NBT Bancorp (NBTB) 10-Q 10 Aug 20 2020 Q2 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	6 Months Ended
	Jun. 30, 2020	Jul. 31, 2020
Cover [Abstract]
Entity Registrant Name	NBT BANCORP INC
Entity Central Index Key	0000790359
Current Fiscal Year End Date	--12-31
Entity Current Reporting Status	Yes
Entity Interactive Data Current	Yes
Entity Shell Company	false
Entity Filer Category	Large Accelerated Filer
Entity Small Business	false
Entity Emerging Growth Company	false
Entity Common Stock, Shares Outstanding		43,611,338
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Jun. 30, 2020
Document Fiscal Year Focus	2020
Document Fiscal Period Focus	Q2
Document Quarterly Report	true
Document Transition Report	false
Entity File Number	0-14703
Entity Tax Identification Number	16-1268674
Entity Incorporation, State or Country Code	DE
Entity Address, Address Line One	52 South Broad Street
Entity Address, City or Town	Norwich
Entity Address, State or Province	NY
Entity Address, Postal Zip Code	13815
City Area Code	607
Local Phone Number	337-2265
Title of 12(b) Security	Common Stock, par value $0.01 per share
Trading Symbol	NBTB
Security Exchange Name	NASDAQ

Consolidated Balance Sheets (un

Consolidated Balance Sheets (unaudited) - USD ($) $ in Thousands		Jun. 30, 2020	Dec. 31, 2019
Assets
Cash and due from banks		$ 171,264	$ 170,595
Short-term interest bearing accounts		528,228	46,248
Equity securities, at fair value		29,223	27,771
Securities available for sale, at fair value		1,108,443	975,340
Securities held to maturity (fair value $623,022 and $641,262, respectively)		599,164	630,074
Federal Reserve and Federal Home Loan Bank stock		32,536	44,620
Loans held for sale		16,147	11,731
Loans		7,627,991	7,136,098
Less allowance for loan losses	[1]	113,500
Less allowance for loan losses	[1]		72,965
Net loans		7,514,491	7,063,133
Premises and equipment, net		74,558	75,631
Goodwill		280,541	274,769
Intangible assets, net		13,413	12,020
Bank owned life insurance		183,976	181,748
Other assets		295,200	202,245
Total assets		10,847,184	9,715,925
Liabilities
Demand (noninterest bearing)		3,107,528	2,414,383
Savings, NOW and money market		5,000,504	4,312,244
Time		707,859	861,193
Total deposits		8,815,891	7,587,820
Short-term borrowings		339,656	655,275
Long-term debt		64,154	64,211
Subordinated debt, net		97,982	0
Junior subordinated debt		101,196	101,196
Other liabilities		285,653	187,026
Total liabilities		9,704,532	8,595,528
Stockholders' equity
Preferred stock, $0.01 par value; Authorized 2,500,000 shares at June 30, 2020 and December 31, 2019		0	0
Common stock, $0.01 par value; Authorized 100,000,000 shares at June 30, 2020 and December 31, 2019; issued 49,651,493 at June 30, 2020 and December 31, 2019		497	497
Additional paid-in-capital		577,197	576,708
Retained earnings		703,322	696,214
Accumulated other comprehensive income (loss)		2,488	(19,026)
Common stock in treasury, at cost, 6,043,143 and 5,854,882 shares at June 30, 2020 and December 31, 2019, respectively		(140,852)	(133,996)
Total stockholders' equity		1,142,652	1,120,397
Total liabilities and stockholders' equity		$ 10,847,184	$ 9,715,925
[1]	Beginning January 1, 2020, calculation is based on current expected loss methodology. Prior to January 1, 2020, calculation was based on incurred loss methodology.

Consolidated Balance Sheets (_2

Consolidated Balance Sheets (unaudited) (Parenthetical) - USD ($) $ in Thousands	Jun. 30, 2020	Dec. 31, 2019
Assets
Securities held to maturity fair value	$ 623,022	$ 641,262
Stockholders' equity
Preferred stock, par value (in dollars per share)	$ 0.01	$ 0.01
Preferred stock, shares authorized (in shares)	2,500,000	2,500,000
Common stock, par value (in dollars per share)	$ 0.01	$ 0.01
Common stock, shares authorized (in shares)	100,000,000	100,000,000
Common stock, shares issued (in shares)	49,651,493	49,651,493
Common stock in treasury, at cost (in shares)	6,043,143	5,854,882

Consolidated Statements of Inco

Consolidated Statements of Income (unaudited) - USD ($) $ in Thousands		3 Months Ended		6 Months Ended
		Jun. 30, 2020	Jun. 30, 2019	Jun. 30, 2020	Jun. 30, 2019
Interest, fee and dividend income
Interest and fees on loans		$ 77,270	$ 81,271	$ 155,998	$ 160,592
Securities available for sale		5,600	6,031	11,353	11,953
Securities held to maturity		3,926	5,089	8,017	10,306
Other		650	842	1,479	1,726
Total interest, fee and dividend income		87,446	93,233	176,847	184,577
Interest expense
Deposits		4,812	10,234	13,916	19,060
Short-term borrowings		972	2,760	2,769	5,997
Long-term debt		393	471	786	893
Subordinated debt		128	0	128	0
Junior subordinated debt		695	1,141	1,621	2,309
Total interest expense		7,000	14,606	19,220	28,259
Net interest income		80,446	78,627	157,627	156,318
Provision for loan losses	[1]	18,840	7,277	48,480	13,084
Net interest income after provision for loan losses		61,606	71,350	109,147	143,234
Noninterest income
Service charges on deposit accounts		2,529	4,224	6,526	8,460
ATM and debit card fees		6,136	6,156	11,990	11,681
Retirement plan administration fees		9,214	7,836	17,155	15,570
Wealth management		6,823	7,122	14,096	13,685
Insurance		3,292	3,547	7,561	8,291
Bank owned life insurance income		1,381	1,186	2,755	2,563
Net securities gains (losses)		180	(69)	(632)	(12)
Other		5,456	4,239	10,983	7,824
Total noninterest income		35,011	34,241	70,434	68,062
Noninterest expense
Salaries and employee benefits		39,717	38,567	80,467	77,923
Occupancy		5,065	5,443	11,060	11,718
Data processing and communications		4,079	4,693	8,312	9,107
Professional fees and outside services		3,403	3,359	7,300	7,027
Equipment		4,779	4,518	9,421	9,275
Office supplies and postage		1,455	1,577	3,091	3,168
FDIC expense		993	949	1,304	1,966
Advertising		322	641	931	1,144
Amortization of intangible assets		883	893	1,717	1,861
Loan collection and other real estate owned, net		728	961	1,745	1,746
Other		3,916	4,630	10,873	9,756
Total noninterest expense		65,340	66,231	136,221	134,691
Income before income tax expense		31,277	39,360	43,360	76,605
Income tax expense		6,564	8,805	8,279	16,923
Net income		$ 24,713	$ 30,555	$ 35,081	$ 59,682
Earnings per share
Basic (in dollars per share)		$ 0.57	$ 0.70	$ 0.80	$ 1.36
Diluted (in dollars per share)		$ 0.56	$ 0.69	$ 0.80	$ 1.35
[1]	Beginning January 1, 2020, calculation is based on current expected loss methodology. Prior to January 1, 2020, calculation was based on incurred loss methodology.

Consolidated Statements of Comp

Consolidated Statements of Comprehensive Income (unaudited) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2020	Jun. 30, 2019	Jun. 30, 2020	Jun. 30, 2019
Consolidated Statements of Comprehensive Income (unaudited) [Abstract]
Net income	$ 24,713	$ 30,555	$ 35,081	$ 59,682
Securities available for sale:
Unrealized net holding gains arising during the period, gross	6,433	13,391	27,772	24,427
Tax effect	(1,608)	(3,348)	(6,943)	(6,107)
Unrealized net holding gains arising during the period, net	4,825	10,043	20,829	18,320
Reclassification adjustment for net (gains) losses in net income, gross	0	0	(3)	99
Tax effect	0	0	1	(25)
Reclassification adjustment for net (gains) losses in net income, net	0	0	(2)	74
Amortization of unrealized net gains for the reclassification of available for sale securities to held to maturity, gross	165	199	338	366
Tax effect	(42)	(50)	(85)	(92)
Amortization of unrealized net gains for the reclassification of available for sale securities to held to maturity, net	123	149	253	274
Total securities available for sale, net	4,948	10,192	21,080	18,668
Cash flow hedges:
Unrealized (losses) on derivatives (cash flow hedges), gross	(19)	(314)	(274)	(484)
Tax effect	5	78	69	121
Unrealized (losses) on derivatives (cash flow hedges), net	(14)	(236)	(205)	(363)
Reclassification of net unrealized losses (gains) on cash flow hedges to interest (income), gross	81	(738)	91	(1,537)
Tax effect	(20)	185	(23)	385
Reclassification of net unrealized losses (gains) on cash flow hedges to interest (income), net	61	(553)	68	(1,152)
Total cash flow hedges, net	47	(789)	(137)	(1,515)
Pension and other benefits:
Amortization of prior service cost and actuarial losses, gross	381	657	762	1,313
Tax effect	(96)	(164)	(191)	(328)
Amortization of prior service cost and actuarial losses, net	285	493	571	985
Total pension and other benefits, net	285	493	571	985
Total other comprehensive income	5,280	9,896	21,514	18,138
Comprehensive income	$ 29,993	$ 40,451	$ 56,595	$ 77,820

Consolidated Statements of Stoc

Consolidated Statements of Stockholders' Equity (unaudited) - USD ($) $ in Thousands	Common Stock [Member]	Additional Paid-in-Capital [Member]	Retained Earnings [Member]	Accumulated Other Comprehensive (Loss) Income [Member]	Common Stock in Treasury [Member]	Total	Cumulative Effect Adjustment for ASU Implementation [Member]Common Stock [Member]	Cumulative Effect Adjustment for ASU Implementation [Member]Additional Paid-in-Capital [Member]	Cumulative Effect Adjustment for ASU Implementation [Member]Retained Earnings [Member]	Cumulative Effect Adjustment for ASU Implementation [Member]Accumulated Other Comprehensive (Loss) Income [Member]	Cumulative Effect Adjustment for ASU Implementation [Member]Common Stock in Treasury [Member]	Cumulative Effect Adjustment for ASU Implementation [Member]
Balance at Dec. 31, 2018	$ 497	$ 575,466	$ 621,203	$ (43,174)	$ (136,083)	$ 1,017,909
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	0	0	59,682	0	0	59,682
Cash dividends	0	0	(22,778)	0	0	(22,778)
Net issuance of shares to employee and other stock plans	0	(2,812)	0	0	1,544	(1,268)
Stock-based compensation	0	3,140	0	0	0	3,140
Other comprehensive income	0	0	0	18,138	0	18,138
Balance at Jun. 30, 2019	497	575,794	658,107	(25,036)	(134,539)	1,074,823
Balance at Mar. 31, 2019	497	575,944	627,556	(34,932)	(135,010)	1,034,055
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	0	0	30,555	0	0	30,555
Cash dividends	0	0	(4)	0	0	(4)
Net issuance of shares to employee and other stock plans	0	(713)	0	0	471	(242)
Stock-based compensation	0	563	0	0	0	563
Other comprehensive income	0	0	0	9,896	0	9,896
Balance at Jun. 30, 2019	497	575,794	658,107	(25,036)	(134,539)	1,074,823
Balance at Dec. 31, 2019	497	576,708	696,214	(19,026)	(133,996)	1,120,397
Balance (ASU 2016-13 [Member]) at Dec. 31, 2019							$ 0	$ 0	$ (4,339)	$ 0	$ 0	$ (4,339)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	0	0	35,081	0	0	35,081
Cash dividends	0	0	(23,634)	0	0	(23,634)
Purchase of treasury shares	0	0	0	0	(7,980)	(7,980)
Net issuance of shares to employee and other stock plans	0	(2,820)	0	0	1,124	(1,696)
Stock-based compensation	0	3,309	0	0	0	3,309
Other comprehensive income	0	0	0	21,514	0	21,514
Balance at Jun. 30, 2020	497	577,197	703,322	2,488	(140,852)	1,142,652
Balance at Mar. 31, 2020	497	577,080	678,611	(2,792)	(141,217)	1,112,179
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	0	0	24,713	0	0	24,713
Cash dividends	0	0	(2)	0	0	(2)
Net issuance of shares to employee and other stock plans	0	(517)	0	0	365	(152)
Stock-based compensation	0	634	0	0	0	634
Other comprehensive income	0	0	0	5,280	0	5,280
Balance at Jun. 30, 2020	$ 497	$ 577,197	$ 703,322	$ 2,488	$ (140,852)	$ 1,142,652

Consolidated Statements of St_2

Consolidated Statements of Stockholders' Equity (unaudited) (Parenthetical) - $ / shares	3 Months Ended		6 Months Ended
	Jun. 30, 2020	Jun. 30, 2019	Jun. 30, 2020	Jun. 30, 2019
Consolidated Statements of Stockholders' Equity (unaudited) [Abstract]
Cash dividends - per share (in dollars per share)	$ 0	$ 0	$ 0.54	$ 0.52
Purchase of treasury shares (in shares)			263,507
Net issuance of shares to employee benefit plans and other stock plans (in shares)	20,905	29,525	75,246	96,445

Consolidated Statements of Cash

Consolidated Statements of Cash Flows (unaudited) - USD ($) $ in Thousands		6 Months Ended
		Jun. 30, 2020	Jun. 30, 2019
Operating activities
Net income		$ 35,081	$ 59,682
Adjustments to reconcile net income to net cash provided by operating activities
Provision for loan losses	[1]	48,480	13,084
Depreciation and amortization of premises and equipment		4,952	4,732
Net amortization on securities		1,596	1,619
Amortization of intangible assets		1,717	1,861
Amortization of operating lease right-of use assets		3,702	3,590
Excess tax benefit on stock-based compensation		(178)	(311)
Stock-based compensation expense		3,309	3,140
Bank owned life insurance income		(2,755)	(2,563)
Amortization of subordinated debt issuance costs		17	0
Proceeds from sale of loans held for sale		101,286	65,099
Originations of loans held for sale		(106,381)	(73,562)
Net gains on sale of loans held for sale		(829)	(256)
Net security losses		632	12
Net gains on sale of other real estate owned		(85)	(155)
Net change in other assets and other liabilities		(13,502)	(14,151)
Net cash provided by operating activities		77,042	61,821
Investing activities
Net cash used in acquisitions		(3,899)	0
Securities available for sale:
Proceeds from maturities, calls and principal paydowns		148,658	136,764
Proceeds from sales		0	26,203
Purchases		(255,143)	(120,812)
Securities held to maturity:
Proceeds from maturities, calls and principal paydowns		116,022	88,299
Proceeds from sales		996	0
Purchases		(86,209)	(49,482)
Equity securities:
Purchases		0	(34)
Other:
Net increase in loans		(502,382)	(89,334)
Proceeds from Federal Home Loan Bank stock redemption		48,672	98,869
Purchases of Federal Home Loan Bank stock		(36,588)	(91,636)
Proceeds from settlement of bank owned life insurance		527	0
Purchases of premises and equipment, net		(3,586)	(2,582)
Proceeds from sales of other real estate owned		777	739
Net cash used in investing activities		(572,155)	(3,006)
Financing activities
Net increase in deposits		1,228,071	225,495
Net decrease in short-term borrowings		(315,619)	(262,330)
Proceeds from issuance subordinated debt		100,000	0
Payment of subordinated debt issuance costs		(2,035)	0
Proceeds from issuance of long-term debt		0	10,598
Repayments of long-term debt		(57)	(55)
Proceeds from the issuance of shares to employee and other stock plans		184	172
Cash paid by employer for tax-withholdings on stock issuance		(1,168)	(1,440)
Purchase of treasury stock		(7,980)	0
Cash dividends		(23,634)	(22,778)
Net cash provided by (used in) financing activities		977,762	(50,338)
Net increase in cash and cash equivalents		482,649	8,477
Cash and cash equivalents at beginning of period		216,843	180,955
Cash and cash equivalents at end of period		699,492	189,432
Cash paid during the period for:
Interest expense		19,985	27,596
Income taxes paid, net of refund		4,157	13,074
Noncash investing activities:
Loans transferred to other real estate owned		1,017	346
Acquisitions
Fair value of assets acquired		$ 3,328	$ 0
[1]	Beginning January 1, 2020, calculation is based on current expected loss methodology. Prior to January 1, 2020, calculation was based on incurred loss methodology.

Description of Business

Description of Business	6 Months Ended
	Jun. 30, 2020
Description of Business [Abstract]
Description of Business	1. Description of Business NBT Bancorp Inc. (the “Company”) is a registered financial holding company incorporated in the state of Delaware in 1986, with its principal headquarters located in Norwich, New York. The principal assets of the Company consist of all of the outstanding shares of common stock of its subsidiaries, including: NBT Bank, National Association (the “Bank”), NBT Financial Services, Inc. (“NBT Financial”), NBT Holdings, Inc. (“NBT Holdings”), CNBF Capital Trust I, NBT Statutory Trust I, NBT Statutory Trust II, Alliance Financial Capital Trust I and Alliance Financial Capital Trust II (collectively, the “Trusts”). The Company’s principal sources of revenue are the management fees and dividends it receives from the Bank, NBT Financial and NBT Holdings. The Company’s business, primarily conducted through the Bank, consists of providing commercial banking, retail banking and wealth management services primarily to customers in its market area, which includes central and upstate New York, northeastern Pennsylvania, southern New Hampshire, western Massachusetts, Vermont, the southern coastal Maine area. and now entering Connecticut. The Company has been, and intends to continue to be, a community-oriented financial institution offering a variety of financial services. The Company’s business philosophy is to operate as a community bank with local decision-making, providing a broad array of banking and financial services to retail, commercial and municipal customers.

Summary of Significant Accounti

Summary of Significant Accounting Policies	6 Months Ended
	Jun. 30, 2020
Summary of Significant Accounting Policies [Abstract]
Summary of Significant Accounting Policies	2. Summary of Significant Accounting Policies Basis of Presentation The accompanying unaudited interim consolidated financial statements include the accounts of NBT Bancorp and its wholly-owned subsidiaries, the Bank, NBT Financial and NBT Holdings. Collectively, NBT Bancorp and its subsidiaries are referred to herein as (“the Company”). The interim data includes all adjustments, consisting only of normal recurring adjustments, necessary for a fair statement of the results for the interim periods in accordance with generally accepted accounting principles in the United States of America (“GAAP”). These unaudited interim consolidated financial statements should be read in conjunction with the audited consolidated financial statements and notes thereto included in the Company’s 2019 Annual Report on Form 10-K. The results of operations for the interim periods are not necessarily indicative of the results that may be expected for the full year or any other interim period. All material intercompany transactions have been eliminated in consolidation. Amounts previously reported in the consolidated financial statements are reclassified whenever necessary to conform to current period presentation. The Company has evaluated subsequent events for potential recognition and/or disclosure and there were none identified. Use of Estimates in the Preparation of Financial Statements The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts in the financial statements and accompanying notes. Actual results may differ from those estimates and such differences could be material to the financial statements. Allowance for Credit Losses – Loans Accounting Standards Update (“ASU”) 2016-13, Financial Instruments - Credit Losses (Topic 326): Measurement of Credit Losses on Financial Instruments Management estimates the allowance balance using relevant available information, from internal and external sources, related to past events, current conditions, and reasonable and supportable forecasts. Historical credit loss experience provides the basis for the estimation of expected credit losses. Company historical loss experience was supplemented with peer information when there was insufficient loss data for the Company. Peer selection was based on a review of institutions with comparable loss experience as well as loan yield, bank size, portfolio concentration and geography. Adjustments to historical loss information are made for differences in current loan-specific risk characteristics such as differences in underwriting standards, portfolio mix, delinquency level or term as well as changes in environmental conditions, such as changes in unemployment rates, production metrics, property values, or other relevant factors. Significant management judgment is required at each point in the measurement process. Portfolio segment is defined as the level at which an entity develops and documents a systematic methodology to determine its allowance for credit losses. Upon adoption of CECL, management revised the manner in which loans were pooled for similar risk characteristics. Management developed segments for estimating loss based on type of borrower and collateral which is generally based upon federal call report segmentation and have been combined or sub-segmented as needed to ensure loans of similar risk profiles are appropriately pooled. The following table illustrates the portfolio and class segments for the Company’s loan portfolio in 2020: Portfolio Segment Class Commercial Loans Commercial & Industrial Paycheck Protection Plan Commercial Real Estate Consumer Loans Auto Other Consumer Residential Loans Commercial Loans The Company offers a variety of commercial loan products. The Company’s underwriting analysis for commercial loans typically includes credit verification, independent appraisals, a review of the borrower’s financial condition and a detailed analysis of the borrower’s underlying cash flows. Commercial and Industrial (“C&I”) Paycheck Protection Program (“PPP”) Commercial Real Estate (“CRE”) nonowner- occupied properties Consumer Loans The Company offers a variety of Consumer loan products including Auto and Other Consumer loans. Auto three Other Consumer one Residential Residential loans consist primarily of loans secured by a first or second mortgage on primary residences, home equity loans and lines of credit in first and second lien positions and residential construction loans. We originate adjustable-rate and fixed rate, one-to-four-family residential loans for the construction or purchase of a residential property or the refinancing of a mortgage. These loans are collateralized by properties located in the Company’s market area. Loans on one-to-four-family residential are generally originated in amounts of no more than 85% of the purchase price or appraised value (whichever is lower) or have private mortgage insurance. Mortgage title insurance and hazard insurance are normally required. Construction loans have a unique risk because they are secured by an incomplete dwelling. This risk is reduced through periodic site inspections, including one at each loan draw period. For home equity loans, consumers are able to borrow up to 85% of the equity in their homes and are generally tied to Prime with a ten-year draw followed by a fifteen-year amortization. These loans carry a higher risk than first mortgage residential loans as they are often in a second position with respect to collateral. For the 2019 disclosures for the allowance for credit losses, the loan portfolio was segmented into the Commercial, Consumer and Residential Real Estate portfolio segments. The Commercial segment was further pooled into three classes: Commercial and Industrial, Commercial Real Estate and Business Banking. The Consumer segment was further pooled into three classes: Indirect Auto, Specialty Lending and Direct. For a description of these portfolio segments’ and classes’ risk characteristics, see Note 5 Allowance for Loan Losses and Credit Quality of Loans to the consolidated financial statements presented in our 2019 Annual Report on Form 10-K. Historical credit loss experience for both the Company and segment-specific peers provides the basis for the estimation of expected credit losses, where observed credit losses are converted to probability of default rate (“PD”) curves through the use of segment-specific loss given default (“LGD”) risk factors that convert default rates to loss severity based on industry-level, observed relationships between the two variables for each asset class, primarily due to the nature of the underlying collateral. These risk factors were assessed for reasonableness against the Company’s own loss experience and adjusted in certain cases when the relationship between the Company’s historical default and loss severity deviate from that of the wider industry. The historical PDR curves, together with corresponding economic conditions, establish a quantitative relationship between economic conditions and loan performance through an economic cycle. Using the historical relationship between economic conditions and loan performance, management’s expectation of future loan performance is incorporated using externally developed economic forecasts which are probabilistically weighted to reflect potential forecast inaccuracy and model limitations. These forecasts are applied over a period that management has determined to be reasonable and supportable. Beyond the period over which management can develop or source a reasonable and supportable forecast, the model will revert to long-term average economic conditions using a straight-line, time-based methodology. The allowance for credit losses is measured on a collective (pool) basis, with both a quantitative and qualitative analysis that is applied on a quarterly basis, when similar risk characteristics exist. The respective quantitative allowance for each segment is measured using an econometric, discounted PD/LGD modeling methodology in which distinct, segment-specific multi-variate regression models are applied to multiple, probabilistically weighted external economic forecasts. Under the discounted cash flows methodology, expected credit losses are estimated over the effective life of the loans by measuring the difference between the net present value of modeled cash flows and amortized cost basis. Contractual cash flows over the contractual life of the loans are the basis for modeled cash flows, adjusted for modeled defaults and expected prepayments and discounted at the loan-level stated interest rate. The contractual term excludes expected extensions, renewals, and modifications unless either of the following applies: management has a reasonable expectation at the reporting date that a troubled debt restructuring (“TDR”) will be executed with an individual borrower or the extension or renewal options are included in the original or modified contract at the reporting date and are not unconditionally cancellable by the Company. After quantitative considerations, management applies additional qualitative adjustments so that the allowance for credit loss is reflective of the estimate of lifetime losses that exist in the loan portfolio at the balance sheet date. Qualitative considerations include limitations inherent in the quantitative model; trends experienced in nonperforming and delinquent loans; changes in value of underlying collateral; changes in lending policies and procedures; nature and composition of loans; portfolio concentrations that may affect loss experience across one or more components of the portfolio; the experience, ability and depth of lending management and staff; the Company’s credit review system; and the effect of external factors; such as competition, legal and regulatory requirements. Loans that do not share risk characteristics and meet materiality criteria are evaluated on an individual basis and are excluded from the pooled evaluation. When management determines that foreclosure is probable, expected credit losses are based on the fair value of the collateral at the reporting date, adjusted for selling costs as appropriate. If the loan is not collateral dependent, the allowance for credit losses related to individually assessed loans is based on discounted expected cash flows using the loan’s initial effective interest rate. Generally, individually assessed loans are collateral dependent. A loan for which the terms have been modified resulting in a concession, and for which the borrower is experiencing financial difficulties is considered to be a TDR. The allowance for credit losses on a TDR is measured using the same method as all other loans held for investment, except that the original interest rate is used to discount the expected cash flows, not the rate specified within the restructuring. Allowance for Credit Losses on Off-Balance Sheet Credit Exposures The Company estimates expected credit losses over the contractual period in which the Company has exposure to credit risk via a contractual obligation to extend credit, unless that obligation is unconditionally cancellable by the Company. The allowance for credit losses on off-balance sheet credit exposures is adjusted as an expense in other noninterest expense. The estimate includes consideration of the likelihood that funding will occur and an estimate of expected credit losses on commitments expected to be funded over their estimated lives. Estimating credit losses on unfunded commitments requires the Bank to consider the following categories of off-balance sheet credit exposure: unfunded commitments to extend credit, unfunded lines of credit, and standby letters of credit. Each of these unfunded commitments is then analyzed for a probability of funding to calculate a probable funding amount. The life of loan loss factor by related portfolio segment from the loan allowance for credit loss calculation is then applied to the probable funding amount to calculate a reserve on unfunded commitments. Allowance for Credit Losses – Held-to-Maturity (“HTM”) Debt Securities The Company’s HTM debt securities are also required to utilize the CECL approach to estimate expected credit losses. Management measures expected credit losses on HTM debt securities on a collective basis by major security types that share similar risk characteristics, such as (as applicable): internal or external (third-party) credit score or credit ratings, risk ratings or classification, financial asset type, collateral type, size, effective interest rate, term, geographical location, industry of the borrower, vintage, historical or expected credit loss patterns, and reasonable and supportable forecast periods. Management classifies the HTM portfolio into the following major security types: U.S. government agency or U.S. government sponsored mortgage-backed and collateralized mortgage obligations securities, and state and municipal debt securities. The mortgage-backed and collateralized mortgage obligations HTM securities are issued by U.S. government entities and agencies. These securities are either explicitly or implicitly guaranteed by the U.S. government as to timely repayment of principal and interest, are highly rated by major rating agencies, and have a long history of no credit losses. Therefore, the Company did not record a credit loss for these securities. State and municipal bonds carry a Moody’s rating of A to AAA. In addition, the Company has a limited amount of New York state local municipal bonds that are not rated. The estimate of expected credit losses on the HTM portfolio is based on the expected cash flows of each individual CUSIP over its contractual life and considers historical credit loss information, current conditions and reasonable and supportable forecasts. Given the rarity of municipal defaults and losses, the Company utilized Moody’s Municipal Loss Forecast Model as the sole source of municipal default and loss rates which provides decades of data across all municipal sectors and geographies. As with the loan portfolio, cash flows are forecast over a 6-quarter period under various, weighted economic conditions, with a reversion to long-term average economic conditions over a 4-quarter period on a straight-line basis. Management may exercise discretion to make adjustments based on environmental factors. As of March 31, 2020 and June 30, 2020, the Company determined that the expected credit loss on its municipal bond portfolio was de minimis, and therefore, an allowance for credit losses was not recorded. Allowance for Credit Losses – Available-for Sales (“AFS”) Debt Securities The impairment model for AFS debt securities differs from the CECL approach utilized by HTM debt securities because AFS debt securities are measured at fair value rather than amortized cost. For AFS debt securities in an unrealized loss position, the Bank first assesses whether it intends to sell, or it is more likely than not that it will be required to sell the security before recovery of its amortized cost basis. If either of the criteria regarding intent or requirement to sell is met, the security’s amortized cost basis is written down to fair value through income. For debt securities AFS that do not meet the aforementioned criteria, in making this assessment, management considers the extent to which fair value is less than amortized cost, any changes to the rating of the security by a rating agency, adverse conditions specifically related to the security, failure of the issuer of the debt security to make scheduled interest or principal payments, among other factors. If this assessment indicates that a credit loss exists, the present value of cash flows expected to be collected from the security are compared to the amortized cost basis of the security. The cash flows should be estimated using information relevant to the collectability of the security, including information about past events, current conditions and reasonable and supportable forecasts. If the present value of cash flows expected to be collected is less than the amortized cost basis, a credit loss exists and an allowance for credit losses is recorded for the credit loss, limited by the amount that the fair value is less than the amortized cost basis. Any impairment that has not been recorded through an allowance for credit losses is recognized in other comprehensive income. Changes in the allowance for credit losses are recorded as provision for (or reversal of) credit loss expense. Losses are charged against the allowance when management believes the AFS security is uncollectible or when either of the criteria regarding intent or requirement to sell is met. As of March 31, 2020 and June 30, 2020, the Company determined that the unrealized loss positions in the AFS securities were not the result of credit losses, and therefore, an allowance for credit losses was not recorded. Accrued Interest Receivable Upon adoption of CECL on January 1, 2020, the Company made the following elections regarding accrued interest receivable: (1) presented accrued interest receivable balances separately within other assets balance sheet line item; (2) excluded interest receivable that is included in amortized cost of financing receivables from related disclosures requirements and (3) continued our policy to write off accrued interest receivable by reversing interest income. For loans, write off typically occurs upon becoming over 90 to 120 days past due and therefore the amount of such write offs are immaterial. For loans given short-term loan modifications to assist borrowers during the COVID-19 national emergency, this accounting policy would not apply as the length of time between interest recognition and the write-off of uncollectible interest could exceed days. Therefore, the Company estimated an allowance for credit losses for accrued interest receivable related to loans with short-term modifications due to the pandemic. Historically, the Company has not experienced uncollectible accrued interest receivable on investment securities.

