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DERIVATIVES - Hedging Instruments (Details) - Interest rate swap - Not designated as hedging instruments - USD ($)
$ in Thousands
Mar. 31, 2022
Jun. 30, 2021
Derivative Assets    
Gross interest rate swaps $ 11,250 $ 25,929
Less: master netting arrangements (577) (610)
Less: cash collateral applied (6,550)  
Net amount 4,123 25,319
Derivative Liabilities    
Gross interest rate swaps 11,250 25,929
Less: master netting arrangements (577) (610)
Less: cash collateral applied (4,076) (24,682)
Net amount $ 6,597 $ 637