DERIVATIVES - (Schedule of Information about Interest Rate Swaps Designated as Cash Flow Hedges) (Details) |
3 Months Ended | 12 Months Ended |
|---|---|---|
|
Mar. 31, 2025
USD ($)
Contract
|
Dec. 31, 2024
USD ($)
Contract
|
|
| Interest Rate Swap [Member] | Designated as Hedging Instrument [Member] | ||
| Derivative [Line Items] | ||
| Notional amount | $ 360,000,000 | $ 360,000,000 |
| Fair Value | $ 5,262,000 | $ 7,815,000 |
| Weighted average pay rate | 2.35% | 2.35% |
| Weighted average receive rate | 3.51% | 3.83% |
| Weighted average maturity | 1 year 9 months 29 days | 2 years 29 days |
| Unrealized gain/(loss), net | $ 5,262,000 | $ 7,815,000 |
| Number of contracts | Contract | 14 | 14 |
| Loan Level Swaps [Member] | Not Designated as Hedging Instrument [Member] | ||
| Derivative [Line Items] | ||
| Notional amount | $ 423,910,000 | $ 430,785,000 |
| Fair Value | $ (15,599,000) | $ (21,426,000) |
| Weighted average pay rate | 3.95% | 3.95% |
| Weighted average receive rate | 6.03% | 6.25% |
| Weighted average maturity | 3 years 5 months 8 days | 3 years 7 months 24 days |
| Number of contracts | Contract | 54 | 55 |