v3.26.1
Derivatives (Narrative) (Details)
 3 Months Ended 6 Months Ended 12 Months Ended
Jun. 30, 2026
USD ($)
Jun. 30, 2025
USD ($)
Jun. 30, 2026
USD ($)
SwapAgreements
Jun. 30, 2025
USD ($)
SwapAgreements
Jun. 30, 2027
USD ($)
Dec. 31, 2025
USD ($)
Derivative [Line Items]            
Notional amount of derivatives $ 8,252,684,000   $ 8,252,684,000     $ 8,040,346,000
Payments (made) received to terminate hedge instruments     1,657,000      
Fair value hedges resulting net earnings (3,367,000) $ (1,520,000) 43,800,000 $ (6,037,000)    
Fair value liability 1,000,000   1,000,000     1,300,000
Credit risk-related contingent features, net liability position 14,300,000   14,300,000     13,200,000
Credit risk-related contingent features, posted collateral 13,400,000   13,400,000     13,000,000
Forecast [Member]            
Derivative [Line Items]            
Amortization of loss on terminated cash flow hedges         $ 18,700,000  
Fair Value Hedging [Member]            
Derivative [Line Items]            
Notional amount of derivatives 265,000,000 203,500,000 265,000,000 $ 203,500,000    
Derivatives Designated as Hedging Instruments [Member]            
Derivative [Line Items]            
Notional amount of derivatives 2,184,000,000   2,184,000,000     2,172,500,000
Interest Rate Swaps [Member] | Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedge [Member] | Swap Agreement 3, Expires 2026 [Member]            
Derivative [Line Items]            
Notional amount of derivatives 250,000,000   $ 250,000,000      
Derivative maturity expiration year     2026      
Interest Rate Swaps [Member] | Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedge [Member] | Swap Agreement 4, Expires 2027 [Member]            
Derivative [Line Items]            
Notional amount of derivatives 825,000,000   $ 825,000,000      
Derivative maturity expiration year     2027      
Interest Rate Swaps [Member] | Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedge [Member] | Swap Agreement 5, Expires 2028 [Member]            
Derivative [Line Items]            
Notional amount of derivatives 50,000,000   $ 50,000,000      
Derivative maturity expiration year     2028      
Interest Rate Swaps [Member] | Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedge [Member] | Swap Agreement 6, Expires 2029 [Member]            
Derivative [Line Items]            
Notional amount of derivatives 275,000,000   $ 275,000,000      
Derivative maturity expiration year     2029      
Interest Rate Swaps [Member] | Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedge [Member] | Swap Agreement 7, Expires 2030 [Member]            
Derivative [Line Items]            
Notional amount of derivatives 425,000,000   $ 425,000,000      
Derivative maturity expiration year     2030      
Interest Rate Swaps [Member] | Derivatives Designated as Hedging Instruments [Member] | Fair Value Hedging [Member]            
Derivative [Line Items]            
Payments (made) received to terminate hedge instruments     $ 1,700,000      
Number of terminated interest rate swap agreements | SwapAgreements     1 0    
Interest Rate Swaps - Securities [Member] | Derivatives Designated as Hedging Instruments [Member] | Fair Value Hedging [Member]            
Derivative [Line Items]            
Notional amount of derivatives 359,000,000   $ 359,000,000     $ 397,500,000
Fair value hedges resulting net earnings [1] 1,386,000 $ 4,690,000 3,060,000 $ 8,600,000    
Derivative hedged item 332,000,000   332,000,000      
Basis adjustment associated with hedged items loss 27,000,000   27,000,000      
Interest Rate Swaps - Securities [Member] | Derivatives Designated as Hedging Instruments [Member] | Fair Value Hedging [Member] | Commercial Mortgage-Backed Securities [Member]            
Derivative [Line Items]            
Amortized cost basis of closed portfolio of pre-payable securities $ 387,800,000   $ 387,800,000      
[1] Includes the effects of both active derivative instruments and the impact from realization of basis adjustments to hedged assets resulting from previously terminated hedges.