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Derivatives and Hedging Activities (Tables)
 9 Months Ended
Sep. 30, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Fair Value Adjustments
The following table depicts the credit value and fair value adjustments recorded related to the notional amount of derivatives outstanding and interest rate swaps and risk participation agreements with other financial institutions. These adjustments are included in Accrued Interest Payable and Other Liabilities and Accrued Interest Receivable and Other Assets on the Company's Consolidated Statement of Financial Condition.
September 30, 2025
Derivative AssetsDerivative Liabilities
Notional AmountFair ValueNotional AmountFair Value
Derivatives Designated as Hedging Instruments
Interest Rate Swap Contracts$— $— $75,000 $830 
Total Derivatives Designated as Hedging Instruments— — 75,000 830 
Derivatives Not Designated as Hedging Instruments
Interest Rate Swap Contracts - Commercial Loans10,938 141 10,938 141 
Risk Participation Agreements— — 29,508 82 
Total Derivatives Not Designated as Hedging Instruments10,938 141 40,446 223 
Total Derivatives$10,938 $141 $115,446 $1,053 
December 31, 2024
Derivative AssetsDerivative Liabilities
Notional AmountFair ValueNotional AmountFair Value
Derivatives Designated as Hedging Instruments
Interest Rate Swap Contracts$— $— $75,000 $801 
Total Derivatives Designated as Hedging Instruments— — 75,000 801 
Derivatives Not Designated as Hedging Instruments
Interest Rate Swap Contracts - Commercial Loans— — — — 
Risk Participation Agreements— — 18,158 66 
Total Derivatives Not Designated as Hedging Instruments— — 18,158 66 
Total Derivatives$— $— $93,158 $867