Fair value of interest rate swaps that are in default

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- Definition

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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- Definition

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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Nominal or face amount used to calculate payment on derivative.

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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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- 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		6 Months Ended
	Jun. 30, 2020	Jun. 30, 2019	Jun. 30, 2020	Jun. 30, 2019	Dec. 31, 2019
Derivatives
Interest Rate Swaps, Default	$ 0		$ 0
Interest rate swap contracts not designated as hedging instruments - liabilities, gross	58,808,000		58,808,000		$ 18,346,000
Fair value of interest rate swaps	58,808,000		58,808,000		$ 18,346,000
Derivative asset, fair value, amount offset against collateral	0		0
Pretax unrealized gain on interest rates swaps designated as cash flow hedges	(418,000)	$ (1,514,000)	(4,043,000)	$ (2,464,000)
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	58,800,000		58,800,000
To dealer countparties, corporation pays fixed rates and receives floating rates
Derivatives
Interest rate swap contracts not designated as hedging instruments - liabilities, gross	58,800,000		58,800,000
Fair value of interest rate swaps	0		0
Interest rate derivative instruments not designated as hedging instruments at fair value, net	58,800,000		58,800,000
Not Designated as Hedging Instrument \| To commercial borrowers, corporation receives fixed rates and pays floating rates
Derivatives
Derivative, Notional Amount	467,100,000		467,100,000
Not Designated as Hedging Instrument \| To dealer countparties, corporation pays fixed rates and receives floating rates
Derivatives
Derivative, Notional Amount	467,100,000		467,100,000
Designated as Hedging Instrument \| Interest rate swaps
Derivatives
Derivative, Notional Amount	$ 114,000,000.0		$ 114,000,000.0