Recent Accounting Pronouncement

Recent Accounting Pronouncements	6 Months Ended
	Jun. 30, 2020
Recent Accounting Pronouncements [Abstract]
Recent Accounting Pronouncements	3. Recent Accounting Pronouncements Recently Adopted Accounting Standards In June 2016, the FASB issued ASU 2016-13, Financial Instruments - Credit Losses (Topic 326): Measurement of Credit Losses on Financial Instruments The Company adopted CECL on January 1, 2020 (“Day 1”) using the modified retrospective method for all financial assets measured at amortized cost and off-balance-sheet credit exposures. Results for reporting periods beginning after January 1, 2020 are presented under ASC 326 while prior period amounts continue to be reported in accordance with previously applicable GAAP. The Company recorded a net decrease to retained earnings of $4.3 million as of January 1, 2020 for the cumulative effect of adopting ASC 326. The transition adjustment includes a $3.0 million impact due to the allowance for credit losses on loans, $2.8 million impact due to the allowance for credit losses on off-balance sheet credit exposure, and $1.5 million impact to the deferred tax asset. The Company did not record an allowance for HTM debt securities on January 1, 2020 as the amount of credit risk was deemed immaterial. The Company did not record an allowance for credit losses on its AFS debt securities under the newly codified AFS debt security impairment model, as the majority of these securities are government agency-backed securities for which the risk of loss is minimal. Refer to Note 4 Securities and Note 5 Allowance for Credit Losses and Credit Quality of Loans to the Company’s unaudited interim consolidated financial statements included in this Form 10-Q for more information. In December 2018, the Office of Comptroller of the Currency (“OCC”), the Board of Governors of the Federal Reserve System, and the Federal Deposit Insurance Corporation (“FDIC”) approved a final rule to address changes to credit loss accounting under GAAP, including banking organizations’ implementation of CECL. The final rule provides banking organizations the option to phase in over a three-year period the day-one adverse effects on regulatory capital that may result from the adoption of the new accounting standard. In March 2020, the OCC, the Board of Governors of the Federal Reserve System, and the FDIC announced an interim final rule to delay the estimated impact on regulatory capital stemming from the implementation of CECL. The interim final rule maintains the three-year transition option in the previous rule and provides banks the option to delay for two years an estimate of CECL’s effect on regulatory capital, relative to the incurred loss methodology’s effect on regulatory capital, followed by a three-year transition period (five-year transition option). The Company is adopting the capital transition relief over the permissible five-year period. On March 22, 2020, a statement was issued by the Company’s banking regulators and titled the “Interagency Statement on Loan Modifications and Reporting for Financial Institutions Working with Customers Affected by the Coronavirus” that encourages financial institutions to work prudently with borrowers who are or may be unable to meet their contractual payment obligations due to the effects of the recent coronavirus (“COVID-19”) pandemic. Additionally, Section 4013 of the Coronavirus Aid, Relief and Economic Security Act (“CARES Act”), which was enacted on March 27, 2020, further provides that a qualified loan modification is exempt by law from classification as a troubled debt restructuring as defined by GAAP from the period beginning March 1, 2020 until the earlier of December 31, 2020 or the date that is 60 days after the date on which the national emergency concerning the COVID-19 outbreak declared by the President of the United States under the National Emergencies Act (50 U.S.C. 1601 et seq.) terminates. Accordingly, the Company is offering short-term modifications made in response to COVID-19 to borrowers who are current and otherwise not past due. These include short-term, 180 days or less, modifications in the form of payment deferrals, fee waivers, extensions of repayment terms, or other delays in payment that are not material. As of June 30, 2020, there were $1.0 billion in loans in modification programs related to COVID-19. In August 2018, the FASB issued ASU 2018-13, Fair value Measurement (Topic 820) – Disclosure Framework – Changes to the Disclosure Requirements for Fair value Measurement In August 2018, the FASB issued ASU 2018-15, Intangibles – Goodwill and Other – Internal-Use Software (Subtopic 350-40) – Customer’s Accounting for Implementation Costs Incurred in a Cloud Computing Arrangement that is a Service Contract Accounting Standards Issued Not Yet Adopted In March 2020, the FASB issued ASU 2020-04, Reference Rate Reform (Topic 848): Facilitation of the Effects of Reference Rate Reform on Financial Reporting In December 2019, the FASB issued ASU 2019-12, Income Taxes (Topic 740): Simplifying the Accounting for Income Taxes In August 2018, the FASB issued ASU 2018-14, Compensation – Retirement Benefits – Defined Benefit Plans - General (Subtopic 715-20)

Securities

Securities	6 Months Ended
	Jun. 30, 2020
Securities [Abstract]
Securities	4. Securities The amortized cost, estimated fair value and unrealized gains (losses) of AFS securities are as follows: (In thousands) Amortized Cost Unrealized Gains Unrealized Losses Estimated Fair Value As of June 30, 2020 Federal agency $ 45,588 $ 39 $ 23 $ 45,604 State & municipal 2,529 160 - 2,689 Mortgage-backed: Government-sponsored enterprises 445,055 19,285 - 464,340 U.S. government agency securities 49,967 2,283 9 52,241 Collateralized mortgage obligations: Government-sponsored enterprises 382,562 8,340 4 390,898 U.S. government agency securities 138,187 4,352 5 142,534 Corporate 10,000 137 - 10,137 Total AFS securities $ 1,073,888 $ 34,596 $ 41 $ 1,108,443 As of December 31, 2019 Federal agency $ 34,998 $ 3 $ 243 $ 34,758 State & municipal 2,533 - 20 2,513 Mortgage-backed: Government-sponsored enterprises 453,614 4,982 239 458,357 U.S. government agency securities 44,758 667 156 45,269 Collateralized mortgage obligations: Government-sponsored enterprises 328,499 1,949 467 329,981 U.S. government agency securities 104,152 718 408 104,462 Total AFS securities $ 968,554 $ 8,319 $ 1,533 $ 975,340 There was no allowance for credit losses on AFS securities as of the quarter ending June 30, 2020. The components of net realized gains (losses) on the sale of AFS securities are as follows. These amounts were reclassified out of accumulated other comprehensive income (loss) (“AOCI”) and into earnings. There were sales of AFS securities during the three months ended June 30, 2020 and 2019. Six Months Ended June 30, (In thousands) 2020 2019 Gross realized gains $ 3 $ 53 Gross realized (losses) - (152 ) Net AFS realized gains (losses) $ 3 $ (99 ) Included in net gains (losses) on AFS securities, the Company recorded gains from calls of approximately $ thousand and $ thousand for the six months ended June 30, 2020 and 2019, respectively. There were recorded gains from calls on AFS securities included in net gains (losses) from sales transactions for the three months ended June 30, 2020 and 2019. The amortized cost, estimated fair value and unrealized gains (losses) of securities HTM are as follows: (In thousands) Amortized Cost Unrealized Gains Unrealized Losses Estimated Fair Value As of June 30, 2020 Mortgage-backed: Government-sponsored enterprises $ 144,556 $ 5,886 $ - $ 150,442 U.S. government agency securities 12,220 938 - 13,158 Collateralized mortgage obligations: Government-sponsored enterprises 145,235 5,445 - 150,680 U.S. government agency securities 105,862 5,447 - 111,309 State & municipal 191,291 6,152 10 197,433 Total HTM securities $ 599,164 $ 23,868 $ 10 $ 623,022 As of December 31, 2019 Mortgage-backed: Government-sponsored enterprises $ 149,448 $ 3,184 $ 155 $ 152,477 U.S. government agency securities 13,667 584 - 14,251 Collateralized mortgage obligations: Government-sponsored enterprises 189,402 2,165 368 191,199 U.S. government agency securities 110,498 3,256 100 113,654 State & municipal 167,059 2,628 6 169,681 Total HTM securities $ 630,074 $ 11,817 $ 629 $ 641,262 At June 30, 2020 and December 31, 2019, all of the mortgaged-backed HTM securities were comprised of U.S. government agency and Government-sponsored enterprises securities. There was no allowance for credit losses on HTM securities as of June 30, 2020. Included in net realized gains (losses), the Company recorded gains from calls on HTM securities of approximately $4 thousand for the three and six months ended June 30, 2020. There were no recorded gains from calls on HTM securities included in net realized gains (losses) for the three and six months ended June 30, 2019. During the three and six months ended June 30, 2020, the Company sold HTM securities with an amortized cost of $1.0 million and resulted in a realized loss of $1 thousand. Due to significant deterioration in the creditworthiness of the issuer of the HTM securities, the circumstances caused the Company to change its intent to hold the HTM securities sold to maturity, which did not affect the Company’s intent to hold the remainder of the HTM portfolio to maturity. There were no sales of HTM securities in the three and six month periods ended June 30, 2019 AFS and HTM securities with amortized costs totaling $1.3 billion at June 30, 2020 and December 31, 2019 were pledged to secure public deposits and for other purposes required or permitted by law. Additionally, at June 30, 2020 and December 31, 2019, AFS and HTM securities with an amortized cost of $249.8 million and $189.8 million, respectively, were pledged as collateral for securities sold under repurchase agreements. The following tables set forth information with regard to gains and losses on equity securities: Three Months Ended June 30, (In thousands) 2020 2019 Net gains and (losses) recognized on equity securities $ 177 $ (69 ) Less: Net gains and (losses) recognized during the period on equity securities sold during the period - - Unrealized gains and (losses) recognized on equity securities still held $ 177 $ (69 ) Six Months Ended June 30, (In thousands) 2020 2019 Net gains and (losses) recognized on equity securities $ (638 ) $ 87 Less: Net gains and (losses) recognized during the period on equity securities sold during the period - - Unrealized gains and (losses) recognized on equity securities still held $ (638 ) $ 87 As of June 30, 2020 and December 31, 2019, the carrying value of equity securities without readily determinable fair values was $4.0 million. The Company performed a qualitative assessment to determine whether the investments were impaired and identified no areas of concern as of June 30, 2020 and 2019. There were no impairments, downward or upward adjustments recognized for equity securities without readily determinable fair values during the three and six months ended June 30, 2020 and 2019. The following tables set forth information with regard to contractual maturities of debt securities at June 30, 2020: (In thousands) Amortized Cost Estimated Fair Value AFS debt securities: Within one year $ 1,137 $ 1,179 From one to five years 19,997 20,682 From five to ten years 201,736 208,054 After ten years 851,018 878,528 Total AFS debt securities $ 1,073,888 $ 1,108,443 HTM debt securities: Within one year $ 19,161 $ 19,190 From one to five years 59,201 60,404 From five to ten years 147,566 154,845 After ten years 373,236 388,583 Total HTM debt securities $ 599,164 $ 623,022 Maturities of mortgage-backed, collateralized mortgage obligations and asset-backed securities are stated based on their estimated average lives. Actual maturities may differ from estimated average lives or contractual maturities because, in certain cases, borrowers have the right to call or prepay obligations with or without call or prepayment penalties. Except for U.S. Government securities and Government-sponsored enterprises securities The following table sets forth information with regard to investment securities with unrealized losses, for which an allowance for credit losses has not been recorded at June 30, 2020, segregated according to the length of time the securities had been in a continuous unrealized loss position: Less Than 12 Months 12 Months or Longer Total (In thousands) Fair Value Unrealized Losses Number of Positions Fair Value Unrealized Losses Number of Positions Fair Value Unrealized Losses Number of Positions As of June 30, 2020 AFS securities: Federal agency $ 19,965 $ (23 ) 2 $ - $ - - $ 19,965 $ (23 ) 2 Mortgage-backed 46 - 2 779 (9 ) 2 825 (9 ) 4 Collateralized mortgage obligations 583 (5 ) 1 3,043 (4 ) 1 3,626 (9 ) 2 Total securities with unrealized losses $ 20,594 $ (28 ) 5 $ 3,822 $ (13 ) 3 $ 24,416 $ (41 ) 8 HTM securities: State & municipal $ 990 $ (10 ) 1 $ - $ - - $ 990 $ (10 ) 1 Total securities with unrealized losses $ 990 $ (10 ) 1 $ - $ - - $ 990 $ (10 ) 1 As of December 31, 2019 AFS securities: Federal agency $ 14,891 $ (109 ) 2 $ 9,866 $ (134 ) 1 $ 24,757 $ (243 ) 3 State & municipal 2,503 (20 ) 1 - - - 2,503 (20 ) 1 Mortgage-backed 67,986 (273 ) 21 37,745 (122 ) 16 105,731 (395 ) 37 Collateralized mortgage obligations 113,121 (316 ) 24 49,632 (559 ) 17 162,753 (875 ) 41 Total securities with unrealized losses $ 198,501 $ (718 ) 48 $ 97,243 $ (815 ) 34 $ 295,744 $ (1,533 ) 82 HTM securities: Mortgage-backed $ - $ - - $ 25,370 $ (155 ) 2 $ 25,370 $ (155 ) 2 Collateralized mortgage obligations 18,040 (181 ) 3 22,389 (287 ) 5 40,429 (468 ) 8 State & municipal 2,257 (6 ) 4 - - - 2,257 (6 ) 4 Total securities with unrealized losses $ 20,297 $ (187 ) 7 $ 47,759 $ (442 ) 7 $ 68,056 $ (629 ) 14 The Company does not believe the AFS securities that were in an unrealized loss position as of June 30, 2020, which consisted of 8 individual securities, represented a credit loss impairment. AFS debt securities in unrealized loss positions are evaluated for impairment related to credit losses at least quarterly. As of June 30, 2020, all of the AFS securities in an unrealized loss position consisted of debt securities issued by U.S. government agencies or U.S. government-sponsored enterprises that carry the explicit and/or implicit guarantee of the U.S. government, which are widely recognized as “risk-free” and have a long history of zero credit losses. Total gross unrealized losses were primarily attributable to changes in interest rates, relative to when the investment securities were purchased, and not due to the credit quality of the investment securities. The Company does not intend to sell, nor is it more likely than not that the Company will be required to sell the security before recovery of its amortized cost basis, which may be at maturity. The Company elected to exclude accrued interest receivable (“AIR”) from the amortized cost basis of debt securities disclosed throughout this footnote. AIR on AFS debt securities totaled $2.6 million at June 30, 2020 and is excluded from the estimate of credit losses and reported in the financial statement line for other assets. None of the bank’s HTM debt securities were past due or on non-accrual status as of the quarter ending June 30, 2020. There was no accrued interest reversed against interest income for the quarter ended June 30, 2020 as all securities remained on accrual status. In addition, there were no collateral dependent HTM debt securities as of June 30, 2020. 68% of the Company’s HTM debt securities are issued by U.S. government agencies or U.S. government-sponsored enterprises. These securities carry the explicit and/or implicit guarantee of the U.S. government, are widely recognized as “risk free,” and have a long history of zero credit loss. Therefore, the Company did not record an allowance for credit losses for these securities as of June 30, 2020. The remaining HTM debt securities at June 30, 2020 were comprised of state and municipal obligations with bond ratings of A to AAA. Utilizing the CECL approach, the Company determined that the expected credit loss on its HTM municipal bond portfolio was immaterial and therefore no allowance for credit loss was recorded as of June 30, 2020. AIR on HTM debt securities totaled $2.3 million at June 30, 2020 and is excluded from the estimate of credit losses and reported in the financial statement line for other assets.

Allowance for Credit Losses and

Allowance for Credit Losses and Credit Quality of Loans	6 Months Ended
	Jun. 30, 2020
Allowance for Credit Losses and Credit Quality of Loans [Abstract]
Allowance for Credit Losses and Credit Quality of Loans	5. Allowance for Credit Losses and Credit Quality of Loans As previously mentioned in Note 2 Summary of Significant Accounting Policies, the Company’s January 1, 2020 adoption of CECL resulted in a significant change to our methodology for estimating the allowance for credit losses since December 31, 2019. Portfolio segmentation has been redefined under CECL and therefore prior year tables are presented separately. The Day 1 increase in the allowance for credit loss on loans relating to adoption of ASU 2016-13 was $3.0 million, which decreased retained earnings by $2.3 million and increased the deferred tax asset by $0.7 million. There were no new loans purchased with credit deterioration during the months ended June The Company made a policy election to report AIR in the other assets line item on the balance sheet. AIR on loans totaled at June and was included in the allowance for loan credit losses to estimate the impact of accrued interest receivable related to loans with short-term modifications due to the pandemic as the length of time between interest recognition and the write-off of uncollectible interest could exceed days which exempts these loans from our policy election for accrued interest receivable. The estimated allowance for credit losses related to AIR at June was . The Day March and June allowance for credit losses calculations incorporated a -quarter forecast period to account for forecast economic conditions under each scenario utilized in the measurement. For periods beyond the -quarter forecast, the model reverted to long-term economic conditions over a -quarter reversion period on a straight-line basis. The quantitative model as of Day incorporated a baseline economic outlook sourced from a reputable -party that reflected economic conditions over the forecast period that were fairly consistent with current conditions at December Additionally, downside and upside scenarios were incorporated and weighted, along with the baseline outlook, to accommodate other potential economic conditions in the quantitative model. These scenarios and their respective weightings are evaluated at each measurement date and reflect management’s expectations as of Day The quantitative model as of March incorporated a baseline economic outlook sourced from a reputable -party that reflected continued economic deterioration, with unemployment peaking in the quarter of and remaining elevated well above the pre-COVID- pandemic levels into and a near-term negative GDP environment with a rebound beginning in the half of and stabilizing in A short-term reduction in prepayment and curtailment speeds was also applied to more reasonably model payment behavior during the COVID- national emergency. Additionally, downside and upside scenarios were incorporated and weighted, along with the baseline outlook, to accommodate other potential economic conditions in the quantitative model. These scenarios and their respective weightings are evaluated at each measurement date and reflect management’s expectations as of March Additional adjustments for COVID- related factors were not incorporated in the forecasts, such as the mitigating impact of unprecedented stimulus, including direct payments to individuals, increased unemployment benefits, deferral/modification initiatives and various government-sponsored loan programs. These factors were considered through a separate quantitative process and incorporated into the estimate for allowance for credit losses at March The quantitative model as of June incorporated a baseline economic outlook sourced from a reputable -party that reflected continued economic deterioration from the March forecasts, with unemployment peaking in the quarter of the measurement but sharply improving in the third quarter while remaining elevated well above the pre-COVID- pandemic levels for the entire forecast period and into ; GDP is forecast to rebound strongly in the third quarter followed by moderately negative growth in the fourth quarter with increasing growth through and stabilization in A short-term reduction in prepayment and curtailment speeds was also applied to more reasonably model payment behavior during the COVID- national emergency. Additionally, downside and upside scenarios were incorporated and weighted, along with the baseline outlook, to accommodate other potential economic conditions in the quantitative model. These scenarios and their respective weightings are evaluated at each measurement date and reflect management’s expectations as of June Additional adjustments for COVID- related factors were not incorporated in the forecasts, such as the mitigating impact of unprecedented stimulus, including direct payments to individuals, increased unemployment benefits, deferral/modification initiatives and various government-sponsored loan programs. The commercial & industrial and consumer segment models were based upon change in unemployment, with forecast values as of June well outside the observed historical experience. Therefore, adjustment was required to produce outputs more aligned with default expectations given the forecast economic environment. These factors were considered through a separate quantitative process and incorporated into the estimate for allowance for credit losses at June The following tables present the activity in the allowance for credit losses by portfolio segment (In thousands) Commercial Loans Consumer Loans Residential Total Balance as of March 31, 2020 $ 42,212 $ 37,546 $ 20,242 $ 100,000 Charge-offs (709 ) (6,178 ) (490 ) (7,377 ) Recoveries 113 1,810 114 2,037 Provision 8,770 6,916 3,154 18,840 Ending Balance as of June 30, 2020 $ 50,386 $ 40,094 $ 23,020 $ 113,500 (In thousands) Commercial Loans Consumer Loans Residential Total Balance as of January 1, 2020 (after adoption of ASC 326) $ 27,156 $ 32,122 $ 16,721 $ 75,999 Charge-offs (1,729 ) (13,069 ) (805 ) (15,603 ) Recoveries 341 4,045 238 4,624 Provision 24,618 16,996 6,866 48,480 Ending Balance as of June 30, 2020 $ 50,386 $ 40,094 $ 23,020 $ 113,500 The increase in the allowance for credit losses from Day 1 to March 31, 2020 and June 30, 2020 was primarily due to macroeconomic factors surrounding the COVID-19 pandemic. Individually Evaluated Loans As of June there were relationships identified to be evaluated for loss on an individual basis. As of March only relationship was identified to be evaluated for loss on an individual basis which had an amortized cost basis of $ million. This loan’s allowance for credit loss was $ million and was determined by an estimate of the fair value of the collateral which consisted of business assets (accounts receivable, inventory and machinery and equipment). As of Day there were no relationships identified to be evaluated for loss on an individual basis. The following table sets forth information with regard to past due and nonperforming loans by loan segment: (In thousands) 31-60 Days Past Due Accruing 61-90 Days Past Due Accruing Greater Than 90 Days Past Due Accruing Total Past Due Accruing Nonaccrual Current Recorded Total Loans As of June 30, 2020 Commercial Loans: Commercial & Industrial $ 550 $ 39 $ 90 $ 679 $ 2,992 $ 1,125,180 $ 1,128,851 Commercial Real Estate 371 1,197 - 1,568 8,550 2,325,876 2,335,994 Paycheck Protection Plan - - - - - 510,097 510,097 Total Commercial Loans $ 921 $ 1,236 $ 90 $ 2,247 $ 11,542 $ 3,961,153 $ 3,974,942 Consumer Loans: Auto $ 6,012 $ 1,418 $ 673 $ 8,103 $ 2,452 $ 1,038,232 $ 1,048,787 Other Consumer 3,310 1,546 1,042 5,898 243 586,108 592,249 Total Consumer Loans $ 9,322 $ 2,964 $ 1,715 $ 14,001 $ 2,695 $ 1,624,340 $ 1,641,036 Residential $ 4,688 $ 1,238 $ 252 $ 6,178 $ 11,330 $ 1,994,505 $ 2,012,013 Total Loans $ 14,931 $ 5,438 $ 2,057 $ 22,426 $ 25,567 $ 7,579,998 $ 7,627,991 As of June 30, 2020, there were no loans in non-accrual without an allowance for credit losses. Credit Quality Indicators The Company has developed an internal loan grading system to evaluate and quantify the Company’s loan portfolio with respect to quality and risk. The system focuses on, among other things, financial strength of borrowers, experience and depth of borrower’s management, primary and secondary sources of repayment, payment history, nature of the business and outlook on particular industries. The internal grading system enables the Company to monitor the quality of the entire loan portfolio on a consistent basis and provide management with an early warning system, enabling recognition and response to problem loans and potential problem loans. Commercial Grading System For C&I, PPP and CRE loans, the Company uses a grading system that relies on quantifiable and measurable characteristics when available. This includes comparison of financial strength to available industry averages, comparison of transaction factors (loan terms and conditions) to loan policy and comparison of credit history to stated repayment terms and industry averages. Some grading factors are necessarily more subjective such as economic and industry factors, regulatory environment and management. C&I and CRE loans are graded Doubtful, Substandard, Special Mention and Pass. The increase in non-pass credits from December 31, 2019 was primarily due to the Company’s proactive approach to downgrade loans that were both in payment deferral due to the COVID-19 pandemic and in higher risk industries such as entertainment, restaurants, retail, healthcare and accommodations. Doubtful A Doubtful loan has a high probability of total or substantial loss, but because of specific pending events that may strengthen the asset, its classification as a loss is deferred. Doubtful borrowers are usually in default, lack adequate liquidity or capital and lack the resources necessary to remain an operating entity. Pending events can include mergers, acquisitions, liquidations, capital injections, the perfection of liens on additional collateral, the valuation of collateral and refinancing. Generally, pending events should be resolved within a relatively short period and the ratings will be adjusted based on the new information. Nonaccrual treatment is required for Doubtful assets because of the high probability of loss. Substandard Substandard loans have a high probability of payment default or they have other well-defined weaknesses. They require more intensive supervision by bank management. Substandard loans are generally characterized by current or expected unprofitable operations, inadequate debt service coverage, inadequate liquidity or marginal capitalization. Repayment may depend on collateral or other credit risk mitigants. For some Substandard loans, the likelihood of full collection of interest and principal may be in doubt and those loans should be placed on nonaccrual. Although Substandard assets in the aggregate will have a distinct potential for loss, an individual asset’s loss potential does not have to be distinct for the asset to be rated Substandard. Special Mention Special Mention loans have potential weaknesses that may, if not checked or corrected, weaken the asset or inadequately protect the Company’s position at some future date. These loans pose elevated risk, but their weakness does not yet justify a Substandard classification. Borrowers may be experiencing adverse operating trends (i.e., declining revenues or margins) or may be struggling with an ill-proportioned balance sheet (i.e., increasing inventory without an increase in sales, high leverage, tight liquidity). Adverse economic or market conditions, such as interest rate increases or the entry of a new competitor, may also support a Special Mention rating. Although a Special Mention loan has a higher probability of default than a Pass asset, its default is not imminent. Pass Loans graded as Pass encompass all loans not graded as Doubtful, Substandard or Special Mention. Pass loans are in compliance with loan covenants and payments are generally made as agreed. Pass loans range from superior quality to fair quality. Pass loans also include any portion of a government guaranteed loan, including PPP loans. Consumer and Residential Grading System Consumer and Residential loans are graded as either Nonperforming or Performing. Nonperforming Nonperforming loans are loans that are 1) over 90 days past due and interest is still accruing or 2) on nonaccrual status. Performing All loans not meeting any of the above criteria are considered Performing. The following tables illustrate the Company’s credit quality by loan class by vintage: (In thousands) 2020 2019 2018 2017 2016 Prior Revolving Loans Amortized Cost Basis Revolving Loans Converted to Term Total Commercial & Industrial By Internally Assigned Grade: Pass $ 188,416 $ 215,181 $ 109,174 $ 61,336 $ 46,937 $ 42,658 $ 361,229 $ 976 $ 1,025,907 Special Mention 700 16,231 7,001 5,833 4,111 3,923 30,708 - 68,507 Substandard 1,186 3,574 9,791 3,336 1,147 6,468 8,715 1 34,218 Doubtful - - - 219 - - - - 219 Total Commercial & Industrial $ 190,302 $ 234,986 $ 125,966 $ 70,724 $ 52,195 $ 53,049 $ 400,652 $ 977 $ 1,128,851 Commercial Real Estate By Internally Assigned Grade: Pass $ 241,844 $ 395,753 $ 263,881 $ 320,976 $ 225,572 $ 452,302 $ 82,421 $ 703 $ 1,983,452 Special Mention 3,221 45,851 38,192 57,295 41,079 65,378 10,713 - 261,729 Substandard 196 4,528 6,197 3,976 4,597 60,062 11,257 - 90,813 Total Commercial Real Estate $ 245,261 $ 446,132 $ 308,270 $ 382,247 $ 271,248 $ 577,742 $ 104,391 $ 703 $ 2,335,994 Paycheck Protection Plan By Internally Assigned Grade: Pass $ 510,097 $ - $ - $ - $ - $ - $ - $ - $ 510,097 Total Paycheck Protection Plan $ 510,097 $ - $ - $ - $ - $ - $ - $ - $ 510,097 Auto By Payment Activity: Performing $ 134,078 $ 381,783 $ 261,558 $ 164,661 $ 73,374 $ 30,184 $ 24 $ - $ 1,045,662 Nonperforming 69 872 1,169 576 439 - - - 3,125 Total Auto $ 134,147 $ 382,655 $ 262,727 $ 165,237 $ 73,813 $ 30,184 $ 24 $ - $ 1,048,787 Other Consumer By Payment Activity: Performing $ 107,544 $ 196,607 $ 153,420 $ 70,130 $ 21,537 $ 22,642 $ 19,065 $ 18 $ 590,963 Nonperforming 148 231 330 263 178 124 12 - 1,286 Total Other Consumer $ 107,692 $ 196,838 $ 153,750 $ 70,393 $ 21,715 $ 22,766 $ 19,077 $ 18 $ 592,249 Residential By Payment Activity: Performing $ 109,485 $ 229,947 $ 235,193 $ 198,283 $ 179,197 $ 766,771 $ 266,042 $ 15,514 $ 2,000,432 Nonperforming 34 485 651 1,365 351 8,695 - - 11,581 Total Residential $ 109,519 $ 230,432 $ 235,844 $ 199,648 $ 179,548 $ 775,466 $ 266,042 $ 15,514 $ 2,012,013 Total Loans $ 1,297,018 $ 1,491,043 $ 1,086,557 $ 888,249 $ 598,519 $ 1,459,207 $ 790,186 $ 17,212 $ 7,627,991 Troubled Debt Restructuring When the Company modifies a loan in a troubled debt restructuring, such modifications generally include one or a combination of the following: an extension of the maturity date at a stated rate of interest lower than the current market rate for new debt with similar risk; temporary reduction in the interest rate; or change in scheduled payment amount. Residential and Consumer TDRs occurring during 2020 were due to the reduction in the interest rate or extension of the term. An allowance for impaired commercial and consumer loans that have been modified in a TDR is measured based on the present value of the expected future cash flows, discounted at the contractual interest rate of the original loan agreement, except when the sole (remaining) source of repayment for the loan is the operation or liquidation of the collateral. In these cases, management uses the current fair value of the collateral, less selling costs. If management determines that the value of the modified loan is less than the recorded investment in the loan an impairment charge would be recorded. The Company began offering short-term loan modifications to assist borrowers during the COVID-19 national emergency. The CARES Act, along with a joint agency statement issued by banking regulatory agencies, provides that short-term modifications made in response to COVID-19 do not need to be accounted for as a TDR. The Company evaluated the short-term modification programs provided to its borrowers and has concluded the modifications were generally made to borrowers who were in good standing prior to the COVID-19 pandemic and the modifications were temporary and minor in nature and therefore do not qualify for designation as TDRs. The following tables illustrate the recorded investment and number of modifications designated as TDRs, including the recorded investment in the loans prior to a modification and the recorded investment in the loans after restructuring: Three Months Ended June 30, 2020 Six Months Ended June 30, 2020 (Dollars in thousands) Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment Consumer Loans: Auto - $ - $ - 1 $ 44 $ 44 Total Consumer Loans - $ - $ - 1 $ 44 $ 44 Residential 7 $ 269 $ 294 14 $ 960 $ 1,029 Total Troubled Debt Restructurings 7 $ 269 $ 294 15 $ 1,004 $ 1,073 The following table illustrates the recorded investment and number of modifications for TDRs where a concession has been made and subsequently defaulted during the period: Three Months Ended June 30, 2020 Six Months Ended June 30, 2020 (Dollars in thousands) Number of Contracts Recorded Investment Number of Contracts Recorded Investment Commercial Loans: Commercial & Industrial - $ - 1 $ 387 Commercial Real Estate 1 168 1 168 Total Commercial Loans 1 $ 168 2 $ 555 Residential 26 $ 1,505 38 $ 2,192 Total Troubled Debt Restructurings 27 $ 1,673 40 $ 2,747 Allowance for Loan Losses Prior to the adoption of ASU 2016-13 on January 1, 2020, the Company’s calculated allowance for loan losses used the incurred loss methodology. The following tables are disclosures related to the allowance for loan losses in prior periods. The following table illustrates the changes in the allowance for loan losses by our portfolio segments: (In thousands) Commercial Loans Consumer Loans Residential Real Estate Total Balance as of March 31, 2019 $ 32,159 $ 36,804 $ 2,442 $ 71,405 Charge-offs (1,171 ) (6,927 ) (334 ) (8,432 ) Recoveries 118 1,742 55 1,915 Provision 2,046 4,915 316 7,277 Ending Balance as of June 30, 2019 $ 33,152 $ 36,534 $ 2,479 $ 72,165 (In thousands) Commercial Loans Consumer Loans Residential Real Estate Total Balance as of December 31, 2018 $ 32,759 $ 37,178 $ 2,568 $ 72,505 Charge-offs (1,918 ) (14,360 ) (608 ) (16,886 ) Recoveries 212 3,141 109 3,462 Provision 2,099 10,575 410 13,084 Ending Balance as of June 30, 2019 $ 33,152 $ 36,534 $ 2,479 $ 72,165 The following table illustrates the allowance for loan losses and the recorded investment by portfolio segments: (In thousands) Commercial Loans Consumer Loans Residential Real Estate Total As of December 31, 2019 Allowance for loan losses $ 34,525 $ 35,647 $ 2,793 $ 72,965 Allowance for loans individually evaluated for impairment - - - - Allowance for loans collectively evaluated for impairment $ 34,525 $ 35,647 $ 2,793 $ 72,965 Ending balance of loans $ 3,444,266 $ 2,246,676 $ 1,445,156 $ 7,136,098 Ending balance of originated loans individually evaluated for impairment 3,488 7,044 7,721 18,253 Ending balance of acquired loans collectively evaluated for impairment 115,266 23,733 125,879 264,878 Ending balance of originated loans collectively evaluated for impairment $ 3,325,512 $ 2,215,899 $ 1,311,556 $ 6,852,967 The following tables set forth information with regard to past due and nonperforming loans by loan class: (In thousands) 31-60 Days Past Due Accruing 61-90 Days Past Due Accruing Greater Than 90 Days Past Due Accruing Total Past Due Accruing Nonaccrual Current Recorded Total Loans As of December 31, 2019 Originated Commercial Loans: C&I $ 1,227 $ - $ - $ 1,227 $ 1,177 $ 838,502 $ 840,906 CRE 3,576 - - 3,576 4,847 1,941,143 1,949,566 Business Banking 794 162 - 956 7,035 530,537 538,528 Total Commercial Loans $ 5,597 $ 162 $ - $ 5,759 $ 13,059 $ 3,310,182 $ 3,329,000 Consumer Loans: Indirect Auto $ 11,860 $ 2,108 $ 1,005 $ 14,973 $ 2,175 $ 1,176,487 $ 1,193,635 Specialty Lending 3,153 2,087 1,307 6,547 - 535,516 542,063 Direct 2,564 564 478 3,606 2,475 481,164 487,245 Total Consumer Loans $ 17,577 $ 4,759 $ 2,790 $ 25,126 $ 4,650 $ 2,193,167 $ 2,222,943 Residential Real Estate $ 1,179 $ 190 $ 663 $ 2,032 $ 5,872 $ 1,311,373 $ 1,319,277 Total Originated Loans $ 24,353 $ 5,111 $ 3,453 $ 32,917 $ 23,581 $ 6,814,722 $ 6,871,220 Acquired Commercial Loans: C&I $ 149 $ - $ - $ 149 $ - $ 19,215 $ 19,364 CRE - - - - - 60,937 60,937 Business Banking 397 287 - 684 382 33,899 34,965 Total Commercial Loans $ 546 $ 287 $ - $ 833 $ 382 $ 114,051 $ 115,266 Consumer Loans: Direct $ 136 $ 58 $ - $ 194 $ 105 $ 23,434 $ 23,733 Total Consumer Loans $ 136 $ 58 $ - $ 194 $ 105 $ 23,434 $ 23,733 Residential Real Estate $ 575 $ 20 $ 264 $ 859 $ 1,106 $ 123,914 $ 125,879 Total Acquired Loans $ 1,257 $ 365 $ 264 $ 1,886 $ 1,593 $ 261,399 $ 264,878 Total Loans $ 25,610 $ 5,476 $ 3,717 $ 34,803 $ 25,174 $ 7,076,121 $ 7,136,098 The following table provides information on impaired loans specifically evaluated for impairment: December 31, 2019 (In thousands) Recorded Investment Balance (Book) Unpaid Principal Balance (Legal) Related Allowance Originated With no related allowance recorded: Commercial Loans: C&I $ 76 $ 302 $ CRE 2,410 2,437 Business Banking 1,002 1,443 Total Commercial Loans $ 3,488 $ 4,182 Consumer Loans: Indirect Auto $ 154 $ 242 Direct 6,862 8,335 Specialty Lending 28 28 Total Consumer Loans $ 7,044 $ 8,605 Residential Real Estate $ 7,721 $ 9,754 Total $ 18,253 $ 22,541 Total Loans $ 18,253 $ 22,541 $ - The following table summarizes the average recorded investments on loans specifically evaluated for impairment and the interest income recognized: Three Months Ended Six Months Ended June 30, 2019 June 30, 2019 (In thousands) Average Recorded Investment Interest Income Recognized Average Recorded Investment Interest Income Recognized Originated Commercial Loans: C&I $ 326 $ - $ 383 $ 1 CRE 4,212 31 4,248 61 Business Banking 1,090 5 1,159 11 Total Commercial Loans $ 5,628 $ 36 $ 5,790 $ 73 Consumer Loans: Indirect Auto $ 221 $ 4 $ 198 $ 6 Direct 7,553 98 7,636 196 Total Consumer Loans $ 7,774 $ 102 $ 7,834 $ 202 Residential Real Estate $ 7,455 $ 82 $ 7,323 $ 159 Total Originated $ 20,857 $ 220 $ 20,947 $ 434 Total Loans $ 20,857 $ 220 $ 20,947 $ 434 The following tables illustrate the Company’s credit quality by loan class: (In thousands) As of December 31, 2019 Originated Commercial Credit Exposure By Internally Assigned Grade: C&I CRE Total Pass $ 782,763 $ 1,868,678 $ 2,651,441 Special Mention 28,380 30,519 58,899 Substandard 29,257 50,369 79,626 Doubtful 506 - 506 Total $ 840,906 $ 1,949,566 $ 2,790,472 Business Banking Credit Exposure By Internally Assigned Grade: Business Banking Total Non-classified $ 524,725 $ 524,725 Classified 13,803 13,803 Total $ 538,528 $ 538,528 Consumer Credit Exposure By Payment Activity: Indirect Auto Specialty Lending Direct Total Performing $ 1,190,455 $ 540,756 $ 484,292 $ 2,215,503 Nonperforming 3,180 1,307 2,953 7,440 Total $ 1,193,635 $ 542,063 $ 487,245 $ 2,222,943 Residential Real Estate Credit Exposure By Payment Activity: Residential Real Estate Total Performing $ 1,312,742 $ 1,312,742 Nonperforming 6,535 6,535 Total $ 1,319,277 $ 1,319,277 Acquired Commercial Credit Exposure By Internally Assigned Grade: C&I CRE Total Pass $ 17,801 $ 60,545 $ 78,346 Special Mention 1,269 - 1,269 Substandard 294 392 686 Total $ 19,364 $ 60,937 $ 80,301 Business Banking Credit Exposure By Internally Assigned Grade: Business Banking Total Non-classified $ 32,030 $ 32,030 Classified 2,935 2,935 Total $ 34,965 $ 34,965 Consumer Credit Exposure By Payment Activity: Direct Total Performing $ 23,628 $ 23,628 Nonperforming 105 105 Total $ 23,733 $ 23,733 Residential Real Estate Credit Exposure By Payment Activity: Residential Real Estate Total Performing $ 124,509 $ 124,509 Nonperforming 1,370 1,370 Total $ 125,879 125,879 The following table illustrates the recorded investment and number of modifications for modified loans, including the recorded investment in the loans prior to a modification and the recorded investment in the loans after restructuring: Three Months Ended June 30, 2019 Six Months Ended June 30, 2019 (Dollars in thousands) Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment Commercial Loans: C&I - $ - $ - 1 $ 65 $ 65 Business Banking - - - 2 388 388 Total Commercial Loans - $ - $ - 3 $ 453 $ 453 Consumer Loans: Indirect Auto 4 $ 60 $ 60 9 $ 134 $ 134 Direct 2 68 77 8 388 398 Total Consumer Loans 6 $ 128 $ 137 17 $ 522 $ 532 Residential Real Estate 2 $ 369 $ 381 8 $ 757 $ 786 Total Troubled Debt Restructurings 8 $ 497 $ 518 28 $ 1,732 $ 1,771 The following table illustrates the recorded investment and number of modifications for TDRs where a concession has been made and subsequently defaulted during the period: Three Months Ended June 30, 2019 Six Months Ended June 30, 2019 (Dollars in thousands) Number of Contracts Recorded Investment Number of Contracts Recorded Investment Consumer Loans: Indirect Auto - $ - 2 $ 17 Direct 14 496 19 958 Total Consumer Loans 14 $ 496 21 $ 975 Residential Real Estate 8 $ 429 13 $ 644 Total Troubled Debt Restructurings 22 $ 925 34 $ 1,619

