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Fair Value of Financial Instruments (Tables)

12 Months Ended

Dec. 31, 2015

Fair Value Disclosures [Abstract]

Schedule of Fair Value Inputs Liabilities Quantitative Information

for the years ended December 31, 2015 or 2014. Quantitative information regarding significant unobservable inputs used for recurring Level 3 fair value measurements of financial instruments as of December 31, 2013 were as follows:

				December 31, 2013
		Valuation Technique		Key Inputs		Range
Derivative Liability		Lattice Model		Probability of exit			90%
				Remaining term		0.8 years - 8.3 years
				Yield Volatility		21.4% - 31.1%
				Credit Spread			8.90%
				Risk-free rate		0.13% - 2.45%

Summary of Change in Fair Value of Level 3 Financial Instruments

The following table summarizes the change in fair value of our Level 3 financial instruments for the years ended December 31, 2015, 2014 and 2013 (dollars in thousands).

		2015				2014				2013
Balance, beginning of year		$	—			$	1,107			$	1,767
Issuances			—				—				—
Change in fair value of derivative liability			—				(635	)			(660	)
Gain on the extinguishment of derivative liability			—				(472	)			—
Balance, end of year		$	—			$	—			$	1,107

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- References

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- Definition

Tabular disclosure of quantitative information about the inputs used in the fair value measurement of liabilities. This disclosure may include, but is not limited to, the fair value of the liability, valuation technique used to measure fair value, the inputs used to measure fair value, the ranges of the inputs, and the weighted averages of the inputs.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 820
-SubTopic 10
-Section 50
-Paragraph 2
-Subparagraph (bbb)
-URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19207-110258

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- Definition

Tabular disclosure of financial instrument classified as a derivative asset (liability) after deduction of derivative liability (asset) using recurring unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 820
-SubTopic 10
-Section 50
-Paragraph 2
-Subparagraph (c)
-URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19207-110258

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 820
-SubTopic 10
-Section 50
-Paragraph 3
-Subparagraph (b)
-URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19279-110258

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