3,063,000 $ 2,429,000
Number of contracts | Contract 12 12
Loan Level Swaps [Member] | Not Designated as Hedging Instrument [Member]    
Derivative [Line Items]    
Notional amount $ 387,989,000 $ 429,286,000
Fair Value $ (8,006,000) $ (7,835,000)
Weighted average pay rate 4.13% 4.12%
Weighted average receive rate 5.28% 5.37%
Weighted average maturity 2 years 10 months 9 days 3 years 7 days
Number of contracts | Contract 48 53