Subordinated Debt

Subordinated Debt	6 Months Ended
	Jun. 30, 2020
Subordinated Debt [Abstract]
Subordinated Debt	6. Subordinated Debt On June 23, 2020, the Company issued $100.0 million aggregate principal amount of 5.00% fixed-to-floating rate subordinated notes due 2030 semi-annually Secured Overnight Financing Rate (“SOFR”) The Company may redeem the subordinated notes (i) in whole or in part beginning with the interest payment date of July 1, 2025 The following table summarizes the Company’s subordinated debt: (Dollars in thousands) June 30, 2020 Subordinated notes issued June 2020 – fixed interest rate of 5.00% through June 2025 July 1, 2030 $ 100,000 Unamortized debt issuance costs (2,018 ) Total subordinated debt, net $ 97,982

Defined Benefit Post-Retirement

Defined Benefit Post-Retirement Plans	6 Months Ended
	Jun. 30, 2020
Defined Benefit Post-Retirement Plans [Abstract]
Defined Benefit Post-Retirement Plans	7. Defined Benefit Post-Retirement Plans The Company has a qualified, noncontributory, defined benefit pension plan (“the Plan”) covering substantially all of its employees at June 30, 2020. Benefits paid from the plan are based on age, years of service, compensation, social security benefits and are determined in accordance with defined formulas. The Company’s policy is to fund the Plan in accordance with Employee Retirement Income Security Act of 1974 standards. Assets of the Plan are invested in publicly traded stocks and mutual funds. In addition to the Plan, the Company provides supplemental employee retirement plans to certain current and former executives. The Company also assumed supplemental retirement plans for former executives of Alliance Financial Corporation (“Alliance”) when the Company acquired Alliance. These supplemental employee retirement plans and the Plan are collectively referred to herein as “Pension Benefits”. In addition, the Company provides certain health care benefits for retired employees. Benefits were accrued over the employees’ active service period. Only employees that were employed by the Company on or before January 1, 2000 are eligible to receive post-retirement health care benefits. In addition, the Company assumed post-retirement medical life insurance benefits for certain Alliance employees, retirees and their spouses, if applicable, in the Alliance acquisition. These post-retirement benefits are referred to herein as “Other Benefits”. The Company made no voluntary contributions to the pension and other benefits plans during the three and six months ended June 30, 2020 and 2019. The components of expense for Pension Benefits and Other Benefits are set forth below: Pension Benefits Other Benefits Three Months Ended June 30, Three Months Ended June 30, (In thousands) 2020 2019 2020 2019 Components of net periodic (benefit) cost: Service cost $ 446 $ 435 $ 2 $ 2 Interest cost 809 981 55 81 Expected return on plan assets (2,105 ) (1,873 ) - - Net amortization 368 639 13 18 Total net periodic (benefit) cost $ (482 ) $ 182 $ 70 $ 101 Pension Benefits Other Benefits Six Months Ended June 30, Six Months Ended June 30, (In thousands) 2020 2019 2020 2019 Components of net periodic (benefit) cost: Service cost $ 892 $ 870 $ 4 $ 4 Interest cost 1,618 1,962 110 162 Expected return on plan assets (4,210 ) (3,746 ) - - Net amortization 736 1,278 26 35 Total net periodic (benefit) cost $ (964 ) $ 364 $ 140 $ 201 The service cost component of the net periodic (benefit) cost is included in Salaries and Employee Benefits and the interest cost, expected return on plan assets and net amortization components are included in Other Noninterest Expense on the unaudited interim consolidated statements of income.

Earnings Per Share

Earnings Per Share	6 Months Ended
	Jun. 30, 2020
Earnings Per Share [Abstract]
Earnings Per Share	8. Earnings Per Share Basic earnings per share (“EPS”) excludes dilution and is computed by dividing income available to common stockholders by the weighted average number of common shares outstanding for the period. Diluted EPS reflects the potential dilution that could occur if the securities or other contracts to issue common stock were exercised or converted into common stock or resulted in the issuance of common stock that then shared in the earnings of the entity (such as the Company’s dilutive stock options and restricted stock units). The following is a reconciliation of basic and diluted EPS for the periods presented in the unaudited interim consolidated statements of income: Three Months Ended June 30, (In thousands, except per share data) 2020 2019 Basic EPS: Weighted average common shares outstanding 43,637 43,809 Net income available to common stockholders $ 24,713 $ 30,555 Basic EPS $ 0.57 $ 0.70 Diluted EPS: Weighted average common shares outstanding 43,637 43,809 Dilutive effect of common stock options and restricted stock 291 311 Weighted average common shares and common share equivalents 43,928 44,120 Net income available to common stockholders $ 24,713 $ 30,555 Diluted EPS $ 0.56 $ 0.69 Six Months Ended June 30, (In thousands, except per share data) 2020 2019 Basic EPS: Weighted average common shares outstanding 43,735 43,797 Net income available to common stockholders $ 35,081 $ 59,682 Basic EPS $ 0.80 $ 1.36 Diluted EPS: Weighted average common shares outstanding 43,735 43,797 Dilutive effect of common stock options and restricted stock 291 300 Weighted average common shares and common share equivalents 44,026 44,097 Net income available to common stockholders $ 35,081 $ 59,682 Diluted EPS $ 0.80 $ 1.35 There were 3,250 stock options for the three and six months ended June 30, 2020 There were stock options for the three and six months ended June 30, 2019, that were not considered in the calculation of diluted EPS since the stock options’ exercise price was greater than the average market price during these periods.

Reclassification Adjustments Ou

Reclassification Adjustments Out of Other Comprehensive Income (Loss)	6 Months Ended
	Jun. 30, 2020
Reclassification Adjustments Out of Other Comprehensive Income (Loss) [Abstract]
Reclassification Adjustments Out of Other Comprehensive Income (Loss)	9. Reclassification Adjustments Out of Other Comprehensive Income (Loss) The following table summarizes the reclassification adjustments out of AOCI: Detail About AOCI Components Amount Reclassified From AOCI Affected Line Item in the Consolidated Statement of Comprehensive Income (Loss) Three Months Ended (In thousands) June 30, 2020 June 30, 2019 AFS securities: Amortization of unrealized gains related to securities transfer $ 165 $ 199 Interest income Tax effect $ (42 ) $ (50 ) Income tax (benefit) Net of tax $ 123 $ 149 Cash flow hedges: Net unrealized losses (gains) on cash flow hedges reclassified to interest expense $ 81 $ (738 ) Interest expense Tax effect $ (20 ) $ 185 Income tax (benefit) expense Net of tax $ 61 $ (553 ) Pension and other benefits: Amortization of net losses $ 358 $ 633 Other noninterest expense Amortization of prior service costs 23 24 Other noninterest expense Tax effect $ (96 ) $ (164 ) Income tax (benefit) Net of tax $ 285 $ 493 Total reclassifications, net of tax $ 469 $ 89 Detail About AOCI Components Amount Reclassified From AOCI Affected Line item in the Consolidated Statement of Comprehensive Income (Loss) Six Months Ended (In thousands) June 30, 2020 June 30, 2019 AFS securities: (Gains) losses on AFS securities $ (3 ) $ 99 Net securities (gains) losses Amortization of unrealized gains related to securities transfer 338 366 Interest income Tax effect $ (84 ) $ (117 ) Income tax (benefit) Net of tax $ 251 $ 348 Cash flow hedges: Net unrealized losses (gains) on cash flow hedges reclassified to interest expense $ 91 $ (1,537 ) Interest expense Tax effect $ (23 ) $ 385 Income tax (benefit) expense Net of tax $ 68 $ (1,152 ) Pension and other benefits: Amortization of net losses $ 716 $ 1,267 Other noninterest expense Amortization of prior service costs 46 46 Other noninterest expense Tax effect $ (191 ) $ (328 ) Income tax (benefit) Net of tax $ 571 $ 985 Total reclassifications, net of tax $ 890 $ 181

Derivative Instruments and Hedg

Derivative Instruments and Hedging Activities	6 Months Ended
	Jun. 30, 2020
Derivative Instruments and Hedging Activities [Abstract]
Derivative Instruments and Hedging Activities	10. Derivative Instruments and Hedging Activities The Company is exposed to certain risks arising from both its business operations and economic conditions. The Company principally manages its exposures to a wide variety of business and operational risks through management of its core business activities. The Company manages economic risks, including interest rate, primarily by managing the amount, sources and duration of its assets and liabilities and through the use of derivative instruments. Specifically, the Company enters into derivative financial instruments to manage exposures that arise from business activities that result in the receipt or payment of future known and uncertain cash amounts, the value of which are determined by interest rates. The Company’s derivative financial instruments are used to manage differences in the amount, timing and duration of the Company’s known or expected cash receipts and its known or expected cash payments principally related to certain fixed rate borrowings. The Company also has interest rate derivatives that result from a service provided to certain qualifying customers and, therefore, are not used to manage interest rate risk in the Company’s assets or liabilities. The Company manages a matched book with respect to its derivative instruments in order to minimize its net risk exposure resulting from such transactions. Derivatives Not Designated as Hedging Instruments The Company enters into interest rate swaps to facilitate customer transactions and meet their financing needs. These swaps are considered derivatives, but are not designated in hedging relationships. These instruments have interest rate and credit risk associated with them. To mitigate the interest rate risk, the Company enters into offsetting interest rate swaps with counterparties. The counterparty swaps are also considered derivatives and are also not designated in hedging relationships. Interest rate swaps are recorded within other assets or other liabilities on the consolidated balance sheet at their estimated fair value. Changes to the fair value of assets and liabilities arising from these derivatives are included, net, in other operating income in the consolidated statement of income. As of June 30, 2020, the Company had sixteen risk participation agreements with financial institution counterparties for interest rate swaps related to participated loans. The fair values included in other assets and other liabilities on the unaudited interim consolidated balance sheet applicable to these agreements amounted to $387 thousand and $169 thousand, respectively as of June 30, 2020. As of December 31, 2019, the Company had fifteen risk participation agreements with financial institution counterparties for interest rate swaps related to participated loans. The fair values included in other assets and other liabilities on the unaudited interim consolidated balance sheet applicable to these agreements amounted to $112 thousand and $82 thousand, respectively. Risk participation agreements provide credit protection to the financial institution that originated the swap transaction should the borrower fail to perform on its obligation. The Company enters into both risk participation agreements in which it purchases credit protection from other financial institutions and those in which it provides credit protection to other financial institutions. Derivatives Designated as Hedging Instruments The Company has entered into interest rate swaps to modify the interest rate characteristics of certain short-term Federal Home Loan Bank (“FHLB”) advances from variable rate to fixed rate in order to reduce the impact of changes in future cash flows due to market interest rate changes. These agreements are designated as cash flow hedges. The following table depicts the fair value adjustment recorded related to the notional amount of derivatives outstanding as well as the notional amount of risk participation agreements: June 30, December 31, (In thousands) 2020 2019 Derivatives Not Designated as Hedging Instruments: Fair value adjustment included in other assets and other liabilities Interest rate derivatives $ 128,581 $ 41,650 Notional amount: Interest rate derivatives 2,243,737 963,209 Risk participation agreements 110,289 97,614 Derivatives Designated as Hedging Instruments: Fair value adjustment included in other assets Interest rate derivatives - 4 Fair value adjustment included in other liabilities Interest rate derivatives 236 45 Notional amount: Interest rate derivatives 25,000 50,000 For derivatives designated and that qualify as cash flow hedges of interest rate risk, the gain or loss on the derivative is recorded in AOCI and subsequently reclassified into interest expense in the same period during which the hedge transaction affects earnings. Amounts reported in AOCI related to derivatives will be reclassified to interest expense as interest payments are made on the Company’s short-term rate borrowings. During the next twelve months, the Company estimates that an additional $226 thousand will be reclassified from AOCI as a reduction to interest expense. The following table indicates the effect of cash flow hedge accounting on AOCI and on the unaudited interim consolidated statement of income: Three Months Ended June 30, Six Months Ended June 30, (In thousands) 2020 2019 2020 2019 Derivatives Designated as Hedging Instruments: Interest rate derivatives - included component Amount of (loss) recognized in other comprehensive income $ (19 ) $ (314 ) $ (274 ) $ (484 ) Amount of loss (gain) reclassified from AOCI into interest expense 81 (738 ) 91 (1,537 ) The following table indicates the gain or loss recognized in income on derivatives not designated as a hedging relationship: Three Months Ended June 30, Six Months Ended June 30, (In thousands) 2020 2019 2020 2019 Derivatives Not Designated as Hedging Instruments: (Decrease) increase in other income $ (4 ) $ 19 $ (147 ) $ 106

Fair Value Measurements and Fai

Fair Value Measurements and Fair Value of Financial Instruments	6 Months Ended
	Jun. 30, 2020
Fair Value Measurements and Fair Value of Financial Instruments [Abstract]
Fair Value Measurements and Fair Value of Financial Instruments	11. Fair Value Measurements and Fair Value of Financial Instruments GAAP states that fair value is an exit price, representing the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants. Fair value measurements are not adjusted for transaction costs. A fair value hierarchy exists within GAAP that prioritizes the inputs to valuation techniques used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). The three levels of the fair value hierarchy are described below: Level 1 - Unadjusted quoted prices in active markets that are accessible at the measurement date for identical, unrestricted assets or liabilities; Level 2 - Quoted prices for similar assets or liabilities in active markets, quoted prices in markets that are not active or inputs that are observable, either directly or indirectly, for substantially the full term of the asset or liability; Level 3 - Prices or valuation techniques that require inputs that are both significant to the fair value measurement and unobservable (i.e., supported by little or no market activity). A financial instrument’s level within the fair value hierarchy is based on the lowest level of input that is significant to the fair value measurement. The types of instruments valued based on quoted market prices in active markets include most U.S. government and agency securities, many other sovereign government obligations, liquid mortgage products, active listed equities and most money market securities. Such instruments are generally classified within Level 1 or Level 2 of the fair value hierarchy. The Company does not adjust the quoted prices for such instruments. The types of instruments valued based on quoted prices in markets that are not active, broker or dealer quotations or alternative pricing sources with reasonable levels of price transparency include most investment-grade and high-yield corporate bonds, less liquid mortgage products, less liquid agency securities, less liquid listed equities, state, municipal and provincial obligations and certain physical commodities. Such instruments are generally classified within Level 2 of the fair value hierarchy. Certain common equity securities are reported at fair value utilizing Level 1 inputs (exchange quoted prices). Other investment securities are reported at fair value utilizing Level 1 and Level 2 inputs. The prices for Level 2 instruments are obtained through an independent pricing service or dealer market participants with whom the Company has historically transacted both purchases and sales of investment securities. Prices obtained from these sources include prices derived from market quotations and matrix pricing. The fair value measurements consider observable data that may include dealer quotes, market spreads, cash flows, the U.S. Treasury yield curve, live trading levels, trade execution data, market consensus prepayment speeds, credit information and the bond’s terms and conditions, among other things. Management reviews the methodologies used in pricing the securities by its third party providers. Level 3 is for positions that are not traded in active markets or are subject to transfer restrictions. Valuations are adjusted to reflect illiquidity and/or non-transferability and such adjustments are generally based on available market evidence. In the absence of such evidence, management’s best estimate will be used. Management’s best estimate consists of both internal and external support on certain Level 3 investments. Subsequent to inception, management only changes Level 3 inputs and assumptions when corroborated by evidence such as transactions in similar instruments, completed or pending third-party transactions in the underlying investment or comparable entities, subsequent rounds of financing, recapitalizations and other transactions across the capital structure, offerings in the equity or debt markets and changes in financial ratios or cash flows. The following tables set forth the Company’s financial assets and liabilities measured on a recurring basis that were accounted for at fair value. Assets and liabilities are classified in their entirety based on the lowest level of input that is significant to the fair value measurement: (In thousands) Level 1 Level 2 Level 3 June 30, 2020 Assets: AFS securities Federal agency $ - $ 45,604 $ - $ 45,604 State & municipal - 2,689 - 2,689 Mortgage-backed - 516,581 - 516,581 Collateralized mortgage obligations - 533,432 - 533,432 Corporate - 10,137 - 10,137 Total AFS securities $ - $ 1,108,443 $ - $ 1,108,443 Equity securities 25,223 4,000 - 29,223 Derivatives - 128,968 - 128,968 Total $ 25,223 $ 1,241,411 $ - $ 1,266,634 Liabilities: Derivatives $ - $ 128,986 $ - $ 128,986 Total $ - $ 128,986 $ - $ 128,986 (In thousands) Level 1 Level 2 Level 3 December 31, 2019 Assets: AFS securities Federal agency $ - $ 34,758 $ - $ 34,758 State & municipal - 2,513 - 2,513 Mortgage-backed - 503,626 - 503,626 Collateralized mortgage obligations - 434,443 - 434,443 Total AFS securities $ - $ 975,340 $ - $ 975,340 Equity securities 23,771 4,000 - 27,771 Derivatives - 41,766 - 41,766 Total $ 23,771 $ 1,021,106 $ - $ 1,044,877 Liabilities: Derivatives $ - $ 41,777 $ - $ 41,777 Total $ - $ 41,777 $ - $ 41,777 GAAP requires disclosure of assets and liabilities measured and recorded at fair value on a non-recurring basis such as goodwill, loans held for sale, other real estate owned, collateral-dependent impaired loans, mortgage servicing rights and HTM securities. The only non-recurring fair value measurements recorded during the three and six month periods ended June 30, 2020 and the year ended December 31, 2019 were related to impaired loans and write-downs of other real estate owned. The Company uses the fair value of underlying collateral, less costs to sell, to estimate the allowance for credit losses individually evaluated collateral dependent loans. The appraisals may be adjusted by management for qualitative factors such as economic conditions and estimated liquidation expenses ranging from 10% to 50%. Based on the valuation techniques used, the fair value measurements for collateral dependent individually evaluated loans are classified as Level 3. As of June 30, 2020 and December 31, 2019 , the Company had collateral dependent loans. The following table sets forth information with regard to estimated fair values of financial instruments. This table excludes financial instruments for which the carrying amount approximates fair value. Financial instruments for which the fair value approximates carrying value include cash and cash equivalents, AFS securities, equity securities, accrued interest receivable, non-maturity deposits, short-term borrowings, accrued interest payable and derivatives. June 30, 2020 December 31, 2019 (In thousands) Fair Value Hierarchy Carrying Amount Estimated Fair Value Carrying Amount Estimated Fair Value Financial assets: HTM securities 2 $ 599,164 $ 623,022 $ 630,074 $ 641,262 Net loans 3 7,530,638 7,455,274 7,074,864 6,999,690 Financial liabilities: Time deposits 2 $ 707,859 $ 721,421 $ 861,193 $ 858,085 Long-term debt 2 64,154 65,416 64,211 64,373 Subordinated debt 1 100,000 99,700 - - Junior subordinated debt 2 101,196 101,697 101,196 105,694 Fair value estimates are made at a specific point in time, based on relevant market information and information about the financial instrument. These estimates do not reflect any premium or discount that could result from offering for sale at one time the Company’s entire holdings of a particular financial instrument. Because no market exists for a significant portion of the Company’s financial instruments, fair value estimates are based on judgments regarding future expected loss experience, current economic conditions, risk characteristics of various financial instruments and other factors. These estimates are subjective in nature and involve uncertainties and matters of significant judgment and therefore cannot be determined with precision. Changes in assumptions could significantly affect the estimates. Fair value estimates are based on existing on and off-balance sheet financial instruments without attempting to estimate the value of anticipated future business and the value of assets and liabilities that are not considered financial instruments. For example, the Company has a substantial wealth operation that contributes net fee income annually. The wealth management operation is not considered a financial instrument and its value has not been incorporated into the fair value estimates. Other significant assets and liabilities include the benefits resulting from the low-cost funding of deposit liabilities as compared to the cost of borrowing funds in the market and premises and equipment. In addition, the tax ramifications related to the realization of the unrealized gains and losses can have a significant effect on fair value estimates and have not been considered in the estimate of fair value. HTM Securities The fair value of the Company’s HTM securities is primarily measured using information from a third party pricing service. The fair value measurements consider observable data that may include dealer quotes, market spreads, cash flows, the U.S. Treasury yield curve, live trading levels, trade execution data, market consensus prepayment speeds, credit information and the bond’s terms and conditions, among other things. Net Loans Net loans include portfolio loans and loans held for sale. Loans were first segregated by type and then further segmented into fixed and variable rate and loan quality categories. Expected future cash flows were projected based on contractual cash flows, adjusted for estimated prepayments which also includes credit risk, illiquidity risk and other market factors to calculate the exit price fair value in accordance with ASC 820. Time Deposits The fair value of time deposits was estimated using a discounted cash flow approach that applies prevailing market interest rates for similar maturity instruments. The fair values of the Company’s time deposit liabilities do not take into consideration the value of the Company’s long-term relationships with depositors, which may have significant value. Long-Term Debt The fair value of long-term debt was estimated using a discounted cash flow approach that applies prevailing market interest rates for similar maturity instruments. Subordinated Debt The fair value of subordinated debt has been measured using the observable market price as of the period reported. Junior Subordinated Debt The fair value of junior subordinated debt has been estimated using a discounted cash flow analysis.

