Fair value of interest rate swaps that are in default

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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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- Definition

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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- Definition

Date the derivative contract matures, in CCYY-MM-DD format.

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Nominal or face amount used to calculate payment on derivative.

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- Definition

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

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- Definition

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

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- Definition

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

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- Definition

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 ($)	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019	Dec. 31, 2019
Derivatives
Interest Rate Swaps, Default	$ 0
Interest rate swap contracts not designated as hedging instruments - liabilities, gross	53,096,000		$ 18,346,000
Fair value of interest rate swaps			$ 18,346,000
Derivative asset, fair value, amount offset against collateral	0
Pretax unrealized gain on interest rates swaps designated as cash flow hedges	(3,625,000)	$ (950,000)
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	$ 53,100,000
To commercial borrowers, corporation receives fixed rates and pays floating rates \| Minimum
Derivatives
Derivative, maturity date	Mar. 31, 2021
To commercial borrowers, corporation receives fixed rates and pays floating rates \| Maximum
Derivatives
Derivative, maturity date	Oct. 31, 2036
To dealer countparties, corporation pays fixed rates and receives floating rates
Derivatives
Interest rate swap contracts not designated as hedging instruments - liabilities, gross	$ 53,100,000
Fair value of interest rate swaps	0
Interest rate derivative instruments not designated as hedging instruments at fair value, net	$ 53,100,000
To dealer countparties, corporation pays fixed rates and receives floating rates \| Minimum
Derivatives
Derivative, maturity date	Mar. 31, 2021
To dealer countparties, corporation pays fixed rates and receives floating rates \| Maximum
Derivatives
Derivative, maturity date	Oct. 31, 2036
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
Derivative, Notional Amount	$ 397,700,000
Not Designated as Hedging Instrument \| To dealer countparties, corporation pays fixed rates and receives floating rates
Derivatives
Derivative, Notional Amount	397,700,000
Designated as Hedging Instrument \| Interest rate swaps
Derivatives
Derivative, Notional Amount	$ 84,000,000