v3.26.1
DERIVATIVE FINANCIAL INSTRUMENTS - Schedule of the Interest-Rate Swaps Designated as Cash Flow Hedges (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended 12 Months Ended
Jun. 30, 2026
Jun. 30, 2025
Jun. 30, 2026
Jun. 30, 2025
Dec. 31, 2025
Interest Rate Swap          
Balances carried in AOCI          
Unrealized gains (losses) on cash flow hedges, net of tax $ 0 $ 0 $ 0 $ 0  
Cash Flow Hedging | Interest Rate Swap          
Balances carried in AOCI          
Unrealized gains (losses) on cash flow hedges, net of tax     (13,972)   $ (7,616)
Cash Flow Hedging | Interest Rate Swap | Balance Sheet Location [Axis]: us-gaap:OtherAssets          
Gross aggregate fair value of the swaps          
Gross aggregate fair value of swap assets 43   43   3,215
Cash Flow Hedging | Interest Rate Swap | Balance Sheet Location [Axis]: us-gaap:OtherLiabilities          
Gross aggregate fair value of the swaps          
Gross aggregate fair value of swap liabilities 19,820   19,820   14,589
Cash Flow Hedging | Prime Loan Swap          
Derivative [Line Items]          
Notional amount $ 300,000   $ 300,000   $ 300,000
Weighted average receive rate, fixed 4.81%   4.81%   4.81%
Weighted average variable pay rates 6.75%   6.75%   6.81%
Weighted average maturity     2 years 7 months 6 days   3 years 1 month 6 days
Cash Flow Hedging | SOFR Loan Swaps          
Derivative [Line Items]          
Notional amount $ 500,000   $ 500,000   $ 200,000
Weighted average receive rate, fixed 3.72%   3.72%   3.78%
Weighted average variable pay rates 3.63%   3.63%   3.82%
Weighted average maturity     4 years 6 months 10 days   3 years 9 months 3 days
Cash Flow Hedging | Forward Starting SOFR Loan Swap          
Derivative [Line Items]          
Notional amount $ 200,000   $ 200,000