Commitments and Contingencies

Commitments and Contingencies	6 Months Ended
	Jun. 30, 2020
Commitments and Contingencies [Abstract]
Commitments and Contingencies	12. Commitments and Contingencies The Company is a party to certain financial instruments with off-balance sheet risk in the normal course of business to meet the financing needs of its customers. These financial instruments include commitments to extend credit, unused lines of credit, standby letters of credit and certain agricultural real estate loans sold to investors with recourse, with the sold portion having a government guarantee that is assignable back to the Company upon repurchase of the loan in the event of default. The Company’s exposure to credit loss in the event of nonperformance by the other party to the commitments to extend credit, unused lines of credit, standby letters of credit and loans sold with recourse is represented by the contractual amount of those investments. The credit risk associated with commitments to extend credit and standby and commercial letters of credit is essentially the same as that involved with extending loans to customers and is subject to normal credit policies. Collateral may be obtained based on management’s assessment of the customer’s credit worthiness. Commitments to extend credit and unused lines of credit totaled $1.9 billion at June 30, 2020 and December 31, 2019. Since many loan commitments, standby letters of credit and guarantees and indemnification contracts expire without being funded in whole or in part, the contract amounts are not necessarily indicative of future cash flows. The Company does not issue any guarantees that would require liability-recognition or disclosure, other than its standby letters of credit. The Company guarantees the obligations or performance of customers by issuing standby letters of credit to third parties. These standby letters of credit are frequently issued in support of third party debt, such as corporate debt issuances, industrial revenue bonds and municipal securities. The risk involved in issuing standby letters of credit is essentially the same as the credit risk involved in extending loan facilities to customers and letters of credit are subject to the same credit origination, portfolio maintenance and management procedures in effect to monitor other credit and off-balance sheet products. Typically, these instruments have one year expirations with an option to renew upon annual review; therefore, the total amounts do not necessarily represent future cash requirements. Standby letters of credit totaled $38.0 million at June 30, 2020 and $34.5 million at December 31, 2019. As of June 30, 2020 and December 31, 2019, the fair value of the Company’s standby letters of credit was not significant.

Description of Business (Polici

Description of Business (Policies)	6 Months Ended
	Jun. 30, 2020
Description of Business [Abstract]
Nature of Operations	NBT Bancorp Inc. (the “Company”) is a registered financial holding company incorporated in the state of Delaware in 1986, with its principal headquarters located in Norwich, New York. The principal assets of the Company consist of all of the outstanding shares of common stock of its subsidiaries, including: NBT Bank, National Association (the “Bank”), NBT Financial Services, Inc. (“NBT Financial”), NBT Holdings, Inc. (“NBT Holdings”), CNBF Capital Trust I, NBT Statutory Trust I, NBT Statutory Trust II, Alliance Financial Capital Trust I and Alliance Financial Capital Trust II (collectively, the “Trusts”). The Company’s principal sources of revenue are the management fees and dividends it receives from the Bank, NBT Financial and NBT Holdings. The Company’s business, primarily conducted through the Bank, consists of providing commercial banking, retail banking and wealth management services primarily to customers in its market area, which includes central and upstate New York, northeastern Pennsylvania, southern New Hampshire, western Massachusetts, Vermont, the southern coastal Maine area. and now entering Connecticut. The Company has been, and intends to continue to be, a community-oriented financial institution offering a variety of financial services. The Company’s business philosophy is to operate as a community bank with local decision-making, providing a broad array of banking and financial services to retail, commercial and municipal customers.

Summary of Significant Accoun_2

Summary of Significant Accounting Policies (Policies)	6 Months Ended
	Jun. 30, 2020
Summary of Significant Accounting Policies [Abstract]
Basis of Presentation	Basis of Presentation The accompanying unaudited interim consolidated financial statements include the accounts of NBT Bancorp and its wholly-owned subsidiaries, the Bank, NBT Financial and NBT Holdings. Collectively, NBT Bancorp and its subsidiaries are referred to herein as (“the Company”). The interim data includes all adjustments, consisting only of normal recurring adjustments, necessary for a fair statement of the results for the interim periods in accordance with generally accepted accounting principles in the United States of America (“GAAP”). These unaudited interim consolidated financial statements should be read in conjunction with the audited consolidated financial statements and notes thereto included in the Company’s 2019 Annual Report on Form 10-K. The results of operations for the interim periods are not necessarily indicative of the results that may be expected for the full year or any other interim period. All material intercompany transactions have been eliminated in consolidation. Amounts previously reported in the consolidated financial statements are reclassified whenever necessary to conform to current period presentation. The Company has evaluated subsequent events for potential recognition and/or disclosure and there were none identified.
Use of Estimates in the Preparation of Financial Statements	Use of Estimates in the Preparation of Financial Statements The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts in the financial statements and accompanying notes. Actual results may differ from those estimates and such differences could be material to the financial statements.
Credit Losses on Financial Instruments	Allowance for Credit Losses – Loans Accounting Standards Update (“ASU”) 2016-13, Financial Instruments - Credit Losses (Topic 326): Measurement of Credit Losses on Financial Instruments Management estimates the allowance balance using relevant available information, from internal and external sources, related to past events, current conditions, and reasonable and supportable forecasts. Historical credit loss experience provides the basis for the estimation of expected credit losses. Company historical loss experience was supplemented with peer information when there was insufficient loss data for the Company. Peer selection was based on a review of institutions with comparable loss experience as well as loan yield, bank size, portfolio concentration and geography. Adjustments to historical loss information are made for differences in current loan-specific risk characteristics such as differences in underwriting standards, portfolio mix, delinquency level or term as well as changes in environmental conditions, such as changes in unemployment rates, production metrics, property values, or other relevant factors. Significant management judgment is required at each point in the measurement process. Portfolio segment is defined as the level at which an entity develops and documents a systematic methodology to determine its allowance for credit losses. Upon adoption of CECL, management revised the manner in which loans were pooled for similar risk characteristics. Management developed segments for estimating loss based on type of borrower and collateral which is generally based upon federal call report segmentation and have been combined or sub-segmented as needed to ensure loans of similar risk profiles are appropriately pooled. The following table illustrates the portfolio and class segments for the Company’s loan portfolio in 2020: Portfolio Segment Class Commercial Loans Commercial & Industrial Paycheck Protection Plan Commercial Real Estate Consumer Loans Auto Other Consumer Residential Loans Commercial Loans The Company offers a variety of commercial loan products. The Company’s underwriting analysis for commercial loans typically includes credit verification, independent appraisals, a review of the borrower’s financial condition and a detailed analysis of the borrower’s underlying cash flows. Commercial and Industrial (“C&I”) Paycheck Protection Program (“PPP”) Commercial Real Estate (“CRE”) nonowner- occupied properties Consumer Loans The Company offers a variety of Consumer loan products including Auto and Other Consumer loans. Auto three Other Consumer one Residential Residential loans consist primarily of loans secured by a first or second mortgage on primary residences, home equity loans and lines of credit in first and second lien positions and residential construction loans. We originate adjustable-rate and fixed rate, one-to-four-family residential loans for the construction or purchase of a residential property or the refinancing of a mortgage. These loans are collateralized by properties located in the Company’s market area. Loans on one-to-four-family residential are generally originated in amounts of no more than 85% of the purchase price or appraised value (whichever is lower) or have private mortgage insurance. Mortgage title insurance and hazard insurance are normally required. Construction loans have a unique risk because they are secured by an incomplete dwelling. This risk is reduced through periodic site inspections, including one at each loan draw period. For home equity loans, consumers are able to borrow up to 85% of the equity in their homes and are generally tied to Prime with a ten-year draw followed by a fifteen-year amortization. These loans carry a higher risk than first mortgage residential loans as they are often in a second position with respect to collateral. For the 2019 disclosures for the allowance for credit losses, the loan portfolio was segmented into the Commercial, Consumer and Residential Real Estate portfolio segments. The Commercial segment was further pooled into three classes: Commercial and Industrial, Commercial Real Estate and Business Banking. The Consumer segment was further pooled into three classes: Indirect Auto, Specialty Lending and Direct. For a description of these portfolio segments’ and classes’ risk characteristics, see Note 5 Allowance for Loan Losses and Credit Quality of Loans to the consolidated financial statements presented in our 2019 Annual Report on Form 10-K. Historical credit loss experience for both the Company and segment-specific peers provides the basis for the estimation of expected credit losses, where observed credit losses are converted to probability of default rate (“PD”) curves through the use of segment-specific loss given default (“LGD”) risk factors that convert default rates to loss severity based on industry-level, observed relationships between the two variables for each asset class, primarily due to the nature of the underlying collateral. These risk factors were assessed for reasonableness against the Company’s own loss experience and adjusted in certain cases when the relationship between the Company’s historical default and loss severity deviate from that of the wider industry. The historical PDR curves, together with corresponding economic conditions, establish a quantitative relationship between economic conditions and loan performance through an economic cycle. Using the historical relationship between economic conditions and loan performance, management’s expectation of future loan performance is incorporated using externally developed economic forecasts which are probabilistically weighted to reflect potential forecast inaccuracy and model limitations. These forecasts are applied over a period that management has determined to be reasonable and supportable. Beyond the period over which management can develop or source a reasonable and supportable forecast, the model will revert to long-term average economic conditions using a straight-line, time-based methodology. The allowance for credit losses is measured on a collective (pool) basis, with both a quantitative and qualitative analysis that is applied on a quarterly basis, when similar risk characteristics exist. The respective quantitative allowance for each segment is measured using an econometric, discounted PD/LGD modeling methodology in which distinct, segment-specific multi-variate regression models are applied to multiple, probabilistically weighted external economic forecasts. Under the discounted cash flows methodology, expected credit losses are estimated over the effective life of the loans by measuring the difference between the net present value of modeled cash flows and amortized cost basis. Contractual cash flows over the contractual life of the loans are the basis for modeled cash flows, adjusted for modeled defaults and expected prepayments and discounted at the loan-level stated interest rate. The contractual term excludes expected extensions, renewals, and modifications unless either of the following applies: management has a reasonable expectation at the reporting date that a troubled debt restructuring (“TDR”) will be executed with an individual borrower or the extension or renewal options are included in the original or modified contract at the reporting date and are not unconditionally cancellable by the Company. After quantitative considerations, management applies additional qualitative adjustments so that the allowance for credit loss is reflective of the estimate of lifetime losses that exist in the loan portfolio at the balance sheet date. Qualitative considerations include limitations inherent in the quantitative model; trends experienced in nonperforming and delinquent loans; changes in value of underlying collateral; changes in lending policies and procedures; nature and composition of loans; portfolio concentrations that may affect loss experience across one or more components of the portfolio; the experience, ability and depth of lending management and staff; the Company’s credit review system; and the effect of external factors; such as competition, legal and regulatory requirements. Loans that do not share risk characteristics and meet materiality criteria are evaluated on an individual basis and are excluded from the pooled evaluation. When management determines that foreclosure is probable, expected credit losses are based on the fair value of the collateral at the reporting date, adjusted for selling costs as appropriate. If the loan is not collateral dependent, the allowance for credit losses related to individually assessed loans is based on discounted expected cash flows using the loan’s initial effective interest rate. Generally, individually assessed loans are collateral dependent. A loan for which the terms have been modified resulting in a concession, and for which the borrower is experiencing financial difficulties is considered to be a TDR. The allowance for credit losses on a TDR is measured using the same method as all other loans held for investment, except that the original interest rate is used to discount the expected cash flows, not the rate specified within the restructuring. Allowance for Credit Losses on Off-Balance Sheet Credit Exposures The Company estimates expected credit losses over the contractual period in which the Company has exposure to credit risk via a contractual obligation to extend credit, unless that obligation is unconditionally cancellable by the Company. The allowance for credit losses on off-balance sheet credit exposures is adjusted as an expense in other noninterest expense. The estimate includes consideration of the likelihood that funding will occur and an estimate of expected credit losses on commitments expected to be funded over their estimated lives. Estimating credit losses on unfunded commitments requires the Bank to consider the following categories of off-balance sheet credit exposure: unfunded commitments to extend credit, unfunded lines of credit, and standby letters of credit. Each of these unfunded commitments is then analyzed for a probability of funding to calculate a probable funding amount. The life of loan loss factor by related portfolio segment from the loan allowance for credit loss calculation is then applied to the probable funding amount to calculate a reserve on unfunded commitments. Allowance for Credit Losses – Held-to-Maturity (“HTM”) Debt Securities The Company’s HTM debt securities are also required to utilize the CECL approach to estimate expected credit losses. Management measures expected credit losses on HTM debt securities on a collective basis by major security types that share similar risk characteristics, such as (as applicable): internal or external (third-party) credit score or credit ratings, risk ratings or classification, financial asset type, collateral type, size, effective interest rate, term, geographical location, industry of the borrower, vintage, historical or expected credit loss patterns, and reasonable and supportable forecast periods. Management classifies the HTM portfolio into the following major security types: U.S. government agency or U.S. government sponsored mortgage-backed and collateralized mortgage obligations securities, and state and municipal debt securities. The mortgage-backed and collateralized mortgage obligations HTM securities are issued by U.S. government entities and agencies. These securities are either explicitly or implicitly guaranteed by the U.S. government as to timely repayment of principal and interest, are highly rated by major rating agencies, and have a long history of no credit losses. Therefore, the Company did not record a credit loss for these securities. State and municipal bonds carry a Moody’s rating of A to AAA. In addition, the Company has a limited amount of New York state local municipal bonds that are not rated. The estimate of expected credit losses on the HTM portfolio is based on the expected cash flows of each individual CUSIP over its contractual life and considers historical credit loss information, current conditions and reasonable and supportable forecasts. Given the rarity of municipal defaults and losses, the Company utilized Moody’s Municipal Loss Forecast Model as the sole source of municipal default and loss rates which provides decades of data across all municipal sectors and geographies. As with the loan portfolio, cash flows are forecast over a 6-quarter period under various, weighted economic conditions, with a reversion to long-term average economic conditions over a 4-quarter period on a straight-line basis. Management may exercise discretion to make adjustments based on environmental factors. As of March 31, 2020 and June 30, 2020, the Company determined that the expected credit loss on its municipal bond portfolio was de minimis, and therefore, an allowance for credit losses was not recorded. Allowance for Credit Losses – Available-for Sales (“AFS”) Debt Securities The impairment model for AFS debt securities differs from the CECL approach utilized by HTM debt securities because AFS debt securities are measured at fair value rather than amortized cost. For AFS debt securities in an unrealized loss position, the Bank first assesses whether it intends to sell, or it is more likely than not that it will be required to sell the security before recovery of its amortized cost basis. If either of the criteria regarding intent or requirement to sell is met, the security’s amortized cost basis is written down to fair value through income. For debt securities AFS that do not meet the aforementioned criteria, in making this assessment, management considers the extent to which fair value is less than amortized cost, any changes to the rating of the security by a rating agency, adverse conditions specifically related to the security, failure of the issuer of the debt security to make scheduled interest or principal payments, among other factors. If this assessment indicates that a credit loss exists, the present value of cash flows expected to be collected from the security are compared to the amortized cost basis of the security. The cash flows should be estimated using information relevant to the collectability of the security, including information about past events, current conditions and reasonable and supportable forecasts. If the present value of cash flows expected to be collected is less than the amortized cost basis, a credit loss exists and an allowance for credit losses is recorded for the credit loss, limited by the amount that the fair value is less than the amortized cost basis. Any impairment that has not been recorded through an allowance for credit losses is recognized in other comprehensive income. Changes in the allowance for credit losses are recorded as provision for (or reversal of) credit loss expense. Losses are charged against the allowance when management believes the AFS security is uncollectible or when either of the criteria regarding intent or requirement to sell is met. As of March 31, 2020 and June 30, 2020, the Company determined that the unrealized loss positions in the AFS securities were not the result of credit losses, and therefore, an allowance for credit losses was not recorded. Accrued Interest Receivable Upon adoption of CECL on January 1, 2020, the Company made the following elections regarding accrued interest receivable: (1) presented accrued interest receivable balances separately within other assets balance sheet line item; (2) excluded interest receivable that is included in amortized cost of financing receivables from related disclosures requirements and (3) continued our policy to write off accrued interest receivable by reversing interest income. For loans, write off typically occurs upon becoming over 90 to 120 days past due and therefore the amount of such write offs are immaterial. For loans given short-term loan modifications to assist borrowers during the COVID-19 national emergency, this accounting policy would not apply as the length of time between interest recognition and the write-off of uncollectible interest could exceed days. Therefore, the Company estimated an allowance for credit losses for accrued interest receivable related to loans with short-term modifications due to the pandemic. Historically, the Company has not experienced uncollectible accrued interest receivable on investment securities.

Recent Accounting Pronounceme_2

Recent Accounting Pronouncements (Policies)	6 Months Ended
	Jun. 30, 2020
Recent Accounting Pronouncements [Abstract]
Recently Adopted Accounting Standards and Accounting Standards Issued Not Yet Adopted	Recently Adopted Accounting Standards In June 2016, the FASB issued ASU 2016-13, Financial Instruments - Credit Losses (Topic 326): Measurement of Credit Losses on Financial Instruments The Company adopted CECL on January 1, 2020 (“Day 1”) using the modified retrospective method for all financial assets measured at amortized cost and off-balance-sheet credit exposures. Results for reporting periods beginning after January 1, 2020 are presented under ASC 326 while prior period amounts continue to be reported in accordance with previously applicable GAAP. The Company recorded a net decrease to retained earnings of $4.3 million as of January 1, 2020 for the cumulative effect of adopting ASC 326. The transition adjustment includes a $3.0 million impact due to the allowance for credit losses on loans, $2.8 million impact due to the allowance for credit losses on off-balance sheet credit exposure, and $1.5 million impact to the deferred tax asset. The Company did not record an allowance for HTM debt securities on January 1, 2020 as the amount of credit risk was deemed immaterial. The Company did not record an allowance for credit losses on its AFS debt securities under the newly codified AFS debt security impairment model, as the majority of these securities are government agency-backed securities for which the risk of loss is minimal. Refer to Note 4 Securities and Note 5 Allowance for Credit Losses and Credit Quality of Loans to the Company’s unaudited interim consolidated financial statements included in this Form 10-Q for more information. In December 2018, the Office of Comptroller of the Currency (“OCC”), the Board of Governors of the Federal Reserve System, and the Federal Deposit Insurance Corporation (“FDIC”) approved a final rule to address changes to credit loss accounting under GAAP, including banking organizations’ implementation of CECL. The final rule provides banking organizations the option to phase in over a three-year period the day-one adverse effects on regulatory capital that may result from the adoption of the new accounting standard. In March 2020, the OCC, the Board of Governors of the Federal Reserve System, and the FDIC announced an interim final rule to delay the estimated impact on regulatory capital stemming from the implementation of CECL. The interim final rule maintains the three-year transition option in the previous rule and provides banks the option to delay for two years an estimate of CECL’s effect on regulatory capital, relative to the incurred loss methodology’s effect on regulatory capital, followed by a three-year transition period (five-year transition option). The Company is adopting the capital transition relief over the permissible five-year period. On March 22, 2020, a statement was issued by the Company’s banking regulators and titled the “Interagency Statement on Loan Modifications and Reporting for Financial Institutions Working with Customers Affected by the Coronavirus” that encourages financial institutions to work prudently with borrowers who are or may be unable to meet their contractual payment obligations due to the effects of the recent coronavirus (“COVID-19”) pandemic. Additionally, Section 4013 of the Coronavirus Aid, Relief and Economic Security Act (“CARES Act”), which was enacted on March 27, 2020, further provides that a qualified loan modification is exempt by law from classification as a troubled debt restructuring as defined by GAAP from the period beginning March 1, 2020 until the earlier of December 31, 2020 or the date that is 60 days after the date on which the national emergency concerning the COVID-19 outbreak declared by the President of the United States under the National Emergencies Act (50 U.S.C. 1601 et seq.) terminates. Accordingly, the Company is offering short-term modifications made in response to COVID-19 to borrowers who are current and otherwise not past due. These include short-term, 180 days or less, modifications in the form of payment deferrals, fee waivers, extensions of repayment terms, or other delays in payment that are not material. As of June 30, 2020, there were $1.0 billion in loans in modification programs related to COVID-19. In August 2018, the FASB issued ASU 2018-13, Fair value Measurement (Topic 820) – Disclosure Framework – Changes to the Disclosure Requirements for Fair value Measurement In August 2018, the FASB issued ASU 2018-15, Intangibles – Goodwill and Other – Internal-Use Software (Subtopic 350-40) – Customer’s Accounting for Implementation Costs Incurred in a Cloud Computing Arrangement that is a Service Contract Accounting Standards Issued Not Yet Adopted In March 2020, the FASB issued ASU 2020-04, Reference Rate Reform (Topic 848): Facilitation of the Effects of Reference Rate Reform on Financial Reporting In December 2019, the FASB issued ASU 2019-12, Income Taxes (Topic 740): Simplifying the Accounting for Income Taxes In August 2018, the FASB issued ASU 2018-14, Compensation – Retirement Benefits – Defined Benefit Plans - General (Subtopic 715-20)

Securities (Policies)

Securities (Policies)	6 Months Ended
	Jun. 30, 2020
Securities [Abstract]
Investment, Policy	The Company does not believe the AFS securities that were in an unrealized loss position as of June 30, 2020, which consisted of 8 individual securities, represented a credit loss impairment. AFS debt securities in unrealized loss positions are evaluated for impairment related to credit losses at least quarterly. As of June 30, 2020, all of the AFS securities in an unrealized loss position consisted of debt securities issued by U.S. government agencies or U.S. government-sponsored enterprises that carry the explicit and/or implicit guarantee of the U.S. government, which are widely recognized as “risk-free” and have a long history of zero credit losses. Total gross unrealized losses were primarily attributable to changes in interest rates, relative to when the investment securities were purchased, and not due to the credit quality of the investment securities. The Company does not intend to sell, nor is it more likely than not that the Company will be required to sell the security before recovery of its amortized cost basis, which may be at maturity. The Company elected to exclude accrued interest receivable (“AIR”) from the amortized cost basis of debt securities disclosed throughout this footnote. AIR on AFS debt securities totaled $2.6 million at June 30, 2020 and is excluded from the estimate of credit losses and reported in the financial statement line for other assets. None of the bank’s HTM debt securities were past due or on non-accrual status as of the quarter ending June 30, 2020. There was no accrued interest reversed against interest income for the quarter ended June 30, 2020 as all securities remained on accrual status. In addition, there were no collateral dependent HTM debt securities as of June 30, 2020. 68% of the Company’s HTM debt securities are issued by U.S. government agencies or U.S. government-sponsored enterprises. These securities carry the explicit and/or implicit guarantee of the U.S. government, are widely recognized as “risk free,” and have a long history of zero credit loss. Therefore, the Company did not record an allowance for credit losses for these securities as of June 30, 2020. The remaining HTM debt securities at June 30, 2020 were comprised of state and municipal obligations with bond ratings of A to AAA. Utilizing the CECL approach, the Company determined that the expected credit loss on its HTM municipal bond portfolio was immaterial and therefore no allowance for credit loss was recorded as of June 30, 2020. AIR on HTM debt securities totaled $2.3 million at June 30, 2020 and is excluded from the estimate of credit losses and reported in the financial statement line for other assets.

Allowance for Credit Losses a_2

Allowance for Credit Losses and Credit Quality of Loans (Policies)	6 Months Ended
	Jun. 30, 2020
Allowance for Credit Losses and Credit Quality of Loans [Abstract]
Allowance for Credit Losses	The Day 1 increase in the allowance for credit loss on loans relating to adoption of ASU 2016-13 was $3.0 million, which decreased retained earnings by $2.3 million and increased the deferred tax asset by $0.7 million. There were no new loans purchased with credit deterioration during the months ended June The Company made a policy election to report AIR in the other assets line item on the balance sheet. AIR on loans totaled at June and was included in the allowance for loan credit losses to estimate the impact of accrued interest receivable related to loans with short-term modifications due to the pandemic as the length of time between interest recognition and the write-off of uncollectible interest could exceed days which exempts these loans from our policy election for accrued interest receivable. The estimated allowance for credit losses related to AIR at June was . The Day March and June allowance for credit losses calculations incorporated a -quarter forecast period to account for forecast economic conditions under each scenario utilized in the measurement. For periods beyond the -quarter forecast, the model reverted to long-term economic conditions over a -quarter reversion period on a straight-line basis. The quantitative model as of Day incorporated a baseline economic outlook sourced from a reputable -party that reflected economic conditions over the forecast period that were fairly consistent with current conditions at December Additionally, downside and upside scenarios were incorporated and weighted, along with the baseline outlook, to accommodate other potential economic conditions in the quantitative model. These scenarios and their respective weightings are evaluated at each measurement date and reflect management’s expectations as of Day The quantitative model as of March incorporated a baseline economic outlook sourced from a reputable -party that reflected continued economic deterioration, with unemployment peaking in the quarter of and remaining elevated well above the pre-COVID- pandemic levels into and a near-term negative GDP environment with a rebound beginning in the half of and stabilizing in A short-term reduction in prepayment and curtailment speeds was also applied to more reasonably model payment behavior during the COVID- national emergency. Additionally, downside and upside scenarios were incorporated and weighted, along with the baseline outlook, to accommodate other potential economic conditions in the quantitative model. These scenarios and their respective weightings are evaluated at each measurement date and reflect management’s expectations as of March Additional adjustments for COVID- related factors were not incorporated in the forecasts, such as the mitigating impact of unprecedented stimulus, including direct payments to individuals, increased unemployment benefits, deferral/modification initiatives and various government-sponsored loan programs. These factors were considered through a separate quantitative process and incorporated into the estimate for allowance for credit losses at March The quantitative model as of June incorporated a baseline economic outlook sourced from a reputable -party that reflected continued economic deterioration from the March forecasts, with unemployment peaking in the quarter of the measurement but sharply improving in the third quarter while remaining elevated well above the pre-COVID- pandemic levels for the entire forecast period and into ; GDP is forecast to rebound strongly in the third quarter followed by moderately negative growth in the fourth quarter with increasing growth through and stabilization in A short-term reduction in prepayment and curtailment speeds was also applied to more reasonably model payment behavior during the COVID- national emergency. Additionally, downside and upside scenarios were incorporated and weighted, along with the baseline outlook, to accommodate other potential economic conditions in the quantitative model. These scenarios and their respective weightings are evaluated at each measurement date and reflect management’s expectations as of June Additional adjustments for COVID- related factors were not incorporated in the forecasts, such as the mitigating impact of unprecedented stimulus, including direct payments to individuals, increased unemployment benefits, deferral/modification initiatives and various government-sponsored loan programs. The commercial & industrial and consumer segment models were based upon change in unemployment, with forecast values as of June well outside the observed historical experience. Therefore, adjustment was required to produce outputs more aligned with default expectations given the forecast economic environment. These factors were considered through a separate quantitative process and incorporated into the estimate for allowance for credit losses at June The increase in the allowance for credit losses from Day 1 to March 31, 2020 and June 30, 2020 was primarily due to macroeconomic factors surrounding the COVID-19 pandemic. Individually Evaluated Loans As of June there were relationships identified to be evaluated for loss on an individual basis. As of March only relationship was identified to be evaluated for loss on an individual basis which had an amortized cost basis of $ million. This loan’s allowance for credit loss was $ million and was determined by an estimate of the fair value of the collateral which consisted of business assets (accounts receivable, inventory and machinery and equipment). As of Day there were no relationships identified to be evaluated for loss on an individual basis. Credit Quality Indicators The Company has developed an internal loan grading system to evaluate and quantify the Company’s loan portfolio with respect to quality and risk. The system focuses on, among other things, financial strength of borrowers, experience and depth of borrower’s management, primary and secondary sources of repayment, payment history, nature of the business and outlook on particular industries. The internal grading system enables the Company to monitor the quality of the entire loan portfolio on a consistent basis and provide management with an early warning system, enabling recognition and response to problem loans and potential problem loans. Commercial Grading System For C&I, PPP and CRE loans, the Company uses a grading system that relies on quantifiable and measurable characteristics when available. This includes comparison of financial strength to available industry averages, comparison of transaction factors (loan terms and conditions) to loan policy and comparison of credit history to stated repayment terms and industry averages. Some grading factors are necessarily more subjective such as economic and industry factors, regulatory environment and management. C&I and CRE loans are graded Doubtful, Substandard, Special Mention and Pass. The increase in non-pass credits from December 31, 2019 was primarily due to the Company’s proactive approach to downgrade loans that were both in payment deferral due to the COVID-19 pandemic and in higher risk industries such as entertainment, restaurants, retail, healthcare and accommodations. Doubtful A Doubtful loan has a high probability of total or substantial loss, but because of specific pending events that may strengthen the asset, its classification as a loss is deferred. Doubtful borrowers are usually in default, lack adequate liquidity or capital and lack the resources necessary to remain an operating entity. Pending events can include mergers, acquisitions, liquidations, capital injections, the perfection of liens on additional collateral, the valuation of collateral and refinancing. Generally, pending events should be resolved within a relatively short period and the ratings will be adjusted based on the new information. Nonaccrual treatment is required for Doubtful assets because of the high probability of loss. Substandard Substandard loans have a high probability of payment default or they have other well-defined weaknesses. They require more intensive supervision by bank management. Substandard loans are generally characterized by current or expected unprofitable operations, inadequate debt service coverage, inadequate liquidity or marginal capitalization. Repayment may depend on collateral or other credit risk mitigants. For some Substandard loans, the likelihood of full collection of interest and principal may be in doubt and those loans should be placed on nonaccrual. Although Substandard assets in the aggregate will have a distinct potential for loss, an individual asset’s loss potential does not have to be distinct for the asset to be rated Substandard. Special Mention Special Mention loans have potential weaknesses that may, if not checked or corrected, weaken the asset or inadequately protect the Company’s position at some future date. These loans pose elevated risk, but their weakness does not yet justify a Substandard classification. Borrowers may be experiencing adverse operating trends (i.e., declining revenues or margins) or may be struggling with an ill-proportioned balance sheet (i.e., increasing inventory without an increase in sales, high leverage, tight liquidity). Adverse economic or market conditions, such as interest rate increases or the entry of a new competitor, may also support a Special Mention rating. Although a Special Mention loan has a higher probability of default than a Pass asset, its default is not imminent. Pass Loans graded as Pass encompass all loans not graded as Doubtful, Substandard or Special Mention. Pass loans are in compliance with loan covenants and payments are generally made as agreed. Pass loans range from superior quality to fair quality. Pass loans also include any portion of a government guaranteed loan, including PPP loans. Consumer and Residential Grading System Consumer and Residential loans are graded as either Nonperforming or Performing. Nonperforming Nonperforming loans are loans that are 1) over 90 days past due and interest is still accruing or 2) on nonaccrual status. Performing All loans not meeting any of the above criteria are considered Performing.
Troubled Debt Restructuring	Troubled Debt Restructuring When the Company modifies a loan in a troubled debt restructuring, such modifications generally include one or a combination of the following: an extension of the maturity date at a stated rate of interest lower than the current market rate for new debt with similar risk; temporary reduction in the interest rate; or change in scheduled payment amount. Residential and Consumer TDRs occurring during 2020 were due to the reduction in the interest rate or extension of the term. An allowance for impaired commercial and consumer loans that have been modified in a TDR is measured based on the present value of the expected future cash flows, discounted at the contractual interest rate of the original loan agreement, except when the sole (remaining) source of repayment for the loan is the operation or liquidation of the collateral. In these cases, management uses the current fair value of the collateral, less selling costs. If management determines that the value of the modified loan is less than the recorded investment in the loan an impairment charge would be recorded. The Company began offering short-term loan modifications to assist borrowers during the COVID-19 national emergency. The CARES Act, along with a joint agency statement issued by banking regulatory agencies, provides that short-term modifications made in response to COVID-19 do not need to be accounted for as a TDR. The Company evaluated the short-term modification programs provided to its borrowers and has concluded the modifications were generally made to borrowers who were in good standing prior to the COVID-19 pandemic and the modifications were temporary and minor in nature and therefore do not qualify for designation as TDRs.

