Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

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Fair value, after effects of master netting arrangements, of financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset offset against an obligation to return collateral. Includes assets not subject to a master netting arrangement and not elected to be offset.

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The portion of gains and losses (net) on derivative instruments designated and qualifying as hedging instruments representing (a) the amount of the hedge ineffectiveness and (b) the amount, if any, excluded from the assessment of hedge effectiveness.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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Fair value as of the balance sheet date of all derivative assets not designated as hedging instruments.

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Fair value as of the balance sheet date of all derivatives not designated as hedging instruments.

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Fair value as of the balance sheet date of all derivative liabilities not designated as hedging instruments.

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Amount before tax, after reclassification adjustments, of increase (decrease) in accumulated gain (loss) from derivative instruments designated and qualifying as the effective portion of cash flow hedges and an entity's share of an equity investee's increase (decrease) in deferred hedging gain (loss).

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Derivative Financial Instruments (Narrative Disclosures) (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018	Dec. 31, 2018
Derivatives
Fair value of interest rate swaps	$ 8,337		$ 4,637
Interest rate swap contracts not designated as hedging instruments - liabilities, gross	8,337		$ 4,637
Derivative asset, fair value, amount offset against collateral	0
Pretax unrealized gain on interest rates swaps designated as cash flow hedges	(950)	$ 672
Gain recognized in income on ineffective portion of hedges	0
To commercial borrowers, corporation receives fixed rates and pays floating rates
Derivatives
Fair value of interest rate swaps	$ 8,300
To commercial borrowers, corporation receives fixed rates and pays floating rates \| Minimum
Derivatives
Derivative, maturity date	Apr. 30, 2019
To commercial borrowers, corporation receives fixed rates and pays floating rates \| Maximum
Derivatives
Derivative, maturity date	Jul. 15, 2034
To dealer countparties, corporation pays fixed rates and receives floating rates
Derivatives
Interest rate swap contracts not designated as hedging instruments - liabilities, gross	$ 8,300
Interest rate derivative instruments not designated as hedging instruments at fair value, net	$ 8,300
To dealer countparties, corporation pays fixed rates and receives floating rates \| Minimum
Derivatives
Derivative, maturity date	Apr. 30, 2019
To dealer countparties, corporation pays fixed rates and receives floating rates \| Maximum
Derivatives
Derivative, maturity date	Jul. 15, 2034
Interest rate swaps \| Minimum
Derivatives
Derivative, maturity date	Dec. 31, 2021
Interest rate swaps \| Maximum
Derivatives
Derivative, maturity date	Dec. 31, 2027
Not Designated as Hedging Instrument \| To commercial borrowers, corporation receives fixed rates and pays floating rates
Derivatives
Notional value of interest rate swaps with various commercial borrowers	$ 185,600
Not Designated as Hedging Instrument \| To dealer countparties, corporation pays fixed rates and receives floating rates
Derivatives
Notional value of interest rate swaps with various commercial borrowers	185,600
Designated as Hedging Instrument [Member] \| Interest rate swaps
Derivatives
Notional value of interest rate swaps with various commercial borrowers	$ 54,000