Defined Benefit Post-Retireme_2

Defined Benefit Post-Retirement Plans (Policies)	6 Months Ended
	Jun. 30, 2020
Defined Benefit Post-Retirement Plans [Abstract]
Postemployment Benefit Plans, Policy	The Company has a qualified, noncontributory, defined benefit pension plan (“the Plan”) covering substantially all of its employees at June 30, 2020. Benefits paid from the plan are based on age, years of service, compensation, social security benefits and are determined in accordance with defined formulas. The Company’s policy is to fund the Plan in accordance with Employee Retirement Income Security Act of 1974 standards. Assets of the Plan are invested in publicly traded stocks and mutual funds. In addition to the Plan, the Company provides supplemental employee retirement plans to certain current and former executives. The Company also assumed supplemental retirement plans for former executives of Alliance Financial Corporation (“Alliance”) when the Company acquired Alliance. These supplemental employee retirement plans and the Plan are collectively referred to herein as “Pension Benefits”. In addition, the Company provides certain health care benefits for retired employees. Benefits were accrued over the employees’ active service period. Only employees that were employed by the Company on or before January 1, 2000 are eligible to receive post-retirement health care benefits. In addition, the Company assumed post-retirement medical life insurance benefits for certain Alliance employees, retirees and their spouses, if applicable, in the Alliance acquisition. These post-retirement benefits are referred to herein as “Other Benefits”. The Company made no voluntary contributions to the pension and other benefits plans during the three and six months ended June 30, 2020 and 2019.

Earnings Per Share (Policies)

Earnings Per Share (Policies)	6 Months Ended
	Jun. 30, 2020
Earnings Per Share [Abstract]
Earnings Per Share	Basic earnings per share (“EPS”) excludes dilution and is computed by dividing income available to common stockholders by the weighted average number of common shares outstanding for the period. Diluted EPS reflects the potential dilution that could occur if the securities or other contracts to issue common stock were exercised or converted into common stock or resulted in the issuance of common stock that then shared in the earnings of the entity (such as the Company’s dilutive stock options and restricted stock units).

Fair Value Measurements and F_2

Fair Value Measurements and Fair Value of Financial Instruments (Policies)	6 Months Ended
	Jun. 30, 2020
Fair Value Measurements and Fair Value of Financial Instruments [Abstract]
Fair Value of Financial Instruments, Policy	GAAP states that fair value is an exit price, representing the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants. Fair value measurements are not adjusted for transaction costs. A fair value hierarchy exists within GAAP that prioritizes the inputs to valuation techniques used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). The three levels of the fair value hierarchy are described below: Level 1 - Unadjusted quoted prices in active markets that are accessible at the measurement date for identical, unrestricted assets or liabilities; Level 2 - Quoted prices for similar assets or liabilities in active markets, quoted prices in markets that are not active or inputs that are observable, either directly or indirectly, for substantially the full term of the asset or liability; Level 3 - Prices or valuation techniques that require inputs that are both significant to the fair value measurement and unobservable (i.e., supported by little or no market activity). A financial instrument’s level within the fair value hierarchy is based on the lowest level of input that is significant to the fair value measurement. The types of instruments valued based on quoted market prices in active markets include most U.S. government and agency securities, many other sovereign government obligations, liquid mortgage products, active listed equities and most money market securities. Such instruments are generally classified within Level 1 or Level 2 of the fair value hierarchy. The Company does not adjust the quoted prices for such instruments. The types of instruments valued based on quoted prices in markets that are not active, broker or dealer quotations or alternative pricing sources with reasonable levels of price transparency include most investment-grade and high-yield corporate bonds, less liquid mortgage products, less liquid agency securities, less liquid listed equities, state, municipal and provincial obligations and certain physical commodities. Such instruments are generally classified within Level 2 of the fair value hierarchy. Certain common equity securities are reported at fair value utilizing Level 1 inputs (exchange quoted prices). Other investment securities are reported at fair value utilizing Level 1 and Level 2 inputs. The prices for Level 2 instruments are obtained through an independent pricing service or dealer market participants with whom the Company has historically transacted both purchases and sales of investment securities. Prices obtained from these sources include prices derived from market quotations and matrix pricing. The fair value measurements consider observable data that may include dealer quotes, market spreads, cash flows, the U.S. Treasury yield curve, live trading levels, trade execution data, market consensus prepayment speeds, credit information and the bond’s terms and conditions, among other things. Management reviews the methodologies used in pricing the securities by its third party providers. Level 3 is for positions that are not traded in active markets or are subject to transfer restrictions. Valuations are adjusted to reflect illiquidity and/or non-transferability and such adjustments are generally based on available market evidence. In the absence of such evidence, management’s best estimate will be used. Management’s best estimate consists of both internal and external support on certain Level 3 investments. Subsequent to inception, management only changes Level 3 inputs and assumptions when corroborated by evidence such as transactions in similar instruments, completed or pending third-party transactions in the underlying investment or comparable entities, subsequent rounds of financing, recapitalizations and other transactions across the capital structure, offerings in the equity or debt markets and changes in financial ratios or cash flows. GAAP requires disclosure of assets and liabilities measured and recorded at fair value on a non-recurring basis such as goodwill, loans held for sale, other real estate owned, collateral-dependent impaired loans, mortgage servicing rights and HTM securities. The only non-recurring fair value measurements recorded during the three and six month periods ended June 30, 2020 and the year ended December 31, 2019 were related to impaired loans and write-downs of other real estate owned. The Company uses the fair value of underlying collateral, less costs to sell, to estimate the allowance for credit losses individually evaluated collateral dependent loans. The appraisals may be adjusted by management for qualitative factors such as economic conditions and estimated liquidation expenses ranging from 10% to 50%. Based on the valuation techniques used, the fair value measurements for collateral dependent individually evaluated loans are classified as Level 3. As of June 30, 2020 and December 31, 2019 , the Company had collateral dependent loans. Fair value estimates are made at a specific point in time, based on relevant market information and information about the financial instrument. These estimates do not reflect any premium or discount that could result from offering for sale at one time the Company’s entire holdings of a particular financial instrument. Because no market exists for a significant portion of the Company’s financial instruments, fair value estimates are based on judgments regarding future expected loss experience, current economic conditions, risk characteristics of various financial instruments and other factors. These estimates are subjective in nature and involve uncertainties and matters of significant judgment and therefore cannot be determined with precision. Changes in assumptions could significantly affect the estimates. Fair value estimates are based on existing on and off-balance sheet financial instruments without attempting to estimate the value of anticipated future business and the value of assets and liabilities that are not considered financial instruments. For example, the Company has a substantial wealth operation that contributes net fee income annually. The wealth management operation is not considered a financial instrument and its value has not been incorporated into the fair value estimates. Other significant assets and liabilities include the benefits resulting from the low-cost funding of deposit liabilities as compared to the cost of borrowing funds in the market and premises and equipment. In addition, the tax ramifications related to the realization of the unrealized gains and losses can have a significant effect on fair value estimates and have not been considered in the estimate of fair value. HTM Securities The fair value of the Company’s HTM securities is primarily measured using information from a third party pricing service. The fair value measurements consider observable data that may include dealer quotes, market spreads, cash flows, the U.S. Treasury yield curve, live trading levels, trade execution data, market consensus prepayment speeds, credit information and the bond’s terms and conditions, among other things. Net Loans Net loans include portfolio loans and loans held for sale. Loans were first segregated by type and then further segmented into fixed and variable rate and loan quality categories. Expected future cash flows were projected based on contractual cash flows, adjusted for estimated prepayments which also includes credit risk, illiquidity risk and other market factors to calculate the exit price fair value in accordance with ASC 820. Time Deposits The fair value of time deposits was estimated using a discounted cash flow approach that applies prevailing market interest rates for similar maturity instruments. The fair values of the Company’s time deposit liabilities do not take into consideration the value of the Company’s long-term relationships with depositors, which may have significant value. Long-Term Debt The fair value of long-term debt was estimated using a discounted cash flow approach that applies prevailing market interest rates for similar maturity instruments. Subordinated Debt The fair value of subordinated debt has been measured using the observable market price as of the period reported. Junior Subordinated Debt The fair value of junior subordinated debt has been estimated using a discounted cash flow analysis.

Summary of Significant Accoun_3

Summary of Significant Accounting Policies (Tables)	6 Months Ended
	Jun. 30, 2020
Summary of Significant Accounting Policies [Abstract]
Portfolio and Class Segments	The following table illustrates the portfolio and class segments for the Company’s loan portfolio in 2020: Portfolio Segment Class Commercial Loans Commercial & Industrial Paycheck Protection Plan Commercial Real Estate Consumer Loans Auto Other Consumer Residential Loans

Securities (Tables)

Securities (Tables)	6 Months Ended
	Jun. 30, 2020
Securities [Abstract]
Amortized Cost, Estimated Fair Value and Unrealized Gains (Losses) of AFS Securities	The amortized cost, estimated fair value and unrealized gains (losses) of AFS securities are as follows: (In thousands) Amortized Cost Unrealized Gains Unrealized Losses Estimated Fair Value As of June 30, 2020 Federal agency $ 45,588 $ 39 $ 23 $ 45,604 State & municipal 2,529 160 - 2,689 Mortgage-backed: Government-sponsored enterprises 445,055 19,285 - 464,340 U.S. government agency securities 49,967 2,283 9 52,241 Collateralized mortgage obligations: Government-sponsored enterprises 382,562 8,340 4 390,898 U.S. government agency securities 138,187 4,352 5 142,534 Corporate 10,000 137 - 10,137 Total AFS securities $ 1,073,888 $ 34,596 $ 41 $ 1,108,443 As of December 31, 2019 Federal agency $ 34,998 $ 3 $ 243 $ 34,758 State & municipal 2,533 - 20 2,513 Mortgage-backed: Government-sponsored enterprises 453,614 4,982 239 458,357 U.S. government agency securities 44,758 667 156 45,269 Collateralized mortgage obligations: Government-sponsored enterprises 328,499 1,949 467 329,981 U.S. government agency securities 104,152 718 408 104,462 Total AFS securities $ 968,554 $ 8,319 $ 1,533 $ 975,340
Components of Net Realized Gains (Losses) on Sale of AFS Securities	The components of net realized gains (losses) on the sale of AFS securities are as follows. These amounts were reclassified out of accumulated other comprehensive income (loss) (“AOCI”) and into earnings. There were sales of AFS securities during the three months ended June 30, 2020 and 2019. Six Months Ended June 30, (In thousands) 2020 2019 Gross realized gains $ 3 $ 53 Gross realized (losses) - (152 ) Net AFS realized gains (losses) $ 3 $ (99 )
Amortized Cost, Estimated Fair Value, and Unrealized Gains (Losses) of Securities HTM	The amortized cost, estimated fair value and unrealized gains (losses) of securities HTM are as follows: (In thousands) Amortized Cost Unrealized Gains Unrealized Losses Estimated Fair Value As of June 30, 2020 Mortgage-backed: Government-sponsored enterprises $ 144,556 $ 5,886 $ - $ 150,442 U.S. government agency securities 12,220 938 - 13,158 Collateralized mortgage obligations: Government-sponsored enterprises 145,235 5,445 - 150,680 U.S. government agency securities 105,862 5,447 - 111,309 State & municipal 191,291 6,152 10 197,433 Total HTM securities $ 599,164 $ 23,868 $ 10 $ 623,022 As of December 31, 2019 Mortgage-backed: Government-sponsored enterprises $ 149,448 $ 3,184 $ 155 $ 152,477 U.S. government agency securities 13,667 584 - 14,251 Collateralized mortgage obligations: Government-sponsored enterprises 189,402 2,165 368 191,199 U.S. government agency securities 110,498 3,256 100 113,654 State & municipal 167,059 2,628 6 169,681 Total HTM securities $ 630,074 $ 11,817 $ 629 $ 641,262
Gains and Losses on Equity Securities	The following tables set forth information with regard to gains and losses on equity securities: Three Months Ended June 30, (In thousands) 2020 2019 Net gains and (losses) recognized on equity securities $ 177 $ (69 ) Less: Net gains and (losses) recognized during the period on equity securities sold during the period - - Unrealized gains and (losses) recognized on equity securities still held $ 177 $ (69 ) Six Months Ended June 30, (In thousands) 2020 2019 Net gains and (losses) recognized on equity securities $ (638 ) $ 87 Less: Net gains and (losses) recognized during the period on equity securities sold during the period - - Unrealized gains and (losses) recognized on equity securities still held $ (638 ) $ 87
Contractual Maturities of Debt Securities	The following tables set forth information with regard to contractual maturities of debt securities at June 30, 2020: (In thousands) Amortized Cost Estimated Fair Value AFS debt securities: Within one year $ 1,137 $ 1,179 From one to five years 19,997 20,682 From five to ten years 201,736 208,054 After ten years 851,018 878,528 Total AFS debt securities $ 1,073,888 $ 1,108,443 HTM debt securities: Within one year $ 19,161 $ 19,190 From one to five years 59,201 60,404 From five to ten years 147,566 154,845 After ten years 373,236 388,583 Total HTM debt securities $ 599,164 $ 623,022
Investment Securities with Unrealized Losses	The following table sets forth information with regard to investment securities with unrealized losses, for which an allowance for credit losses has not been recorded at June 30, 2020, segregated according to the length of time the securities had been in a continuous unrealized loss position: Less Than 12 Months 12 Months or Longer Total (In thousands) Fair Value Unrealized Losses Number of Positions Fair Value Unrealized Losses Number of Positions Fair Value Unrealized Losses Number of Positions As of June 30, 2020 AFS securities: Federal agency $ 19,965 $ (23 ) 2 $ - $ - - $ 19,965 $ (23 ) 2 Mortgage-backed 46 - 2 779 (9 ) 2 825 (9 ) 4 Collateralized mortgage obligations 583 (5 ) 1 3,043 (4 ) 1 3,626 (9 ) 2 Total securities with unrealized losses $ 20,594 $ (28 ) 5 $ 3,822 $ (13 ) 3 $ 24,416 $ (41 ) 8 HTM securities: State & municipal $ 990 $ (10 ) 1 $ - $ - - $ 990 $ (10 ) 1 Total securities with unrealized losses $ 990 $ (10 ) 1 $ - $ - - $ 990 $ (10 ) 1 As of December 31, 2019 AFS securities: Federal agency $ 14,891 $ (109 ) 2 $ 9,866 $ (134 ) 1 $ 24,757 $ (243 ) 3 State & municipal 2,503 (20 ) 1 - - - 2,503 (20 ) 1 Mortgage-backed 67,986 (273 ) 21 37,745 (122 ) 16 105,731 (395 ) 37 Collateralized mortgage obligations 113,121 (316 ) 24 49,632 (559 ) 17 162,753 (875 ) 41 Total securities with unrealized losses $ 198,501 $ (718 ) 48 $ 97,243 $ (815 ) 34 $ 295,744 $ (1,533 ) 82 HTM securities: Mortgage-backed $ - $ - - $ 25,370 $ (155 ) 2 $ 25,370 $ (155 ) 2 Collateralized mortgage obligations 18,040 (181 ) 3 22,389 (287 ) 5 40,429 (468 ) 8 State & municipal 2,257 (6 ) 4 - - - 2,257 (6 ) 4 Total securities with unrealized losses $ 20,297 $ (187 ) 7 $ 47,759 $ (442 ) 7 $ 68,056 $ (629 ) 14

Allowance for Credit Losses a_3

Allowance for Credit Losses and Credit Quality of Loans (Tables)	6 Months Ended
	Jun. 30, 2020
Allowance for Credit Losses and Credit Quality of Loans [Abstract]
Allowance for Loan Losses by Portfolio	The following tables present the activity in the allowance for credit losses by portfolio segment (In thousands) Commercial Loans Consumer Loans Residential Total Balance as of March 31, 2020 $ 42,212 $ 37,546 $ 20,242 $ 100,000 Charge-offs (709 ) (6,178 ) (490 ) (7,377 ) Recoveries 113 1,810 114 2,037 Provision 8,770 6,916 3,154 18,840 Ending Balance as of June 30, 2020 $ 50,386 $ 40,094 $ 23,020 $ 113,500 (In thousands) Commercial Loans Consumer Loans Residential Total Balance as of January 1, 2020 (after adoption of ASC 326) $ 27,156 $ 32,122 $ 16,721 $ 75,999 Charge-offs (1,729 ) (13,069 ) (805 ) (15,603 ) Recoveries 341 4,045 238 4,624 Provision 24,618 16,996 6,866 48,480 Ending Balance as of June 30, 2020 $ 50,386 $ 40,094 $ 23,020 $ 113,500 The following table illustrates the changes in the allowance for loan losses by our portfolio segments: (In thousands) Commercial Loans Consumer Loans Residential Real Estate Total Balance as of March 31, 2019 $ 32,159 $ 36,804 $ 2,442 $ 71,405 Charge-offs (1,171 ) (6,927 ) (334 ) (8,432 ) Recoveries 118 1,742 55 1,915 Provision 2,046 4,915 316 7,277 Ending Balance as of June 30, 2019 $ 33,152 $ 36,534 $ 2,479 $ 72,165 (In thousands) Commercial Loans Consumer Loans Residential Real Estate Total Balance as of December 31, 2018 $ 32,759 $ 37,178 $ 2,568 $ 72,505 Charge-offs (1,918 ) (14,360 ) (608 ) (16,886 ) Recoveries 212 3,141 109 3,462 Provision 2,099 10,575 410 13,084 Ending Balance as of June 30, 2019 $ 33,152 $ 36,534 $ 2,479 $ 72,165 The following table illustrates the allowance for loan losses and the recorded investment by portfolio segments: (In thousands) Commercial Loans Consumer Loans Residential Real Estate Total As of December 31, 2019 Allowance for loan losses $ 34,525 $ 35,647 $ 2,793 $ 72,965 Allowance for loans individually evaluated for impairment - - - - Allowance for loans collectively evaluated for impairment $ 34,525 $ 35,647 $ 2,793 $ 72,965 Ending balance of loans $ 3,444,266 $ 2,246,676 $ 1,445,156 $ 7,136,098 Ending balance of originated loans individually evaluated for impairment 3,488 7,044 7,721 18,253 Ending balance of acquired loans collectively evaluated for impairment 115,266 23,733 125,879 264,878 Ending balance of originated loans collectively evaluated for impairment $ 3,325,512 $ 2,215,899 $ 1,311,556 $ 6,852,967
Past due and Nonperforming Loans by Loan Class	The following table sets forth information with regard to past due and nonperforming loans by loan segment: (In thousands) 31-60 Days Past Due Accruing 61-90 Days Past Due Accruing Greater Than 90 Days Past Due Accruing Total Past Due Accruing Nonaccrual Current Recorded Total Loans As of June 30, 2020 Commercial Loans: Commercial & Industrial $ 550 $ 39 $ 90 $ 679 $ 2,992 $ 1,125,180 $ 1,128,851 Commercial Real Estate 371 1,197 - 1,568 8,550 2,325,876 2,335,994 Paycheck Protection Plan - - - - - 510,097 510,097 Total Commercial Loans $ 921 $ 1,236 $ 90 $ 2,247 $ 11,542 $ 3,961,153 $ 3,974,942 Consumer Loans: Auto $ 6,012 $ 1,418 $ 673 $ 8,103 $ 2,452 $ 1,038,232 $ 1,048,787 Other Consumer 3,310 1,546 1,042 5,898 243 586,108 592,249 Total Consumer Loans $ 9,322 $ 2,964 $ 1,715 $ 14,001 $ 2,695 $ 1,624,340 $ 1,641,036 Residential $ 4,688 $ 1,238 $ 252 $ 6,178 $ 11,330 $ 1,994,505 $ 2,012,013 Total Loans $ 14,931 $ 5,438 $ 2,057 $ 22,426 $ 25,567 $ 7,579,998 $ 7,627,991 The following tables set forth information with regard to past due and nonperforming loans by loan class: (In thousands) 31-60 Days Past Due Accruing 61-90 Days Past Due Accruing Greater Than 90 Days Past Due Accruing Total Past Due Accruing Nonaccrual Current Recorded Total Loans As of December 31, 2019 Originated Commercial Loans: C&I $ 1,227 $ - $ - $ 1,227 $ 1,177 $ 838,502 $ 840,906 CRE 3,576 - - 3,576 4,847 1,941,143 1,949,566 Business Banking 794 162 - 956 7,035 530,537 538,528 Total Commercial Loans $ 5,597 $ 162 $ - $ 5,759 $ 13,059 $ 3,310,182 $ 3,329,000 Consumer Loans: Indirect Auto $ 11,860 $ 2,108 $ 1,005 $ 14,973 $ 2,175 $ 1,176,487 $ 1,193,635 Specialty Lending 3,153 2,087 1,307 6,547 - 535,516 542,063 Direct 2,564 564 478 3,606 2,475 481,164 487,245 Total Consumer Loans $ 17,577 $ 4,759 $ 2,790 $ 25,126 $ 4,650 $ 2,193,167 $ 2,222,943 Residential Real Estate $ 1,179 $ 190 $ 663 $ 2,032 $ 5,872 $ 1,311,373 $ 1,319,277 Total Originated Loans $ 24,353 $ 5,111 $ 3,453 $ 32,917 $ 23,581 $ 6,814,722 $ 6,871,220 Acquired Commercial Loans: C&I $ 149 $ - $ - $ 149 $ - $ 19,215 $ 19,364 CRE - - - - - 60,937 60,937 Business Banking 397 287 - 684 382 33,899 34,965 Total Commercial Loans $ 546 $ 287 $ - $ 833 $ 382 $ 114,051 $ 115,266 Consumer Loans: Direct $ 136 $ 58 $ - $ 194 $ 105 $ 23,434 $ 23,733 Total Consumer Loans $ 136 $ 58 $ - $ 194 $ 105 $ 23,434 $ 23,733 Residential Real Estate $ 575 $ 20 $ 264 $ 859 $ 1,106 $ 123,914 $ 125,879 Total Acquired Loans $ 1,257 $ 365 $ 264 $ 1,886 $ 1,593 $ 261,399 $ 264,878 Total Loans $ 25,610 $ 5,476 $ 3,717 $ 34,803 $ 25,174 $ 7,076,121 $ 7,136,098
Financing Receivable Credit Quality by Loan Class	The following tables illustrate the Company’s credit quality by loan class by vintage: (In thousands) 2020 2019 2018 2017 2016 Prior Revolving Loans Amortized Cost Basis Revolving Loans Converted to Term Total Commercial & Industrial By Internally Assigned Grade: Pass $ 188,416 $ 215,181 $ 109,174 $ 61,336 $ 46,937 $ 42,658 $ 361,229 $ 976 $ 1,025,907 Special Mention 700 16,231 7,001 5,833 4,111 3,923 30,708 - 68,507 Substandard 1,186 3,574 9,791 3,336 1,147 6,468 8,715 1 34,218 Doubtful - - - 219 - - - - 219 Total Commercial & Industrial $ 190,302 $ 234,986 $ 125,966 $ 70,724 $ 52,195 $ 53,049 $ 400,652 $ 977 $ 1,128,851 Commercial Real Estate By Internally Assigned Grade: Pass $ 241,844 $ 395,753 $ 263,881 $ 320,976 $ 225,572 $ 452,302 $ 82,421 $ 703 $ 1,983,452 Special Mention 3,221 45,851 38,192 57,295 41,079 65,378 10,713 - 261,729 Substandard 196 4,528 6,197 3,976 4,597 60,062 11,257 - 90,813 Total Commercial Real Estate $ 245,261 $ 446,132 $ 308,270 $ 382,247 $ 271,248 $ 577,742 $ 104,391 $ 703 $ 2,335,994 Paycheck Protection Plan By Internally Assigned Grade: Pass $ 510,097 $ - $ - $ - $ - $ - $ - $ - $ 510,097 Total Paycheck Protection Plan $ 510,097 $ - $ - $ - $ - $ - $ - $ - $ 510,097 Auto By Payment Activity: Performing $ 134,078 $ 381,783 $ 261,558 $ 164,661 $ 73,374 $ 30,184 $ 24 $ - $ 1,045,662 Nonperforming 69 872 1,169 576 439 - - - 3,125 Total Auto $ 134,147 $ 382,655 $ 262,727 $ 165,237 $ 73,813 $ 30,184 $ 24 $ - $ 1,048,787 Other Consumer By Payment Activity: Performing $ 107,544 $ 196,607 $ 153,420 $ 70,130 $ 21,537 $ 22,642 $ 19,065 $ 18 $ 590,963 Nonperforming 148 231 330 263 178 124 12 - 1,286 Total Other Consumer $ 107,692 $ 196,838 $ 153,750 $ 70,393 $ 21,715 $ 22,766 $ 19,077 $ 18 $ 592,249 Residential By Payment Activity: Performing $ 109,485 $ 229,947 $ 235,193 $ 198,283 $ 179,197 $ 766,771 $ 266,042 $ 15,514 $ 2,000,432 Nonperforming 34 485 651 1,365 351 8,695 - - 11,581 Total Residential $ 109,519 $ 230,432 $ 235,844 $ 199,648 $ 179,548 $ 775,466 $ 266,042 $ 15,514 $ 2,012,013 Total Loans $ 1,297,018 $ 1,491,043 $ 1,086,557 $ 888,249 $ 598,519 $ 1,459,207 $ 790,186 $ 17,212 $ 7,627,991 The following tables illustrate the Company’s credit quality by loan class: (In thousands) As of December 31, 2019 Originated Commercial Credit Exposure By Internally Assigned Grade: C&I CRE Total Pass $ 782,763 $ 1,868,678 $ 2,651,441 Special Mention 28,380 30,519 58,899 Substandard 29,257 50,369 79,626 Doubtful 506 - 506 Total $ 840,906 $ 1,949,566 $ 2,790,472 Business Banking Credit Exposure By Internally Assigned Grade: Business Banking Total Non-classified $ 524,725 $ 524,725 Classified 13,803 13,803 Total $ 538,528 $ 538,528 Consumer Credit Exposure By Payment Activity: Indirect Auto Specialty Lending Direct Total Performing $ 1,190,455 $ 540,756 $ 484,292 $ 2,215,503 Nonperforming 3,180 1,307 2,953 7,440 Total $ 1,193,635 $ 542,063 $ 487,245 $ 2,222,943 Residential Real Estate Credit Exposure By Payment Activity: Residential Real Estate Total Performing $ 1,312,742 $ 1,312,742 Nonperforming 6,535 6,535 Total $ 1,319,277 $ 1,319,277 Acquired Commercial Credit Exposure By Internally Assigned Grade: C&I CRE Total Pass $ 17,801 $ 60,545 $ 78,346 Special Mention 1,269 - 1,269 Substandard 294 392 686 Total $ 19,364 $ 60,937 $ 80,301 Business Banking Credit Exposure By Internally Assigned Grade: Business Banking Total Non-classified $ 32,030 $ 32,030 Classified 2,935 2,935 Total $ 34,965 $ 34,965 Consumer Credit Exposure By Payment Activity: Direct Total Performing $ 23,628 $ 23,628 Nonperforming 105 105 Total $ 23,733 $ 23,733 Residential Real Estate Credit Exposure By Payment Activity: Residential Real Estate Total Performing $ 124,509 $ 124,509 Nonperforming 1,370 1,370 Total $ 125,879 125,879
Troubled Debt Restructurings on Financing Receivables	The following tables illustrate the recorded investment and number of modifications designated as TDRs, including the recorded investment in the loans prior to a modification and the recorded investment in the loans after restructuring: Three Months Ended June 30, 2020 Six Months Ended June 30, 2020 (Dollars in thousands) Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment Consumer Loans: Auto - $ - $ - 1 $ 44 $ 44 Total Consumer Loans - $ - $ - 1 $ 44 $ 44 Residential 7 $ 269 $ 294 14 $ 960 $ 1,029 Total Troubled Debt Restructurings 7 $ 269 $ 294 15 $ 1,004 $ 1,073 The following table illustrates the recorded investment and number of modifications for TDRs where a concession has been made and subsequently defaulted during the period: Three Months Ended June 30, 2020 Six Months Ended June 30, 2020 (Dollars in thousands) Number of Contracts Recorded Investment Number of Contracts Recorded Investment Commercial Loans: Commercial & Industrial - $ - 1 $ 387 Commercial Real Estate 1 168 1 168 Total Commercial Loans 1 $ 168 2 $ 555 Residential 26 $ 1,505 38 $ 2,192 Total Troubled Debt Restructurings 27 $ 1,673 40 $ 2,747 The following table illustrates the recorded investment and number of modifications for modified loans, including the recorded investment in the loans prior to a modification and the recorded investment in the loans after restructuring: Three Months Ended June 30, 2019 Six Months Ended June 30, 2019 (Dollars in thousands) Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment Commercial Loans: C&I - $ - $ - 1 $ 65 $ 65 Business Banking - - - 2 388 388 Total Commercial Loans - $ - $ - 3 $ 453 $ 453 Consumer Loans: Indirect Auto 4 $ 60 $ 60 9 $ 134 $ 134 Direct 2 68 77 8 388 398 Total Consumer Loans 6 $ 128 $ 137 17 $ 522 $ 532 Residential Real Estate 2 $ 369 $ 381 8 $ 757 $ 786 Total Troubled Debt Restructurings 8 $ 497 $ 518 28 $ 1,732 $ 1,771 The following table illustrates the recorded investment and number of modifications for TDRs where a concession has been made and subsequently defaulted during the period: Three Months Ended June 30, 2019 Six Months Ended June 30, 2019 (Dollars in thousands) Number of Contracts Recorded Investment Number of Contracts Recorded Investment Consumer Loans: Indirect Auto - $ - 2 $ 17 Direct 14 496 19 958 Total Consumer Loans 14 $ 496 21 $ 975 Residential Real Estate 8 $ 429 13 $ 644 Total Troubled Debt Restructurings 22 $ 925 34 $ 1,619
Impaired Loans and Specific Reserve Allocations	The following table provides information on impaired loans specifically evaluated for impairment: December 31, 2019 (In thousands) Recorded Investment Balance (Book) Unpaid Principal Balance (Legal) Related Allowance Originated With no related allowance recorded: Commercial Loans: C&I $ 76 $ 302 $ CRE 2,410 2,437 Business Banking 1,002 1,443 Total Commercial Loans $ 3,488 $ 4,182 Consumer Loans: Indirect Auto $ 154 $ 242 Direct 6,862 8,335 Specialty Lending 28 28 Total Consumer Loans $ 7,044 $ 8,605 Residential Real Estate $ 7,721 $ 9,754 Total $ 18,253 $ 22,541 Total Loans $ 18,253 $ 22,541 $ - The following table summarizes the average recorded investments on loans specifically evaluated for impairment and the interest income recognized: Three Months Ended Six Months Ended June 30, 2019 June 30, 2019 (In thousands) Average Recorded Investment Interest Income Recognized Average Recorded Investment Interest Income Recognized Originated Commercial Loans: C&I $ 326 $ - $ 383 $ 1 CRE 4,212 31 4,248 61 Business Banking 1,090 5 1,159 11 Total Commercial Loans $ 5,628 $ 36 $ 5,790 $ 73 Consumer Loans: Indirect Auto $ 221 $ 4 $ 198 $ 6 Direct 7,553 98 7,636 196 Total Consumer Loans $ 7,774 $ 102 $ 7,834 $ 202 Residential Real Estate $ 7,455 $ 82 $ 7,323 $ 159 Total Originated $ 20,857 $ 220 $ 20,947 $ 434 Total Loans $ 20,857 $ 220 $ 20,947 $ 434

Subordinated Debt (Tables)

Subordinated Debt (Tables)	6 Months Ended
	Jun. 30, 2020
Subordinated Debt [Abstract]
Subordinated Debt	The following table summarizes the Company’s subordinated debt: (Dollars in thousands) June 30, 2020 Subordinated notes issued June 2020 – fixed interest rate of 5.00% through June 2025 July 1, 2030 $ 100,000 Unamortized debt issuance costs (2,018 ) Total subordinated debt, net $ 97,982

Defined Benefit Post-Retireme_3

Defined Benefit Post-Retirement Plans (Tables)	6 Months Ended
	Jun. 30, 2020
Defined Benefit Post-Retirement Plans [Abstract]
Net Periodic Pension Benefits and Other Benefit Costs	The components of expense for Pension Benefits and Other Benefits are set forth below: Pension Benefits Other Benefits Three Months Ended June 30, Three Months Ended June 30, (In thousands) 2020 2019 2020 2019 Components of net periodic (benefit) cost: Service cost $ 446 $ 435 $ 2 $ 2 Interest cost 809 981 55 81 Expected return on plan assets (2,105 ) (1,873 ) - - Net amortization 368 639 13 18 Total net periodic (benefit) cost $ (482 ) $ 182 $ 70 $ 101 Pension Benefits Other Benefits Six Months Ended June 30, Six Months Ended June 30, (In thousands) 2020 2019 2020 2019 Components of net periodic (benefit) cost: Service cost $ 892 $ 870 $ 4 $ 4 Interest cost 1,618 1,962 110 162 Expected return on plan assets (4,210 ) (3,746 ) - - Net amortization 736 1,278 26 35 Total net periodic (benefit) cost $ (964 ) $ 364 $ 140 $ 201

Earnings Per Share (Tables)

Earnings Per Share (Tables)	6 Months Ended
	Jun. 30, 2020
Earnings Per Share [Abstract]
Reconciliation of Basic and Diluted Earnings Per Share	The following is a reconciliation of basic and diluted EPS for the periods presented in the unaudited interim consolidated statements of income: Three Months Ended June 30, (In thousands, except per share data) 2020 2019 Basic EPS: Weighted average common shares outstanding 43,637 43,809 Net income available to common stockholders $ 24,713 $ 30,555 Basic EPS $ 0.57 $ 0.70 Diluted EPS: Weighted average common shares outstanding 43,637 43,809 Dilutive effect of common stock options and restricted stock 291 311 Weighted average common shares and common share equivalents 43,928 44,120 Net income available to common stockholders $ 24,713 $ 30,555 Diluted EPS $ 0.56 $ 0.69 Six Months Ended June 30, (In thousands, except per share data) 2020 2019 Basic EPS: Weighted average common shares outstanding 43,735 43,797 Net income available to common stockholders $ 35,081 $ 59,682 Basic EPS $ 0.80 $ 1.36 Diluted EPS: Weighted average common shares outstanding 43,735 43,797 Dilutive effect of common stock options and restricted stock 291 300 Weighted average common shares and common share equivalents 44,026 44,097 Net income available to common stockholders $ 35,081 $ 59,682 Diluted EPS $ 0.80 $ 1.35

Reclassification Adjustments _2

Reclassification Adjustments Out of Other Comprehensive Income (Loss) (Tables)	6 Months Ended
	Jun. 30, 2020
Reclassification Adjustments Out of Other Comprehensive Income (Loss) [Abstract]
Reclassification Adjustments out of AOCI	The following table summarizes the reclassification adjustments out of AOCI: Detail About AOCI Components Amount Reclassified From AOCI Affected Line Item in the Consolidated Statement of Comprehensive Income (Loss) Three Months Ended (In thousands) June 30, 2020 June 30, 2019 AFS securities: Amortization of unrealized gains related to securities transfer $ 165 $ 199 Interest income Tax effect $ (42 ) $ (50 ) Income tax (benefit) Net of tax $ 123 $ 149 Cash flow hedges: Net unrealized losses (gains) on cash flow hedges reclassified to interest expense $ 81 $ (738 ) Interest expense Tax effect $ (20 ) $ 185 Income tax (benefit) expense Net of tax $ 61 $ (553 ) Pension and other benefits: Amortization of net losses $ 358 $ 633 Other noninterest expense Amortization of prior service costs 23 24 Other noninterest expense Tax effect $ (96 ) $ (164 ) Income tax (benefit) Net of tax $ 285 $ 493 Total reclassifications, net of tax $ 469 $ 89 Detail About AOCI Components Amount Reclassified From AOCI Affected Line item in the Consolidated Statement of Comprehensive Income (Loss) Six Months Ended (In thousands) June 30, 2020 June 30, 2019 AFS securities: (Gains) losses on AFS securities $ (3 ) $ 99 Net securities (gains) losses Amortization of unrealized gains related to securities transfer 338 366 Interest income Tax effect $ (84 ) $ (117 ) Income tax (benefit) Net of tax $ 251 $ 348 Cash flow hedges: Net unrealized losses (gains) on cash flow hedges reclassified to interest expense $ 91 $ (1,537 ) Interest expense Tax effect $ (23 ) $ 385 Income tax (benefit) expense Net of tax $ 68 $ (1,152 ) Pension and other benefits: Amortization of net losses $ 716 $ 1,267 Other noninterest expense Amortization of prior service costs 46 46 Other noninterest expense Tax effect $ (191 ) $ (328 ) Income tax (benefit) Net of tax $ 571 $ 985 Total reclassifications, net of tax $ 890 $ 181

Derivative Instruments and He_2

Derivative Instruments and Hedging Activities (Tables)	6 Months Ended
	Jun. 30, 2020
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Fair Value Adjustment Recorded Related to Notional Amount of Derivatives Outstanding and Notional Amount of Risk Participation Agreements	The following table depicts the fair value adjustment recorded related to the notional amount of derivatives outstanding as well as the notional amount of risk participation agreements: June 30, December 31, (In thousands) 2020 2019 Derivatives Not Designated as Hedging Instruments: Fair value adjustment included in other assets and other liabilities Interest rate derivatives $ 128,581 $ 41,650 Notional amount: Interest rate derivatives 2,243,737 963,209 Risk participation agreements 110,289 97,614 Derivatives Designated as Hedging Instruments: Fair value adjustment included in other assets Interest rate derivatives - 4 Fair value adjustment included in other liabilities Interest rate derivatives 236 45 Notional amount: Interest rate derivatives 25,000 50,000
Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Effect of Derivatives on AOCI and on Consolidated Statement of Income	The following table indicates the effect of cash flow hedge accounting on AOCI and on the unaudited interim consolidated statement of income: Three Months Ended June 30, Six Months Ended June 30, (In thousands) 2020 2019 2020 2019 Derivatives Designated as Hedging Instruments: Interest rate derivatives - included component Amount of (loss) recognized in other comprehensive income $ (19 ) $ (314 ) $ (274 ) $ (484 ) Amount of loss (gain) reclassified from AOCI into interest expense 81 (738 ) 91 (1,537 )
Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Effect of Derivatives on AOCI and on Consolidated Statement of Income	The following table indicates the gain or loss recognized in income on derivatives not designated as a hedging relationship: Three Months Ended June 30, Six Months Ended June 30, (In thousands) 2020 2019 2020 2019 Derivatives Not Designated as Hedging Instruments: (Decrease) increase in other income $ (4 ) $ 19 $ (147 ) $ 106

Fair Value Measurements and F_3

Fair Value Measurements and Fair Value of Financial Instruments (Tables)	6 Months Ended
	Jun. 30, 2020
Fair Value Measurements and Fair Value of Financial Instruments [Abstract]
Fair Value of Financial Assets and Liabilities Measured on a Recurring Basis	The following tables set forth the Company’s financial assets and liabilities measured on a recurring basis that were accounted for at fair value. Assets and liabilities are classified in their entirety based on the lowest level of input that is significant to the fair value measurement: (In thousands) Level 1 Level 2 Level 3 June 30, 2020 Assets: AFS securities Federal agency $ - $ 45,604 $ - $ 45,604 State & municipal - 2,689 - 2,689 Mortgage-backed - 516,581 - 516,581 Collateralized mortgage obligations - 533,432 - 533,432 Corporate - 10,137 - 10,137 Total AFS securities $ - $ 1,108,443 $ - $ 1,108,443 Equity securities 25,223 4,000 - 29,223 Derivatives - 128,968 - 128,968 Total $ 25,223 $ 1,241,411 $ - $ 1,266,634 Liabilities: Derivatives $ - $ 128,986 $ - $ 128,986 Total $ - $ 128,986 $ - $ 128,986 (In thousands) Level 1 Level 2 Level 3 December 31, 2019 Assets: AFS securities Federal agency $ - $ 34,758 $ - $ 34,758 State & municipal - 2,513 - 2,513 Mortgage-backed - 503,626 - 503,626 Collateralized mortgage obligations - 434,443 - 434,443 Total AFS securities $ - $ 975,340 $ - $ 975,340 Equity securities 23,771 4,000 - 27,771 Derivatives - 41,766 - 41,766 Total $ 23,771 $ 1,021,106 $ - $ 1,044,877 Liabilities: Derivatives $ - $ 41,777 $ - $ 41,777 Total $ - $ 41,777 $ - $ 41,777
Information with Regard to Estimated Fair Values of Financial Instruments	The following table sets forth information with regard to estimated fair values of financial instruments. This table excludes financial instruments for which the carrying amount approximates fair value. Financial instruments for which the fair value approximates carrying value include cash and cash equivalents, AFS securities, equity securities, accrued interest receivable, non-maturity deposits, short-term borrowings, accrued interest payable and derivatives. June 30, 2020 December 31, 2019 (In thousands) Fair Value Hierarchy Carrying Amount Estimated Fair Value Carrying Amount Estimated Fair Value Financial assets: HTM securities 2 $ 599,164 $ 623,022 $ 630,074 $ 641,262 Net loans 3 7,530,638 7,455,274 7,074,864 6,999,690 Financial liabilities: Time deposits 2 $ 707,859 $ 721,421 $ 861,193 $ 858,085 Long-term debt 2 64,154 65,416 64,211 64,373 Subordinated debt 1 100,000 99,700 - - Junior subordinated debt 2 101,196 101,697 101,196 105,694

Summary of Significant Accoun_4

Summary of Significant Accounting Policies (Details) $ in Millions	6 Months Ended
	Jun. 30, 2020USD ($)Loan
Minimum [Member]
Allowance for Credit Losses [Abstract]
Threshold period past due for loans to be written off	90 days
Maximum [Member]
Allowance for Credit Losses [Abstract]
Threshold period past due for loans to be written off	120 days
Paycheck Protection Program [Member]
Allowance for Credit Losses [Abstract]
Number of loans processed | Loan	3,000
Paycheck Protection Program [Member] | Minimum [Member]
Allowance for Credit Losses [Abstract]
Amount of loans processed | $	$ 547
Commercial Loans [Member] | Commercial Real Estate [Member] | Maximum [Member]
Allowance for Credit Losses [Abstract]
Loan amount, percentage of appraised value or purchase price of the property	80.00%
Consumer Loans [Member] | Auto [Member] | Minimum [Member]
Allowance for Credit Losses [Abstract]
Principal repayment term of loan	3 years
Consumer Loans [Member] | Auto [Member] | Maximum [Member]
Allowance for Credit Losses [Abstract]
Principal repayment term of loan	6 years
Consumer Loans [Member] | Installment Loans [Member] | Minimum [Member]
Allowance for Credit Losses [Abstract]
Principal repayment term of loan	1 year
Consumer Loans [Member] | Installment Loans [Member] | Maximum [Member]
Allowance for Credit Losses [Abstract]
Principal repayment term of loan	15 years
Residential [Member] | Maximum [Member]
Allowance for Credit Losses [Abstract]
Loan amount, percentage of appraised value or purchase price of the property	85.00%
Residential [Member] | Home Equity [Member] | Maximum [Member]
Allowance for Credit Losses [Abstract]
Loan amount, percentage of equity in property	85.00%
Term of draw	10 years
Term of amortization	15 years

Recent Accounting Pronounceme_3

Recent Accounting Pronouncements (Details) - USD ($) $ in Thousands		Jun. 30, 2020	Mar. 31, 2020	Dec. 31, 2019
Recent Accounting Pronouncements [Abstract]
Retained earnings		$ 703,322		$ 696,214
Allowance for credit losses	[1]	113,500
COVID-19 [Member]
Recent Accounting Pronouncements [Abstract]
Loans in modification programs related to COVID-19				1,000
ASU 2016-13 [Member]
Recent Accounting Pronouncements [Abstract]
Allowance for credit losses		$ 113,500	$ 100,000	75,999
ASU 2016-13 [Member] | Cumulative Effect Adjustment for ASU Implementation [Member]
Recent Accounting Pronouncements [Abstract]
Retained earnings				(4,300)
Allowance for credit losses				3,000
Allowance for credit losses on off-balance sheet credit exposure				2,800
Deferred tax asset				$ (1,500)
[1]	Beginning January 1, 2020, calculation is based on current expected loss methodology. Prior to January 1, 2020, calculation was based on incurred loss methodology.

Securities, Available for Sale

Securities, Available for Sale (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2020	Jun. 30, 2019	Jun. 30, 2020	Jun. 30, 2019	Dec. 31, 2019
Debt securities, available-for-sale [Abstract]
Amortized cost	$ 1,073,888		$ 1,073,888		$ 968,554
Unrealized gains	34,596		34,596		8,319
Unrealized losses	41		41		1,533
Estimated fair value	1,108,443		1,108,443		975,340
Allowance for credit losses on AFS securities	0		0
Sales transactions of securities available for sale [Abstract]
Gross realized gains			3	$ 53
Gross realized (losses)			0	(152)
Net AFS realized gains (losses)	0	$ 0	3	(99)
Gains from calls on securities available for sale	0	$ 0	3	$ 4
Federal Agency [Member]
Debt securities, available-for-sale [Abstract]
Amortized cost	45,588		45,588		34,998
Unrealized gains	39		39		3
Unrealized losses	23		23		243
Estimated fair value	45,604		45,604		34,758
State & Municipal [Member]
Debt securities, available-for-sale [Abstract]
Amortized cost	2,529		2,529		2,533
Unrealized gains	160		160		0
Unrealized losses	0		0		20
Estimated fair value	2,689		2,689		2,513
Mortgage-Backed, Government Sponsored Enterprises [Member]
Debt securities, available-for-sale [Abstract]
Amortized cost	445,055		445,055		453,614
Unrealized gains	19,285		19,285		4,982
Unrealized losses	0		0		239
Estimated fair value	464,340		464,340		458,357
Mortgage-Backed, U.S. Government Agency Securities [Member]
Debt securities, available-for-sale [Abstract]
Amortized cost	49,967		49,967		44,758
Unrealized gains	2,283		2,283		667
Unrealized losses	9		9		156
Estimated fair value	52,241		52,241		45,269
Collateralized Mortgage Obligations, Government-Sponsored Enterprises [Member]
Debt securities, available-for-sale [Abstract]
Amortized cost	382,562		382,562		328,499
Unrealized gains	8,340		8,340		1,949
Unrealized losses	4		4		467
Estimated fair value	390,898		390,898		329,981
Collateralized Mortgage Obligations, U.S. Government Agency Securities [Member]
Debt securities, available-for-sale [Abstract]
Amortized cost	138,187		138,187		104,152
Unrealized gains	4,352		4,352		718
Unrealized losses	5		5		408
Estimated fair value	142,534		142,534		$ 104,462
Corporate [Member]
Debt securities, available-for-sale [Abstract]
Amortized cost	10,000		10,000
Unrealized gains	137		137
Unrealized losses	0		0
Estimated fair value	$ 10,137		$ 10,137

Securities, Held to Maturity (D

Securities, Held to Maturity (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2020	Jun. 30, 2019	Jun. 30, 2020	Jun. 30, 2019	Dec. 31, 2019
Held-to-maturity securities, fair value to amortized cost [Abstract]
Amortized cost	$ 599,164		$ 599,164		$ 630,074
Unrealized gains	23,868		23,868		11,817
Unrealized losses	10		10		629
Estimated fair value	623,022		623,022		641,262
Allowance for credit losses on HTM securities	0		0
Gains from calls on HTM securities	4	$ 0	4	$ 0
Held-to-maturity securities sold, amortized cost	1,000	$ 0	1,000	$ 0
Held-to-maturity securities sold, unrealized loss	1		1
Amortized costs of securities available for sale and held to maturity pledged	1,300,000		1,300,000		1,300,000
Amortized costs of securities AFS and HTM pledged as collateral for repurchase agreements	249,800		249,800		189,800
Mortgage-Backed, Government Sponsored Enterprises [Member]
Held-to-maturity securities, fair value to amortized cost [Abstract]
Amortized cost	144,556		144,556		149,448
Unrealized gains	5,886		5,886		3,184
Unrealized losses	0		0		155
Estimated fair value	150,442		150,442		152,477
Mortgage-Backed, U.S. Government Agency Securities [Member]
Held-to-maturity securities, fair value to amortized cost [Abstract]
Amortized cost	12,220		12,220		13,667
Unrealized gains	938		938		584
Unrealized losses	0		0		0
Estimated fair value	13,158		13,158		14,251
Collateralized Mortgage Obligations, Government-Sponsored Enterprises [Member]
Held-to-maturity securities, fair value to amortized cost [Abstract]
Amortized cost	145,235		145,235		189,402
Unrealized gains	5,445		5,445		2,165
Unrealized losses	0		0		368
Estimated fair value	150,680		150,680		191,199
Collateralized Mortgage Obligations, U.S. Government Agency Securities [Member]
Held-to-maturity securities, fair value to amortized cost [Abstract]
Amortized cost	105,862		105,862		110,498
Unrealized gains	5,447		5,447		3,256
Unrealized losses	0		0		100
Estimated fair value	111,309		111,309		113,654
State & Municipal [Member]
Held-to-maturity securities, fair value to amortized cost [Abstract]
Amortized cost	191,291		191,291		167,059
Unrealized gains	6,152		6,152		2,628
Unrealized losses	10		10		6
Estimated fair value	$ 197,433		$ 197,433		$ 169,681

Securities, Unrealized Gains (L

Securities, Unrealized Gains (Losses) Related to Equity Securities (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2020	Jun. 30, 2019	Jun. 30, 2020	Jun. 30, 2019	Dec. 31, 2019
Gains (losses) on equity securities [Abstract]
Net gains and (losses) recognized on equity securities	$ 177	$ (69)	$ (638)	$ 87
Less: Net gains and (losses) recognized during the period on equity securities sold during the period	0	0	0	0
Unrealized gains and (losses) recognized on equity securities still held	177	(69)	(638)	87
Carrying amount of equity securities without readily determinable fair values	4,000		4,000		$ 4,000
Impairment adjustments of equity securities without readily determinable fair values	0	0	0	0
Downward adjustments of equity securities without readily determinable fair values	0	0	0	0
Upward adjustments of equity securities without readily determinable fair values	$ 0	$ 0	$ 0	$ 0

Securities, AFS Debt Securities

Securities, AFS Debt Securities, Contractual Maturities (Details) - USD ($) $ in Thousands	Jun. 30, 2020	Dec. 31, 2019
Available-for-sale Securities, Debt Maturities, Amortized Cost [Abstract]
Within one year	$ 1,137
From one to five years	19,997
From five to ten years	201,736
After ten years	851,018
Amortized cost	1,073,888	$ 968,554
Available-for-sale Securities, Debt Maturities, Estimated Fair Value [Abstract]
Within one year	1,179
From one to five years	20,682
From five to ten years	208,054
After ten years	878,528
Fair value	$ 1,108,443	$ 975,340

Securities, HTM Debt Securities

Securities, HTM Debt Securities, Contractual Maturities (Details) $ in Thousands	Jun. 30, 2020USD ($)Issuer	Dec. 31, 2019USD ($)Issuer
Held-to-maturity Securities, Debt Maturities, Amortized Cost [Abstract]
Within one year	$ 19,161
From one to five years	59,201
From five to ten years	147,566
After ten years	373,236
Amortized cost	599,164	$ 630,074
Held-to-maturity Securities, Debt Maturities, Estimated Fair Value [Abstract]
Within one year	19,190
From one to five years	60,404
From five to ten years	154,845
After ten years	388,583
Fair value	$ 623,022	$ 641,262
Number of issuers whose holdings exceeded 10% of consolidated stockholders' equity, excluding U.S. Government securities and Government-sponsored enterprises securities | Issuer	0	0

Securities, AFS Securities in C

Securities, AFS Securities in Continuous Unrealized Loss Position (Details) $ in Thousands	Jun. 30, 2020USD ($)Position	Dec. 31, 2019USD ($)Position
Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months	$ 20,594	$ 198,501
12 months or longer	3,822	97,243
Total	24,416	295,744
Unrealized Loss Position, Unrealized Losses [Abstract]
Less than 12 months	(28)	(718)
12 months or longer	(13)	(815)
Total	$ (41)	$ (1,533)
Unrealized Loss Position, Number of Positions [Abstract]
Less than 12 months | Position	5	48
12 months or longer | Position	3	34
Total | Position	8	82
Federal Agency [Member]
Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months	$ 19,965	$ 14,891
12 months or longer	0	9,866
Total	19,965	24,757
Unrealized Loss Position, Unrealized Losses [Abstract]
Less than 12 months	(23)	(109)
12 months or longer	0	(134)
Total	$ (23)	$ (243)
Unrealized Loss Position, Number of Positions [Abstract]
Less than 12 months | Position	2	2
12 months or longer | Position	0	1
Total | Position	2	3
State & Municipal [Member]
Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months		$ 2,503
12 months or longer		0
Total		2,503
Unrealized Loss Position, Unrealized Losses [Abstract]
Less than 12 months		(20)
12 months or longer		0
Total		$ (20)
Unrealized Loss Position, Number of Positions [Abstract]
Less than 12 months | Position		1
12 months or longer | Position		0
Total | Position		1
Mortgage-Backed [Member]
Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months	$ 46	$ 67,986
12 months or longer	779	37,745
Total	825	105,731
Unrealized Loss Position, Unrealized Losses [Abstract]
Less than 12 months	0	(273)
12 months or longer	(9)	(122)
Total	$ (9)	$ (395)
Unrealized Loss Position, Number of Positions [Abstract]
Less than 12 months | Position	2	21
12 months or longer | Position	2	16
Total | Position	4	37
Collateralized Mortgage Obligations [Member]
Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months	$ 583	$ 113,121
12 months or longer	3,043	49,632
Total	3,626	162,753
Unrealized Loss Position, Unrealized Losses [Abstract]
Less than 12 months	(5)	(316)
12 months or longer	(4)	(559)
Total	$ (9)	$ (875)
Unrealized Loss Position, Number of Positions [Abstract]
Less than 12 months | Position	1	24
12 months or longer | Position	1	17
Total | Position	2	41

Securities, HTM Securities in C

Securities, HTM Securities in Continuous Unrealized Loss Position (Details) $ in Thousands	6 Months Ended
	Jun. 30, 2020USD ($)Position	Dec. 31, 2019USD ($)Position
Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months	$ 990	$ 20,297
12 months or longer	0	47,759
Total	990	68,056
Unrealized Loss Position, Unrealized Losses [Abstract]
Less than 12 months	(10)	(187)
12 months or longer	0	(442)
Total	$ (10)	$ (629)
Unrealized Loss Position, Number of Positions [Abstract]
Less than 12 months | Position	1	7
12 months or longer | Position	0	7
Total | Position	1	14
AIR on AFS debt securities	$ 2,600
Held-to-maturity, past due	0
Accrued interest reversed against interest income	0
Collateral-dependent HTM debt securities	0
AIR on HTM debt securities	2,300
Mortgage-Backed [Member]
Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months		$ 0
12 months or longer		25,370
Total		25,370
Unrealized Loss Position, Unrealized Losses [Abstract]
Less than 12 months		0
12 months or longer		(155)
Total		$ (155)
Unrealized Loss Position, Number of Positions [Abstract]
Less than 12 months | Position		0
12 months or longer | Position		2
Total | Position		2
Collateralized Mortgage Obligations [Member]
Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months		$ 18,040
12 months or longer		22,389
Total		40,429
Unrealized Loss Position, Unrealized Losses [Abstract]
Less than 12 months		(181)
12 months or longer		(287)
Total		$ (468)
Unrealized Loss Position, Number of Positions [Abstract]
Less than 12 months | Position		3
12 months or longer | Position		5
Total | Position		8
State & Municipal [Member]
Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months	990	$ 2,257
12 months or longer	0	0
Total	990	2,257
Unrealized Loss Position, Unrealized Losses [Abstract]
Less than 12 months	(10)	(6)
12 months or longer	0	0
Total	$ (10)	$ (6)
Unrealized Loss Position, Number of Positions [Abstract]
Less than 12 months | Position	1	4
12 months or longer | Position	0	0
Total | Position	1	4
US Government Agencies Debt Securities and US Government-sponsored Enterprises Debt Securities [Member]
Unrealized Loss Position, Number of Positions [Abstract]
Held-to-maturity debt securities, percentage	68.00%

Allowance for Credit Losses a_4

Allowance for Credit Losses and Credit Quality of Loans (Details) - USD ($) $ in Thousands		6 Months Ended
		Jun. 30, 2020	Mar. 31, 2020	Dec. 31, 2019
Allowance for Credit Losses [Abstract]
Allowance for credit losses	[1]	$ 113,500
Retained earnings		703,322		$ 696,214
ASU 2016-13 [Member]
Allowance for Credit Losses [Abstract]
Allowance for credit losses		113,500	$ 100,000	75,999
AIR on loans		$ 26,800
ASU 2016-13 [Member] | Minimum [Member]
Allowance for Credit Losses [Abstract]
Write-off of uncollectible interest period		120 days
ASU 2016-13 [Member] | Accrued Interest Receivable [Member]
Allowance for Credit Losses [Abstract]
Allowance for credit losses		$ 1,100
ASU 2016-13 [Member] | Cumulative Effect Adjustment for ASU Implementation [Member]
Allowance for Credit Losses [Abstract]
Allowance for credit losses				3,000
Retained earnings				(4,300)
Deferred tax asset				(1,500)
ASU 2016-13 [Member] | Cumulative Effect Adjustment for ASU Implementation [Member] | Loans [Member]
Allowance for Credit Losses [Abstract]
Allowance for credit losses				3,000
Retained earnings				(2,300)
Deferred tax asset				$ 700
[1]	Beginning January 1, 2020, calculation is based on current expected loss methodology. Prior to January 1, 2020, calculation was based on incurred loss methodology.

Allowance for Credit Losses a_5

Allowance for Credit Losses and Credit Quality of Loans, Allowance for Credit Losses by Portfolio Segments (Details) - USD ($) $ in Thousands		3 Months Ended	6 Months Ended
		Jun. 30, 2020	Jun. 30, 2020
Activity in allowance for credit losses by portfolio segment [Roll Forward]
Balance, end of period	[1]	$ 113,500	$ 113,500
ASU 2016-13 [Member]
Activity in allowance for credit losses by portfolio segment [Roll Forward]
Balance, beginning of period		100,000	75,999
Charge-offs		(7,377)	(15,603)
Recoveries		2,037	4,624
Provision		18,840	48,480
Balance, end of period		113,500	113,500
ASU 2016-13 [Member] | Commercial Loans [Member]
Activity in allowance for credit losses by portfolio segment [Roll Forward]
Balance, beginning of period		42,212	27,156
Charge-offs		(709)	(1,729)
Recoveries		113	341
Provision		8,770	24,618
Balance, end of period		50,386	50,386
ASU 2016-13 [Member] | Consumer Loans [Member]
Activity in allowance for credit losses by portfolio segment [Roll Forward]
Balance, beginning of period		37,546	32,122
Charge-offs		(6,178)	(13,069)
Recoveries		1,810	4,045
Provision		6,916	16,996
Balance, end of period		40,094	40,094
ASU 2016-13 [Member] | Residential [Member]
Activity in allowance for credit losses by portfolio segment [Roll Forward]
Balance, beginning of period		20,242	16,721
Charge-offs		(490)	(805)
Recoveries		114	238
Provision		3,154	6,866
Balance, end of period		$ 23,020	$ 23,020
[1]	Beginning January 1, 2020, calculation is based on current expected loss methodology. Prior to January 1, 2020, calculation was based on incurred loss methodology.

Allowance for Credit Losses a_6

Allowance for Credit Losses and Credit Quality of Loans, Past Due Loans (Details) $ in Thousands	Jun. 30, 2020USD ($)Relationship	Mar. 31, 2020USD ($)Relationship	Dec. 31, 2019USD ($)
Allowance for Credit Losses and Credit Quality of Loans [Abstract]
Individually evaluated loans, number of relationships | Relationship	0	1
Individually evaluated loans, amortized cost		$ 4,200
Individually evaluated loans, allowance for credit losses		$ 2,100
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	$ 22,426		$ 34,803
Nonaccrual	25,567		25,174
Current	7,579,998		7,076,121
Recorded total loans	7,627,991		7,136,098
Loans in non-accrual without an allowance for credit losses	0
31-60 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	14,931		25,610
61-90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	5,438		5,476
Greater Than 90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	2,057		3,717
Commercial Loans [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	2,247
Nonaccrual	11,542
Current	3,961,153
Recorded total loans	3,974,942
Commercial Loans [Member] | 31-60 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	921
Commercial Loans [Member] | 61-90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	1,236
Commercial Loans [Member] | Greater Than 90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	90
Commercial Loans [Member] | Commercial & Industrial [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	679
Nonaccrual	2,992
Current	1,125,180
Recorded total loans	1,128,851
Commercial Loans [Member] | Commercial & Industrial [Member] | 31-60 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	550
Commercial Loans [Member] | Commercial & Industrial [Member] | 61-90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	39
Commercial Loans [Member] | Commercial & Industrial [Member] | Greater Than 90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	90
Commercial Loans [Member] | Commercial Real Estate [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	1,568
Nonaccrual	8,550
Current	2,325,876
Recorded total loans	2,335,994
Commercial Loans [Member] | Commercial Real Estate [Member] | 31-60 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	371
Commercial Loans [Member] | Commercial Real Estate [Member] | 61-90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	1,197
Commercial Loans [Member] | Commercial Real Estate [Member] | Greater Than 90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	0
Commercial Loans [Member] | Paycheck Protection Plan [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	0
Nonaccrual	0
Current	510,097
Recorded total loans	510,097
Commercial Loans [Member] | Paycheck Protection Plan [Member] | 31-60 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	0
Commercial Loans [Member] | Paycheck Protection Plan [Member] | 61-90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	0
Commercial Loans [Member] | Paycheck Protection Plan [Member] | Greater Than 90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	0
Consumer Loans [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	14,001
Nonaccrual	2,695
Current	1,624,340
Recorded total loans	1,641,036
Consumer Loans [Member] | 31-60 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	9,322
Consumer Loans [Member] | 61-90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	2,964
Consumer Loans [Member] | Greater Than 90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	1,715
Consumer Loans [Member] | Auto [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	8,103
Nonaccrual	2,452
Current	1,038,232
Recorded total loans	1,048,787
Consumer Loans [Member] | Auto [Member] | 31-60 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	6,012
Consumer Loans [Member] | Auto [Member] | 61-90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	1,418
Consumer Loans [Member] | Auto [Member] | Greater Than 90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	673
Consumer Loans [Member] | Other Consumer [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	5,898
Nonaccrual	243
Current	586,108
Recorded total loans	592,249
Consumer Loans [Member] | Other Consumer [Member] | 31-60 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	3,310
Consumer Loans [Member] | Other Consumer [Member] | 61-90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	1,546
Consumer Loans [Member] | Other Consumer [Member] | Greater Than 90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	1,042
Residential [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	6,178
Nonaccrual	11,330
Current	1,994,505
Recorded total loans	2,012,013
Residential [Member] | 31-60 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	4,688
Residential [Member] | 61-90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	1,238
Residential [Member] | Greater Than 90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing	$ 252
Originated Loans [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			32,917
Nonaccrual			23,581
Current			6,814,722
Recorded total loans			6,871,220
Originated Loans [Member] | 31-60 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			24,353
Originated Loans [Member] | 61-90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			5,111
Originated Loans [Member] | Greater Than 90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			3,453
Originated Loans [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			5,759
Nonaccrual			13,059
Current			3,310,182
Recorded total loans			3,329,000
Originated Loans [Member] | Commercial Loans [Member] | 31-60 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			5,597
Originated Loans [Member] | Commercial Loans [Member] | 61-90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			162
Originated Loans [Member] | Commercial Loans [Member] | Greater Than 90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			0
Originated Loans [Member] | Commercial Loans [Member] | Commercial & Industrial [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			1,227
Nonaccrual			1,177
Current			838,502
Recorded total loans			840,906
Originated Loans [Member] | Commercial Loans [Member] | Commercial & Industrial [Member] | 31-60 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			1,227
Originated Loans [Member] | Commercial Loans [Member] | Commercial & Industrial [Member] | 61-90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			0
Originated Loans [Member] | Commercial Loans [Member] | Commercial & Industrial [Member] | Greater Than 90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			0
Originated Loans [Member] | Commercial Loans [Member] | Commercial Real Estate [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			3,576
Nonaccrual			4,847
Current			1,941,143
Recorded total loans			1,949,566
Originated Loans [Member] | Commercial Loans [Member] | Commercial Real Estate [Member] | 31-60 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			3,576
Originated Loans [Member] | Commercial Loans [Member] | Commercial Real Estate [Member] | 61-90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			0
Originated Loans [Member] | Commercial Loans [Member] | Commercial Real Estate [Member] | Greater Than 90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			0
Originated Loans [Member] | Commercial Loans [Member] | Business Banking [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			956
Nonaccrual			7,035
Current			530,537
Recorded total loans			538,528
Originated Loans [Member] | Commercial Loans [Member] | Business Banking [Member] | 31-60 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			794
Originated Loans [Member] | Commercial Loans [Member] | Business Banking [Member] | 61-90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			162
Originated Loans [Member] | Commercial Loans [Member] | Business Banking [Member] | Greater Than 90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			0
Originated Loans [Member] | Consumer Loans [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			25,126
Nonaccrual			4,650
Current			2,193,167
Recorded total loans			2,222,943
Originated Loans [Member] | Consumer Loans [Member] | 31-60 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			17,577
Originated Loans [Member] | Consumer Loans [Member] | 61-90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			4,759
Originated Loans [Member] | Consumer Loans [Member] | Greater Than 90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			2,790
Originated Loans [Member] | Consumer Loans [Member] | Indirect Auto [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			14,973
Nonaccrual			2,175
Current			1,176,487
Recorded total loans			1,193,635
Originated Loans [Member] | Consumer Loans [Member] | Indirect Auto [Member] | 31-60 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			11,860
Originated Loans [Member] | Consumer Loans [Member] | Indirect Auto [Member] | 61-90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			2,108
Originated Loans [Member] | Consumer Loans [Member] | Indirect Auto [Member] | Greater Than 90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			1,005
Originated Loans [Member] | Consumer Loans [Member] | Specialty Lending [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			6,547
Nonaccrual			0
Current			535,516
Recorded total loans			542,063
Originated Loans [Member] | Consumer Loans [Member] | Specialty Lending [Member] | 31-60 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			3,153
Originated Loans [Member] | Consumer Loans [Member] | Specialty Lending [Member] | 61-90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			2,087
Originated Loans [Member] | Consumer Loans [Member] | Specialty Lending [Member] | Greater Than 90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			1,307
Originated Loans [Member] | Consumer Loans [Member] | Direct [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			3,606
Nonaccrual			2,475
Current			481,164
Recorded total loans			487,245
Originated Loans [Member] | Consumer Loans [Member] | Direct [Member] | 31-60 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			2,564
Originated Loans [Member] | Consumer Loans [Member] | Direct [Member] | 61-90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			564
Originated Loans [Member] | Consumer Loans [Member] | Direct [Member] | Greater Than 90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			478
Originated Loans [Member] | Residential [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			2,032
Nonaccrual			5,872
Current			1,311,373
Recorded total loans			1,319,277
Originated Loans [Member] | Residential [Member] | 31-60 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			1,179
Originated Loans [Member] | Residential [Member] | 61-90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			190
Originated Loans [Member] | Residential [Member] | Greater Than 90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			663
Acquired Loans [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			1,886
Nonaccrual			1,593
Current			261,399
Recorded total loans			264,878
Acquired Loans [Member] | 31-60 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			1,257
Acquired Loans [Member] | 61-90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			365
Acquired Loans [Member] | Greater Than 90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			264
Acquired Loans [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			833
Nonaccrual			382
Current			114,051
Recorded total loans			115,266
Acquired Loans [Member] | Commercial Loans [Member] | 31-60 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			546
Acquired Loans [Member] | Commercial Loans [Member] | 61-90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			287
Acquired Loans [Member] | Commercial Loans [Member] | Greater Than 90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			0
Acquired Loans [Member] | Commercial Loans [Member] | Commercial & Industrial [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			149
Nonaccrual			0
Current			19,215
Recorded total loans			19,364
Acquired Loans [Member] | Commercial Loans [Member] | Commercial & Industrial [Member] | 31-60 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			149
Acquired Loans [Member] | Commercial Loans [Member] | Commercial & Industrial [Member] | 61-90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			0
Acquired Loans [Member] | Commercial Loans [Member] | Commercial & Industrial [Member] | Greater Than 90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			0
Acquired Loans [Member] | Commercial Loans [Member] | Commercial Real Estate [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			0
Nonaccrual			0
Current			60,937
Recorded total loans			60,937
Acquired Loans [Member] | Commercial Loans [Member] | Commercial Real Estate [Member] | 31-60 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			0
Acquired Loans [Member] | Commercial Loans [Member] | Commercial Real Estate [Member] | 61-90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			0
Acquired Loans [Member] | Commercial Loans [Member] | Commercial Real Estate [Member] | Greater Than 90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			0
Acquired Loans [Member] | Commercial Loans [Member] | Business Banking [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			684
Nonaccrual			382
Current			33,899
Recorded total loans			34,965
Acquired Loans [Member] | Commercial Loans [Member] | Business Banking [Member] | 31-60 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			397
Acquired Loans [Member] | Commercial Loans [Member] | Business Banking [Member] | 61-90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			287
Acquired Loans [Member] | Commercial Loans [Member] | Business Banking [Member] | Greater Than 90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			0
Acquired Loans [Member] | Consumer Loans [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			194
Nonaccrual			105
Current			23,434
Recorded total loans			23,733
Acquired Loans [Member] | Consumer Loans [Member] | 31-60 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			136
Acquired Loans [Member] | Consumer Loans [Member] | 61-90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			58
Acquired Loans [Member] | Consumer Loans [Member] | Greater Than 90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			0
Acquired Loans [Member] | Consumer Loans [Member] | Direct [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			194
Nonaccrual			105
Current			23,434
Recorded total loans			23,733
Acquired Loans [Member] | Consumer Loans [Member] | Direct [Member] | 31-60 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			136
Acquired Loans [Member] | Consumer Loans [Member] | Direct [Member] | 61-90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			58
Acquired Loans [Member] | Consumer Loans [Member] | Direct [Member] | Greater Than 90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			0
Acquired Loans [Member] | Residential [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			859
Nonaccrual			1,106
Current			123,914
Recorded total loans			125,879
Acquired Loans [Member] | Residential [Member] | 31-60 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			575
Acquired Loans [Member] | Residential [Member] | 61-90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			20
Acquired Loans [Member] | Residential [Member] | Greater Than 90 Days Past Due Accruing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Total past due accruing			$ 264

Allowance for Credit Losses a_7

Allowance for Credit Losses and Credit Quality of Loans, Credit Quality Indicators (Details) $ in Thousands	6 Months Ended
	Jun. 30, 2020USD ($)
Financing Receivable, Credit Quality Indicator [Line Items]
Minimum number of days past due for loans to be considered nonperforming	90 days
Credit Quality by Loan Class by Vintage [Abstract]
2020	$ 1,297,018
2019	1,491,043
2018	1,086,557
2017	888,249
2016	598,519
Prior	1,459,207
Revolving Loans Amortized Cost Basis	790,186
Revolving Loans Converted to Term	17,212
Total	7,627,991
Commercial & Industrial [Member]
Credit Quality by Loan Class by Vintage [Abstract]
2020	190,302
2019	234,986
2018	125,966
2017	70,724
2016	52,195
Prior	53,049
Revolving Loans Amortized Cost Basis	400,652
Revolving Loans Converted to Term	977
Total	1,128,851
Commercial & Industrial [Member] | Pass [Member]
Credit Quality by Loan Class by Vintage [Abstract]
2020	188,416
2019	215,181
2018	109,174
2017	61,336
2016	46,937
Prior	42,658
Revolving Loans Amortized Cost Basis	361,229
Revolving Loans Converted to Term	976
Total	1,025,907
Commercial & Industrial [Member] | Special Mention [Member]
Credit Quality by Loan Class by Vintage [Abstract]
2020	700
2019	16,231
2018	7,001
2017	5,833
2016	4,111
Prior	3,923
Revolving Loans Amortized Cost Basis	30,708
Revolving Loans Converted to Term	0
Total	68,507
Commercial & Industrial [Member] | Substandard [Member]
Credit Quality by Loan Class by Vintage [Abstract]
2020	1,186
2019	3,574
2018	9,791
2017	3,336
2016	1,147
Prior	6,468
Revolving Loans Amortized Cost Basis	8,715
Revolving Loans Converted to Term	1
Total	34,218
Commercial & Industrial [Member] | Doubtful [Member]
Credit Quality by Loan Class by Vintage [Abstract]
2020	0
2019	0
2018	0
2017	219
2016	0
Prior	0
Revolving Loans Amortized Cost Basis	0
Revolving Loans Converted to Term	0
Total	219
Commercial Real Estate [Member]
Credit Quality by Loan Class by Vintage [Abstract]
2020	245,261
2019	446,132
2018	308,270
2017	382,247
2016	271,248
Prior	577,742
Revolving Loans Amortized Cost Basis	104,391
Revolving Loans Converted to Term	703
Total	2,335,994
Commercial Real Estate [Member] | Pass [Member]
Credit Quality by Loan Class by Vintage [Abstract]
2020	241,844
2019	395,753
2018	263,881
2017	320,976
2016	225,572
Prior	452,302
Revolving Loans Amortized Cost Basis	82,421
Revolving Loans Converted to Term	703
Total	1,983,452
Commercial Real Estate [Member] | Special Mention [Member]
Credit Quality by Loan Class by Vintage [Abstract]
2020	3,221
2019	45,851
2018	38,192
2017	57,295
2016	41,079
Prior	65,378
Revolving Loans Amortized Cost Basis	10,713
Revolving Loans Converted to Term	0
Total	261,729
Commercial Real Estate [Member] | Substandard [Member]
Credit Quality by Loan Class by Vintage [Abstract]
2020	196
2019	4,528
2018	6,197
2017	3,976
2016	4,597
Prior	60,062
Revolving Loans Amortized Cost Basis	11,257
Revolving Loans Converted to Term	0
Total	90,813
Paycheck Protection Plan [Member]
Credit Quality by Loan Class by Vintage [Abstract]
2020	510,097
2019	0
2018	0
2017	0
2016	0
Prior	0
Revolving Loans Amortized Cost Basis	0
Revolving Loans Converted to Term	0
Total	510,097
Paycheck Protection Plan [Member] | Pass [Member]
Credit Quality by Loan Class by Vintage [Abstract]
2020	510,097
2019	0
2018	0
2017	0
2016	0
Prior	0
Revolving Loans Amortized Cost Basis	0
Revolving Loans Converted to Term	0
Total	510,097
Auto [Member]
Credit Quality by Loan Class by Vintage [Abstract]
2020	134,147
2019	382,655
2018	262,727
2017	165,237
2016	73,813
Prior	30,184
Revolving Loans Amortized Cost Basis	24
Revolving Loans Converted to Term	0
Total	1,048,787
Auto [Member] | Performing [Member]
Credit Quality by Loan Class by Vintage [Abstract]
2020	134,078
2019	381,783
2018	261,558
2017	164,661
2016	73,374
Prior	30,184
Revolving Loans Amortized Cost Basis	24
Revolving Loans Converted to Term	0
Total	1,045,662
Auto [Member] | Nonperforming [Member]
Credit Quality by Loan Class by Vintage [Abstract]
2020	69
2019	872
2018	1,169
2017	576
2016	439
Prior	0
Revolving Loans Amortized Cost Basis	0
Revolving Loans Converted to Term	0
Total	3,125
Other Consumer [Member]
Credit Quality by Loan Class by Vintage [Abstract]
2020	107,692
2019	196,838
2018	153,750
2017	70,393
2016	21,715
Prior	22,766
Revolving Loans Amortized Cost Basis	19,077
Revolving Loans Converted to Term	18
Total	592,249
Other Consumer [Member] | Performing [Member]
Credit Quality by Loan Class by Vintage [Abstract]
2020	107,544
2019	196,607
2018	153,420
2017	70,130
2016	21,537
Prior	22,642
Revolving Loans Amortized Cost Basis	19,065
Revolving Loans Converted to Term	18
Total	590,963
Other Consumer [Member] | Nonperforming [Member]
Credit Quality by Loan Class by Vintage [Abstract]
2020	148
2019	231
2018	330
2017	263
2016	178
Prior	124
Revolving Loans Amortized Cost Basis	12
Revolving Loans Converted to Term	0
Total	1,286
Residential [Member]
Credit Quality by Loan Class by Vintage [Abstract]
2020	109,519
2019	230,432
2018	235,844
2017	199,648
2016	179,548
Prior	775,466
Revolving Loans Amortized Cost Basis	266,042
Revolving Loans Converted to Term	15,514
Total	2,012,013
Residential [Member] | Performing [Member]
Credit Quality by Loan Class by Vintage [Abstract]
2020	109,485
2019	229,947
2018	235,193
2017	198,283
2016	179,197
Prior	766,771
Revolving Loans Amortized Cost Basis	266,042
Revolving Loans Converted to Term	15,514
Total	2,000,432
Residential [Member] | Nonperforming [Member]
Credit Quality by Loan Class by Vintage [Abstract]
2020	34
2019	485
2018	651
2017	1,365
2016	351
Prior	8,695
Revolving Loans Amortized Cost Basis	0
Revolving Loans Converted to Term	0
Total	$ 11,581

Allowance for Credit Losses a_8

Allowance for Credit Losses and Credit Quality of Loans, Troubled Debt Restructuring (Details) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2020USD ($)Contract	Jun. 30, 2019USD ($)Contract	Jun. 30, 2020USD ($)Contract	Jun. 30, 2019USD ($)Contract
Troubled Debt Restructuring [Abstract]
Number of contracts | Contract	7	8	15	28
Pre-modification outstanding recorded investment	$ 269	$ 497	$ 1,004	$ 1,732
Post-modification outstanding recorded investment	$ 294	$ 518	$ 1,073	$ 1,771
Number of contracts | Contract	27	22	40	34
Recorded Investment	$ 1,673	$ 925	$ 2,747	$ 1,619
Commercial Loans [Member]
Troubled Debt Restructuring [Abstract]
Number of contracts | Contract	1		2
Recorded Investment	$ 168		$ 555
Commercial Loans [Member] | Commercial & Industrial [Member]
Troubled Debt Restructuring [Abstract]
Number of contracts | Contract	0		1
Recorded Investment	$ 0		$ 387
Commercial Loans [Member] | Commercial Real Estate [Member]
Troubled Debt Restructuring [Abstract]
Number of contracts | Contract	1		1
Recorded Investment	$ 168		$ 168
Consumer Loans [Member]
Troubled Debt Restructuring [Abstract]
Number of contracts | Contract	0		1
Pre-modification outstanding recorded investment	$ 0		$ 44
Post-modification outstanding recorded investment	$ 0		$ 44
Consumer Loans [Member] | Auto [Member]
Troubled Debt Restructuring [Abstract]
Number of contracts | Contract	0		1
Pre-modification outstanding recorded investment	$ 0		$ 44
Post-modification outstanding recorded investment	$ 0		$ 44
Residential [Member]
Troubled Debt Restructuring [Abstract]
Number of contracts | Contract	7		14
Pre-modification outstanding recorded investment	$ 269		$ 960
Post-modification outstanding recorded investment	$ 294		$ 1,029
Number of contracts | Contract	26		38
Recorded Investment	$ 1,505		$ 2,192

Allowance for Credit Losses a_9

Allowance for Credit Losses and Credit Quality of Loans, Changes in Allowance for Loan Losses by Portfolio Segment (Details) - USD ($) $ in Thousands		3 Months Ended		6 Months Ended
		Jun. 30, 2020	Jun. 30, 2019	Jun. 30, 2020		Jun. 30, 2019
Changes in allowance for loan losses by portfolio segment [Roll Forward]
Balance, beginning of period			$ 71,405	$ 72,965	[1]	$ 72,505
Charge-offs			(8,432)			(16,886)
Recoveries			1,915			3,462
Provision	[1]	$ 18,840	7,277	48,480		13,084
Balance, end of period			72,165			72,165
Commercial Loans [Member]
Changes in allowance for loan losses by portfolio segment [Roll Forward]
Balance, beginning of period			32,159	34,525		32,759
Charge-offs			(1,171)			(1,918)
Recoveries			118			212
Provision			2,046			2,099
Balance, end of period			33,152			33,152
Consumer Loans [Member]
Changes in allowance for loan losses by portfolio segment [Roll Forward]
Balance, beginning of period			36,804	35,647		37,178
Charge-offs			(6,927)			(14,360)
Recoveries			1,742			3,141
Provision			4,915			10,575
Balance, end of period			36,534			36,534
Residential Real Estate [Member]
Changes in allowance for loan losses by portfolio segment [Roll Forward]
Balance, beginning of period			2,442	$ 2,793		2,568
Charge-offs			(334)			(608)
Recoveries			55			109
Provision			316			410
Balance, end of period			$ 2,479			$ 2,479
[1]	Beginning January 1, 2020, calculation is based on current expected loss methodology. Prior to January 1, 2020, calculation was based on incurred loss methodology.

Allowance for Credit Losses _10

Allowance for Credit Losses and Credit Quality of Loans, Allowance for Loan Losses and Recorded Investment in Loans (Details) - USD ($) $ in Thousands	Dec. 31, 2019		Jun. 30, 2019	Mar. 31, 2019	Dec. 31, 2018
Allowance for loan losses and recorded investment by portfolio segment [Abstract]
Allowance for loan losses	$ 72,965	[1]	$ 72,165	$ 71,405	$ 72,505
Allowance for loans individually evaluated for impairment	0
Allowance for loans collectively evaluated for impairment	72,965
Ending balance of loans	7,136,098
Commercial Loans [Member]
Allowance for loan losses and recorded investment by portfolio segment [Abstract]
Allowance for loan losses	34,525		33,152	32,159	32,759
Allowance for loans individually evaluated for impairment	0
Allowance for loans collectively evaluated for impairment	34,525
Ending balance of loans	3,444,266
Consumer Loans [Member]
Allowance for loan losses and recorded investment by portfolio segment [Abstract]
Allowance for loan losses	35,647		36,534	36,804	37,178
Allowance for loans individually evaluated for impairment	0
Allowance for loans collectively evaluated for impairment	35,647
Ending balance of loans	2,246,676
Residential Real Estate [Member]
Allowance for loan losses and recorded investment by portfolio segment [Abstract]
Allowance for loan losses	2,793		$ 2,479	$ 2,442	$ 2,568
Allowance for loans individually evaluated for impairment	0
Allowance for loans collectively evaluated for impairment	2,793
Ending balance of loans	1,445,156
Originated Loans [Member]
Allowance for loan losses and recorded investment by portfolio segment [Abstract]
Ending balance of loans individually evaluated for impairment	18,253
Ending balance of loans collectively evaluated for impairment	6,852,967
Originated Loans [Member] | Commercial Loans [Member]
Allowance for loan losses and recorded investment by portfolio segment [Abstract]
Ending balance of loans individually evaluated for impairment	3,488
Ending balance of loans collectively evaluated for impairment	3,325,512
Originated Loans [Member] | Consumer Loans [Member]
Allowance for loan losses and recorded investment by portfolio segment [Abstract]
Ending balance of loans individually evaluated for impairment	7,044
Ending balance of loans collectively evaluated for impairment	2,215,899
Originated Loans [Member] | Residential Real Estate [Member]
Allowance for loan losses and recorded investment by portfolio segment [Abstract]
Ending balance of loans individually evaluated for impairment	7,721
Ending balance of loans collectively evaluated for impairment	1,311,556
Acquired Loans [Member]
Allowance for loan losses and recorded investment by portfolio segment [Abstract]
Ending balance of loans collectively evaluated for impairment	264,878
Acquired Loans [Member] | Commercial Loans [Member]
Allowance for loan losses and recorded investment by portfolio segment [Abstract]
Ending balance of loans collectively evaluated for impairment	115,266
Acquired Loans [Member] | Consumer Loans [Member]
Allowance for loan losses and recorded investment by portfolio segment [Abstract]
Ending balance of loans collectively evaluated for impairment	23,733
Acquired Loans [Member] | Residential Real Estate [Member]
Allowance for loan losses and recorded investment by portfolio segment [Abstract]
Ending balance of loans collectively evaluated for impairment	$ 125,879
[1]	Beginning January 1, 2020, calculation is based on current expected loss methodology. Prior to January 1, 2020, calculation was based on incurred loss methodology.

Allowance for Credit Losses _11

Allowance for Credit Losses and Credit Quality of Loans, Impaired Loans (Details) $ in Thousands	Dec. 31, 2019USD ($)
Total Loans [Abstract]
Recorded investment balance (book)	$ 18,253
Unpaid principal balance (legal)	22,541
Related allowance	0
Originated Loans [Member]
With no related allowance recorded [Abstract]
Recorded investment balance (book)	18,253
Unpaid principal balance (legal)	22,541
Originated Loans [Member] | Commercial Loans [Member]
With no related allowance recorded [Abstract]
Recorded investment balance (book)	3,488
Unpaid principal balance (legal)	4,182
Originated Loans [Member] | Commercial Loans [Member] | C&I [Member]
With no related allowance recorded [Abstract]
Recorded investment balance (book)	76
Unpaid principal balance (legal)	302
Originated Loans [Member] | Commercial Loans [Member] | CRE [Member]
With no related allowance recorded [Abstract]
Recorded investment balance (book)	2,410
Unpaid principal balance (legal)	2,437
Originated Loans [Member] | Commercial Loans [Member] | Business Banking [Member]
With no related allowance recorded [Abstract]
Recorded investment balance (book)	1,002
Unpaid principal balance (legal)	1,443
Originated Loans [Member] | Consumer Loans [Member]
With no related allowance recorded [Abstract]
Recorded investment balance (book)	7,044
Unpaid principal balance (legal)	8,605
Originated Loans [Member] | Consumer Loans [Member] | Indirect Auto [Member]
With no related allowance recorded [Abstract]
Recorded investment balance (book)	154
Unpaid principal balance (legal)	242
Originated Loans [Member] | Consumer Loans [Member] | Direct [Member]
With no related allowance recorded [Abstract]
Recorded investment balance (book)	6,862
Unpaid principal balance (legal)	8,335
Originated Loans [Member] | Consumer Loans [Member] | Specialty Lending [Member]
With no related allowance recorded [Abstract]
Recorded investment balance (book)	28
Unpaid principal balance (legal)	28
Originated Loans [Member] | Residential Real Estate [Member]
With no related allowance recorded [Abstract]
Recorded investment balance (book)	7,721
Unpaid principal balance (legal)	$ 9,754

Allowance for Credit Losses _12

Allowance for Credit Losses and Credit Quality of Loans, Average Recorded Investments on Loans Specifically Evaluated for Impairment and Interest Income Recognized (Details) - USD ($) $ in Thousands	3 Months Ended	6 Months Ended
	Jun. 30, 2019	Jun. 30, 2019
Average Recorded Investment and Interest Income Recognized [Abstract]
Average recorded investment	$ 20,857	$ 20,947
Interest income recognized	220	434
Originated Loans [Member]
Average Recorded Investment and Interest Income Recognized [Abstract]
Average recorded investment	20,857	20,947
Interest income recognized	220	434
Originated Loans [Member] | Commercial Loans [Member]
Average Recorded Investment and Interest Income Recognized [Abstract]
Average recorded investment	5,628	5,790
Interest income recognized	36	73
Originated Loans [Member] | Commercial Loans [Member] | C&I [Member]
Average Recorded Investment and Interest Income Recognized [Abstract]
Average recorded investment	326	383
Interest income recognized	0	1
Originated Loans [Member] | Commercial Loans [Member] | CRE [Member]
Average Recorded Investment and Interest Income Recognized [Abstract]
Average recorded investment	4,212	4,248
Interest income recognized	31	61
Originated Loans [Member] | Commercial Loans [Member] | Business Banking [Member]
Average Recorded Investment and Interest Income Recognized [Abstract]
Average recorded investment	1,090	1,159
Interest income recognized	5	11
Originated Loans [Member] | Consumer Loans [Member]
Average Recorded Investment and Interest Income Recognized [Abstract]
Average recorded investment	7,774	7,834
Interest income recognized	102	202
Originated Loans [Member] | Consumer Loans [Member] | Indirect Auto [Member]
Average Recorded Investment and Interest Income Recognized [Abstract]
Average recorded investment	221	198
Interest income recognized	4	6
Originated Loans [Member] | Consumer Loans [Member] | Direct [Member]
Average Recorded Investment and Interest Income Recognized [Abstract]
Average recorded investment	7,553	7,636
Interest income recognized	98	196
Originated Loans [Member] | Residential Real Estate [Member]
Average Recorded Investment and Interest Income Recognized [Abstract]
Average recorded investment	7,455	7,323
Interest income recognized	$ 82	$ 159

Allowance for Credit Losses _13

Allowance for Credit Losses and Credit Quality of Loans, Credit Quality by Loan Class (Details) - USD ($) $ in Thousands	Jun. 30, 2020	Dec. 31, 2019
Credit Quality by Loan Class [Abstract]
Net loans	$ 7,627,991	$ 7,136,098
Originated [Member]
Credit Quality by Loan Class [Abstract]
Net loans		6,871,220
Originated [Member] | Commercial Credit Exposure [Member]
Credit Quality by Loan Class [Abstract]
Net loans		2,790,472
Originated [Member] | Commercial Credit Exposure [Member] | Pass [Member]
Credit Quality by Loan Class [Abstract]
Net loans		2,651,441
Originated [Member] | Commercial Credit Exposure [Member] | Special Mention [Member]
Credit Quality by Loan Class [Abstract]
Net loans		58,899
Originated [Member] | Commercial Credit Exposure [Member] | Substandard [Member]
Credit Quality by Loan Class [Abstract]
Net loans		79,626
Originated [Member] | Commercial Credit Exposure [Member] | Doubtful [Member]
Credit Quality by Loan Class [Abstract]
Net loans		506
Originated [Member] | Commercial Credit Exposure [Member] | C&I [Member]
Credit Quality by Loan Class [Abstract]
Net loans		840,906
Originated [Member] | Commercial Credit Exposure [Member] | C&I [Member] | Pass [Member]
Credit Quality by Loan Class [Abstract]
Net loans		782,763
Originated [Member] | Commercial Credit Exposure [Member] | C&I [Member] | Special Mention [Member]
Credit Quality by Loan Class [Abstract]
Net loans		28,380
Originated [Member] | Commercial Credit Exposure [Member] | C&I [Member] | Substandard [Member]
Credit Quality by Loan Class [Abstract]
Net loans		29,257
Originated [Member] | Commercial Credit Exposure [Member] | C&I [Member] | Doubtful [Member]
Credit Quality by Loan Class [Abstract]
Net loans		506
Originated [Member] | Commercial Credit Exposure [Member] | CRE [Member]
Credit Quality by Loan Class [Abstract]
Net loans		1,949,566
Originated [Member] | Commercial Credit Exposure [Member] | CRE [Member] | Pass [Member]
Credit Quality by Loan Class [Abstract]
Net loans		1,868,678
Originated [Member] | Commercial Credit Exposure [Member] | CRE [Member] | Special Mention [Member]
Credit Quality by Loan Class [Abstract]
Net loans		30,519
Originated [Member] | Commercial Credit Exposure [Member] | CRE [Member] | Substandard [Member]
Credit Quality by Loan Class [Abstract]
Net loans		50,369
Originated [Member] | Commercial Credit Exposure [Member] | CRE [Member] | Doubtful [Member]
Credit Quality by Loan Class [Abstract]
Net loans		0
Originated [Member] | Business Banking Credit Exposure [Member]
Credit Quality by Loan Class [Abstract]
Net loans		538,528
Originated [Member] | Business Banking Credit Exposure [Member] | Non-classified [Member]
Credit Quality by Loan Class [Abstract]
Net loans		524,725
Originated [Member] | Business Banking Credit Exposure [Member] | Classified [Member]
Credit Quality by Loan Class [Abstract]
Net loans		13,803
Originated [Member] | Business Banking Credit Exposure [Member] | Business Banking [Member]
Credit Quality by Loan Class [Abstract]
Net loans		538,528
Originated [Member] | Business Banking Credit Exposure [Member] | Business Banking [Member] | Non-classified [Member]
Credit Quality by Loan Class [Abstract]
Net loans		524,725
Originated [Member] | Business Banking Credit Exposure [Member] | Business Banking [Member] | Classified [Member]
Credit Quality by Loan Class [Abstract]
Net loans		13,803
Originated [Member] | Consumer Credit Exposure [Member]
Credit Quality by Loan Class [Abstract]
Net loans		2,222,943
Originated [Member] | Consumer Credit Exposure [Member] | Performing [Member]
Credit Quality by Loan Class [Abstract]
Net loans		2,215,503
Originated [Member] | Consumer Credit Exposure [Member] | Nonperforming [Member]
Credit Quality by Loan Class [Abstract]
Net loans		7,440
Originated [Member] | Consumer Credit Exposure [Member] | Indirect Auto [Member]
Credit Quality by Loan Class [Abstract]
Net loans		1,193,635
Originated [Member] | Consumer Credit Exposure [Member] | Indirect Auto [Member] | Performing [Member]
Credit Quality by Loan Class [Abstract]
Net loans		1,190,455
Originated [Member] | Consumer Credit Exposure [Member] | Indirect Auto [Member] | Nonperforming [Member]
Credit Quality by Loan Class [Abstract]
Net loans		3,180
Originated [Member] | Consumer Credit Exposure [Member] | Specialty Lending [Member]
Credit Quality by Loan Class [Abstract]
Net loans		542,063
Originated [Member] | Consumer Credit Exposure [Member] | Specialty Lending [Member] | Performing [Member]
Credit Quality by Loan Class [Abstract]
Net loans		540,756
Originated [Member] | Consumer Credit Exposure [Member] | Specialty Lending [Member] | Nonperforming [Member]
Credit Quality by Loan Class [Abstract]
Net loans		1,307
Originated [Member] | Consumer Credit Exposure [Member] | Direct [Member]
Credit Quality by Loan Class [Abstract]
Net loans		487,245
Originated [Member] | Consumer Credit Exposure [Member] | Direct [Member] | Performing [Member]
Credit Quality by Loan Class [Abstract]
Net loans		484,292
Originated [Member] | Consumer Credit Exposure [Member] | Direct [Member] | Nonperforming [Member]
Credit Quality by Loan Class [Abstract]
Net loans		2,953
Originated [Member] | Residential Real Estate Credit Exposure [Member]
Credit Quality by Loan Class [Abstract]
Net loans		1,319,277
Originated [Member] | Residential Real Estate Credit Exposure [Member] | Performing [Member]
Credit Quality by Loan Class [Abstract]
Net loans		1,312,742
Originated [Member] | Residential Real Estate Credit Exposure [Member] | Nonperforming [Member]
Credit Quality by Loan Class [Abstract]
Net loans		6,535
Originated [Member] | Residential Real Estate Credit Exposure [Member] | Residential Real Estate [Member]
Credit Quality by Loan Class [Abstract]
Net loans		1,319,277
Originated [Member] | Residential Real Estate Credit Exposure [Member] | Residential Real Estate [Member] | Performing [Member]
Credit Quality by Loan Class [Abstract]
Net loans		1,312,742
Originated [Member] | Residential Real Estate Credit Exposure [Member] | Residential Real Estate [Member] | Nonperforming [Member]
Credit Quality by Loan Class [Abstract]
Net loans		6,535
Acquired [Member]
Credit Quality by Loan Class [Abstract]
Net loans		264,878
Acquired [Member] | Commercial Credit Exposure [Member]
Credit Quality by Loan Class [Abstract]
Net loans		80,301
Acquired [Member] | Commercial Credit Exposure [Member] | Pass [Member]
Credit Quality by Loan Class [Abstract]
Net loans		78,346
Acquired [Member] | Commercial Credit Exposure [Member] | Special Mention [Member]
Credit Quality by Loan Class [Abstract]
Net loans		1,269
Acquired [Member] | Commercial Credit Exposure [Member] | Substandard [Member]
Credit Quality by Loan Class [Abstract]
Net loans		686
Acquired [Member] | Commercial Credit Exposure [Member] | C&I [Member]
Credit Quality by Loan Class [Abstract]
Net loans		19,364
Acquired [Member] | Commercial Credit Exposure [Member] | C&I [Member] | Pass [Member]
Credit Quality by Loan Class [Abstract]
Net loans		17,801
Acquired [Member] | Commercial Credit Exposure [Member] | C&I [Member] | Special Mention [Member]
Credit Quality by Loan Class [Abstract]
Net loans		1,269
Acquired [Member] | Commercial Credit Exposure [Member] | C&I [Member] | Substandard [Member]
Credit Quality by Loan Class [Abstract]
Net loans		294
Acquired [Member] | Commercial Credit Exposure [Member] | CRE [Member]
Credit Quality by Loan Class [Abstract]
Net loans		60,937
Acquired [Member] | Commercial Credit Exposure [Member] | CRE [Member] | Pass [Member]
Credit Quality by Loan Class [Abstract]
Net loans		60,545
Acquired [Member] | Commercial Credit Exposure [Member] | CRE [Member] | Special Mention [Member]
Credit Quality by Loan Class [Abstract]
Net loans		0
Acquired [Member] | Commercial Credit Exposure [Member] | CRE [Member] | Substandard [Member]
Credit Quality by Loan Class [Abstract]
Net loans		392
Acquired [Member] | Business Banking Credit Exposure [Member]
Credit Quality by Loan Class [Abstract]
Net loans		34,965
Acquired [Member] | Business Banking Credit Exposure [Member] | Non-classified [Member]
Credit Quality by Loan Class [Abstract]
Net loans		32,030
Acquired [Member] | Business Banking Credit Exposure [Member] | Classified [Member]
Credit Quality by Loan Class [Abstract]
Net loans		2,935
Acquired [Member] | Business Banking Credit Exposure [Member] | Business Banking [Member]
Credit Quality by Loan Class [Abstract]
Net loans		34,965
Acquired [Member] | Business Banking Credit Exposure [Member] | Business Banking [Member] | Non-classified [Member]
Credit Quality by Loan Class [Abstract]
Net loans		32,030
Acquired [Member] | Business Banking Credit Exposure [Member] | Business Banking [Member] | Classified [Member]
Credit Quality by Loan Class [Abstract]
Net loans		2,935
Acquired [Member] | Consumer Credit Exposure [Member]
Credit Quality by Loan Class [Abstract]
Net loans		23,733
Acquired [Member] | Consumer Credit Exposure [Member] | Performing [Member]
Credit Quality by Loan Class [Abstract]
Net loans		23,628
Acquired [Member] | Consumer Credit Exposure [Member] | Nonperforming [Member]
Credit Quality by Loan Class [Abstract]
Net loans		105
Acquired [Member] | Consumer Credit Exposure [Member] | Direct [Member]
Credit Quality by Loan Class [Abstract]
Net loans		23,733
Acquired [Member] | Consumer Credit Exposure [Member] | Direct [Member] | Performing [Member]
Credit Quality by Loan Class [Abstract]
Net loans		23,628
Acquired [Member] | Consumer Credit Exposure [Member] | Direct [Member] | Nonperforming [Member]
Credit Quality by Loan Class [Abstract]
Net loans		105
Acquired [Member] | Residential Real Estate Credit Exposure [Member]
Credit Quality by Loan Class [Abstract]
Net loans		125,879
Acquired [Member] | Residential Real Estate Credit Exposure [Member] | Performing [Member]
Credit Quality by Loan Class [Abstract]
Net loans		124,509
Acquired [Member] | Residential Real Estate Credit Exposure [Member] | Nonperforming [Member]
Credit Quality by Loan Class [Abstract]
Net loans		1,370
Acquired [Member] | Residential Real Estate Credit Exposure [Member] | Residential Real Estate [Member]
Credit Quality by Loan Class [Abstract]
Net loans		125,879
Acquired [Member] | Residential Real Estate Credit Exposure [Member] | Residential Real Estate [Member] | Performing [Member]
Credit Quality by Loan Class [Abstract]
Net loans		124,509
Acquired [Member] | Residential Real Estate Credit Exposure [Member] | Residential Real Estate [Member] | Nonperforming [Member]
Credit Quality by Loan Class [Abstract]
Net loans		$ 1,370

Allowance for Credit Losses _14

Allowance for Credit Losses and Credit Quality of Loans, Troubled Debt Restructuring - Prior Segments (Details) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2020USD ($)Contract	Jun. 30, 2019USD ($)Contract	Jun. 30, 2020USD ($)Contract	Jun. 30, 2019USD ($)Contract
Recorded investment and number of modifications for modified loans [Abstract]
Number of contracts | Contract	7	8	15	28
Pre-modification outstanding recorded investment	$ 269	$ 497	$ 1,004	$ 1,732
Post-modification outstanding recorded investment	$ 294	$ 518	$ 1,073	$ 1,771
Recorded investment and number of modifications for subsequently defaulted TDRs [Abstract]
Number of contracts | Contract	27	22	40	34
Recorded Investment	$ 1,673	$ 925	$ 2,747	$ 1,619
Commercial Loans [Member]
Recorded investment and number of modifications for modified loans [Abstract]
Number of contracts | Contract		0		3
Pre-modification outstanding recorded investment		$ 0		$ 453
Post-modification outstanding recorded investment		$ 0		$ 453
Commercial Loans [Member] | C&I [Member]
Recorded investment and number of modifications for modified loans [Abstract]
Number of contracts | Contract		0		1
Pre-modification outstanding recorded investment		$ 0		$ 65
Post-modification outstanding recorded investment		$ 0		$ 65
Commercial Loans [Member] | Business Banking [Member]
Recorded investment and number of modifications for modified loans [Abstract]
Number of contracts | Contract		0		2
Pre-modification outstanding recorded investment		$ 0		$ 388
Post-modification outstanding recorded investment		$ 0		$ 388
Consumer Loans [Member]
Recorded investment and number of modifications for modified loans [Abstract]
Number of contracts | Contract		6		17
Pre-modification outstanding recorded investment		$ 128		$ 522
Post-modification outstanding recorded investment		$ 137		$ 532
Recorded investment and number of modifications for subsequently defaulted TDRs [Abstract]
Number of contracts | Contract		14		21
Recorded Investment		$ 496		$ 975
Consumer Loans [Member] | Indirect Auto [Member]
Recorded investment and number of modifications for modified loans [Abstract]
Number of contracts | Contract		4		9
Pre-modification outstanding recorded investment		$ 60		$ 134
Post-modification outstanding recorded investment		$ 60		$ 134
Recorded investment and number of modifications for subsequently defaulted TDRs [Abstract]
Number of contracts | Contract		0		2
Recorded Investment		$ 0		$ 17
Consumer Loans [Member] | Direct [Member]
Recorded investment and number of modifications for modified loans [Abstract]
Number of contracts | Contract		2		8
Pre-modification outstanding recorded investment		$ 68		$ 388
Post-modification outstanding recorded investment		$ 77		$ 398
Recorded investment and number of modifications for subsequently defaulted TDRs [Abstract]
Number of contracts | Contract		14		19
Recorded Investment		$ 496		$ 958
Residential Real Estate [Member]
Recorded investment and number of modifications for modified loans [Abstract]
Number of contracts | Contract		2		8
Pre-modification outstanding recorded investment		$ 369		$ 757
Post-modification outstanding recorded investment		$ 381		$ 786
Recorded investment and number of modifications for subsequently defaulted TDRs [Abstract]
Number of contracts | Contract		8		13
Recorded Investment		$ 429		$ 644

Subordinated Debt (Details)

Subordinated Debt (Details) - USD ($) $ in Thousands	6 Months Ended
	Jun. 30, 2020	Dec. 31, 2019
Summary of Subordinated Notes [Abstract]
Total subordinated debt, net	$ 97,982	$ 0
Subordinated Debt [Member]
Subordinated Debt [Abstract]
Debt instrument, rate on fixed portion	5.00%
Debt instrument, redemption price percentage of principal amount	100.00%
Summary of Subordinated Notes [Abstract]
Subordinated notes issued June 2020 - fixed interest rate of 5.00% through June 2025 and a variable interest rate equivalent to three-month SOFR plus 4.85% thereafter, maturing July 1, 2030	$ 100,000
Unamortized debt issuance costs	(2,018)
Total subordinated debt, net	$ 97,982
Subordinated Debt [Member] | Minimum [Member]
Subordinated Debt [Abstract]
Debt issuance cost amortization period	5 years
Subordinated Debt [Member] | SOFR [Member]
Subordinated Debt [Abstract]
Term of variable rate basis	3 months
Basis spread on variable rate	4.85%

Defined Benefit Post-Retireme_4

Defined Benefit Post-Retirement Plans (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2020	Jun. 30, 2019	Jun. 30, 2020	Jun. 30, 2019
Defined Benefit Post-Retirement Plans [Abstract]
Employer contributions	$ 0	$ 0	$ 0	$ 0
Pension Benefits [Member]
Components of net periodic (benefit) cost [Abstract]
Service cost	446	435	892	870
Interest cost	809	981	1,618	1,962
Expected return on plan assets	(2,105)	(1,873)	(4,210)	(3,746)
Net amortization	368	639	736	1,278
Total net periodic (benefit) cost	(482)	182	(964)	364
Other Benefits [Member]
Components of net periodic (benefit) cost [Abstract]
Service cost	2	2	4	4
Interest cost	55	81	110	162
Expected return on plan assets	0	0	0	0
Net amortization	13	18	26	35
Total net periodic (benefit) cost	$ 70	$ 101	$ 140	$ 201

Earnings Per Share (Details)

Earnings Per Share (Details) - USD ($) $ / shares in Units, $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2020	Jun. 30, 2019	Jun. 30, 2020	Jun. 30, 2019
Basic EPS [Abstract]
Weighted average common shares outstanding (in shares)	43,637,000	43,809,000	43,735,000	43,797,000
Net income available to common stockholders	$ 24,713	$ 30,555	$ 35,081	$ 59,682
Basic EPS (in dollars per share)	$ 0.57	$ 0.70	$ 0.80	$ 1.36
Diluted EPS [Abstract]
Weighted average common shares outstanding (in shares)	43,637,000	43,809,000	43,735,000	43,797,000
Dilutive effect of common stock options and restricted stock (in shares)	291,000	311,000	291,000	300,000
Weighted average common shares and common share equivalents (in shares)	43,928,000	44,120,000	44,026,000	44,097,000
Net income available to common stockholders	$ 24,713	$ 30,555	$ 35,081	$ 59,682
Diluted EPS (in dollars per share)	$ 0.56	$ 0.69	$ 0.80	$ 1.35
Stock Options [Member]
Earnings Per Share [Abstract]
Stock options excluded from calculation of diluted EPS (in shares)	3,250	1,500	3,250	1,500

Reclassification Adjustments _3

Reclassification Adjustments Out of Other Comprehensive Income (Loss) (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2020	Jun. 30, 2019	Jun. 30, 2020	Jun. 30, 2019
Reclassification Adjustment out of AOCI [Abstract]
Net securities (gains) losses	$ 180	$ (69)	$ (632)	$ (12)
Interest income (expense)	80,446	78,627	157,627	156,318
Other noninterest expense	3,916	4,630	10,873	9,756
Income tax (benefit) expense	6,564	8,805	8,279	16,923
Net income	24,713	30,555	35,081	59,682
Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of AOCI [Abstract]
Total reclassifications during the period, net of tax	469	89	890	181
Accumulated Net Unrealized Investment Gain (Loss) [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of AOCI [Abstract]
Income tax (benefit) expense	(42)	(50)	(84)	(117)
Net income	123	149	251	348
(Gains) Losses on AFS Securities [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of AOCI [Abstract]
Net securities (gains) losses			(3)	99
Amortization of Unrealized Gains Related to Securities Transfer [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of AOCI [Abstract]
Interest income (expense)	165	199	338	366
Net Unrealized Losses (Gains) on Cash Flow hedges Reclassified to Interest Expense [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of AOCI [Abstract]
Interest income (expense)	81	(738)	91	(1,537)
Income tax (benefit) expense	(20)	185	(23)	385
Net income	61	(553)	68	(1,152)
Accumulated Defined Benefit Plans Adjustment [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of AOCI [Abstract]
Income tax (benefit) expense	(96)	(164)	(191)	(328)
Net income	285	493	571	985
Amortization of Net Losses [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of AOCI [Abstract]
Other noninterest expense	358	633	716	1,267
Amortization of Prior Service Costs [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of AOCI [Abstract]
Other noninterest expense	$ 23	$ 24	$ 46	$ 46

Derivative Instruments and He_3

Derivative Instruments and Hedging Activities (Details) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2020USD ($)Agreement	Jun. 30, 2019USD ($)	Jun. 30, 2020USD ($)Agreement	Jun. 30, 2019USD ($)	Dec. 31, 2019USD ($)Agreement
Interest rate derivatives - Included Component [Abstract]
Amount of (loss) recognized in other comprehensive income	$ (19)	$ (314)	$ (274)	$ (484)
Amount of loss (gain) reclassified from AOCI into interest expense	81	(738)	91	(1,537)
Derivatives Designated as Hedging Instruments [Member] | Interest Rate Swaps [Member]
Fair value adjustment recorded related to notional amount of derivatives outstanding and notional amount of risk participation agreements [Abstract]
Fair value adjustment included in other assets	0		0		$ 4
Fair value adjustment included in other liabilities	236		236		45
Notional amount	25,000		25,000		$ 50,000
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedging [Member]
Interest rate derivatives - Included Component [Abstract]
Amount of (loss) recognized in other comprehensive income	(19)	(314)	(274)	(484)
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedging [Member] | Interest (Income) Expense [Member]
Interest rate derivatives - Included Component [Abstract]
Amount of loss (gain) reclassified from AOCI into interest expense	81	(738)	91	(1,537)
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedging [Member] | Interest Rate Swaps [Member]
Fair value adjustment recorded related to notional amount of derivatives outstanding and notional amount of risk participation agreements [Abstract]
Amount to be reclassified from AOCI as a reduction to interest expense during next twelve months			226
Derivatives Not Designated as Hedging Instruments [Member] | Other Income [Member]
Gain or loss recognized in income on derivatives not designating as a hedging relationship [Abstract]
(Decrease) increase in other income	$ (4)	$ 19	$ (147)	$ 106
Derivatives Not Designated as Hedging Instruments [Member] | Interest Rate Swaps [Member]
Interest rate derivatives [Abstract]
Number of risk participation agreements held | Agreement	16		16		15
Fair value adjustment recorded related to notional amount of derivatives outstanding and notional amount of risk participation agreements [Abstract]
Fair value adjustment included in other assets and other liabilities	$ 128,581		$ 128,581		$ 41,650
Notional amount	2,243,737		2,243,737		963,209
Derivatives Not Designated as Hedging Instruments [Member] | Interest Rate Swaps [Member] | Other Assets [Member]
Interest rate derivatives [Abstract]
Fair value of derivative asset	387		387		112
Derivatives Not Designated as Hedging Instruments [Member] | Interest Rate Swaps [Member] | Other Liabilities [Member]
Interest rate derivatives [Abstract]
Fair value of derivative liability	169		169		82
Derivatives Not Designated as Hedging Instruments [Member] | Risk Participation Agreements [Member]
Fair value adjustment recorded related to notional amount of derivatives outstanding and notional amount of risk participation agreements [Abstract]
Notional amount	$ 110,289		$ 110,289		$ 97,614

Fair Value Measurements and F_4

Fair Value Measurements and Fair Value of Financial Instruments (Details) - USD ($) $ in Thousands	6 Months Ended
	Jun. 30, 2020	Dec. 31, 2019
AFS securities [Abstract]
AFS securities	$ 1,108,443	$ 975,340
Equity securities	29,223	27,771
Fair Value Measurements [Abstract]
Reserves on collateral dependent impaired loans	$ 0	0
Minimum [Member]
Fair Value Measurements [Abstract]
Liquidation expense ratio on impaired collateral	10.00%
Maximum [Member]
Fair Value Measurements [Abstract]
Liquidation expense ratio on impaired collateral	50.00%
Recurring Basis [Member]
AFS securities [Abstract]
AFS securities	$ 1,108,443	975,340
Equity securities	29,223	27,771
Derivatives	128,968	41,766
Total	1,266,634	1,044,877
Liabilities [Abstract]
Derivatives	128,986	41,777
Total	128,986	41,777
Recurring Basis [Member] | Level 1 [Member]
AFS securities [Abstract]
AFS securities	0	0
Equity securities	25,223	23,771
Derivatives	0	0
Total	25,223	23,771
Liabilities [Abstract]
Derivatives	0	0
Total	0	0
Recurring Basis [Member] | Level 2 [Member]
AFS securities [Abstract]
AFS securities	1,108,443	975,340
Equity securities	4,000	4,000
Derivatives	128,968	41,766
Total	1,241,411	1,021,106
Liabilities [Abstract]
Derivatives	128,986	41,777
Total	128,986	41,777
Recurring Basis [Member] | Level 3 [Member]
AFS securities [Abstract]
AFS securities	0	0
Equity securities	0	0
Derivatives	0	0
Total	0	0
Liabilities [Abstract]
Derivatives	0	0
Total	0	0
Recurring Basis [Member] | Federal Agency [Member]
AFS securities [Abstract]
AFS securities	45,604	34,758
Recurring Basis [Member] | Federal Agency [Member] | Level 1 [Member]
AFS securities [Abstract]
AFS securities	0	0
Recurring Basis [Member] | Federal Agency [Member] | Level 2 [Member]
AFS securities [Abstract]
AFS securities	45,604	34,758
Recurring Basis [Member] | Federal Agency [Member] | Level 3 [Member]
AFS securities [Abstract]
AFS securities	0	0
Recurring Basis [Member] | State & Municipal [Member]
AFS securities [Abstract]
AFS securities	2,689	2,513
Recurring Basis [Member] | State & Municipal [Member] | Level 1 [Member]
AFS securities [Abstract]
AFS securities	0	0
Recurring Basis [Member] | State & Municipal [Member] | Level 2 [Member]
AFS securities [Abstract]
AFS securities	2,689	2,513
Recurring Basis [Member] | State & Municipal [Member] | Level 3 [Member]
AFS securities [Abstract]
AFS securities	0	0
Recurring Basis [Member] | Mortgage-Backed [Member]
AFS securities [Abstract]
AFS securities	516,581	503,626
Recurring Basis [Member] | Mortgage-Backed [Member] | Level 1 [Member]
AFS securities [Abstract]
AFS securities	0	0
Recurring Basis [Member] | Mortgage-Backed [Member] | Level 2 [Member]
AFS securities [Abstract]
AFS securities	516,581	503,626
Recurring Basis [Member] | Mortgage-Backed [Member] | Level 3 [Member]
AFS securities [Abstract]
AFS securities	0	0
Recurring Basis [Member] | Collateralized Mortgage Obligations [Member]
AFS securities [Abstract]
AFS securities	533,432	434,443
Recurring Basis [Member] | Collateralized Mortgage Obligations [Member] | Level 1 [Member]
AFS securities [Abstract]
AFS securities	0	0
Recurring Basis [Member] | Collateralized Mortgage Obligations [Member] | Level 2 [Member]
AFS securities [Abstract]
AFS securities	533,432	434,443
Recurring Basis [Member] | Collateralized Mortgage Obligations [Member] | Level 3 [Member]
AFS securities [Abstract]
AFS securities	0	$ 0
Recurring Basis [Member] | Corporate [Member]
AFS securities [Abstract]
AFS securities	10,137
Recurring Basis [Member] | Corporate [Member] | Level 1 [Member]
AFS securities [Abstract]
AFS securities	0
Recurring Basis [Member] | Corporate [Member] | Level 2 [Member]
AFS securities [Abstract]
AFS securities	10,137
Recurring Basis [Member] | Corporate [Member] | Level 3 [Member]
AFS securities [Abstract]
AFS securities	$ 0

Fair Value Measurements and F_5

Fair Value Measurements and Fair Value of Financial Instruments, Estimated Fair Values of Financial Instruments (Details) - USD ($) $ in Thousands	Jun. 30, 2020	Dec. 31, 2019
Financial assets [Abstract]
HTM securities	$ 623,022	$ 641,262
Carrying Amount [Member] | Level 1 [Member]
Financial liabilities [Abstract]
Subordinated debt	100,000	0
Carrying Amount [Member] | Level 2 [Member]
Financial assets [Abstract]
HTM securities	599,164	630,074
Financial liabilities [Abstract]
Time deposits	707,859	861,193
Long-term debt	64,154	64,211
Junior subordinated debt	101,196	101,196
Carrying Amount [Member] | Level 3 [Member]
Financial assets [Abstract]
Net loans	7,530,638	7,074,864
Estimated Fair Value [Member] | Level 1 [Member]
Financial liabilities [Abstract]
Subordinated debt	99,700	0
Estimated Fair Value [Member] | Level 2 [Member]
Financial assets [Abstract]
HTM securities	623,022	641,262
Financial liabilities [Abstract]
Time deposits	721,421	858,085
Long-term debt	65,416	64,373
Junior subordinated debt	101,697	105,694
Estimated Fair Value [Member] | Level 3 [Member]
Financial assets [Abstract]
Net loans	$ 7,455,274	$ 6,999,690

Commitments and Contingencies (

Commitments and Contingencies (Details) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2020	Dec. 31, 2019
Guarantor Obligations [Abstract]
Obligation instrument term	1 year
Commitment to Extend Credits and Unused Lines of Credit [Member]
Guarantor Obligations [Abstract]
Commitments - maximum potential obligation	$ 1,900	$ 1,900
Standby Letters of Credit [Member]
Guarantor Obligations [Abstract]
Commitments - maximum potential obligation	$ 38	$ 34.5