XML 71 R61.htm IDEA: XBRL DOCUMENT v3.21.2
MORTGAGE BANKING OPERATIONS - Sensitivity Analysis (Details)
$ in Thousands
6 Months Ended
Jun. 30, 2021
USD ($)
Dec. 31, 2020
Key economic assumptions and the sensitivity of the current fair value for single family MSRs    
Fair value of single family MSR $ 59,872  
Expected weighted-average life (in years) 5 years 7 months 20 days  
Constant Prepayment Rate [Abstract]    
Impact on fair value of 25 basis points adverse change in interest rates $ (3,366)  
Impact on fair value of 50 basis points adverse change in interest rates (6,677)  
Discount Rate [Abstract]    
Impact on fair value of 100 basis points increase (2,803)  
Impact on fair value of 200 basis points increase $ (5,394)  
Minimum | CPRs    
Key economic assumptions and the sensitivity of the current fair value for single family MSRs    
Measurement input (as a percent) 0.0880 0.0813
Minimum | Discount rate    
Key economic assumptions and the sensitivity of the current fair value for single family MSRs    
Measurement input (as a percent) 0.0647 0.0650
Maximum | CPRs    
Key economic assumptions and the sensitivity of the current fair value for single family MSRs    
Measurement input (as a percent) 0.1773 0.1970
Maximum | Discount rate    
Key economic assumptions and the sensitivity of the current fair value for single family MSRs    
Measurement input (as a percent) 0.1367 0.1314
Weighted average | CPRs    
Key economic assumptions and the sensitivity of the current fair value for single family MSRs    
Measurement input (as a percent) 0.1104 0.1281
Weighted average | Discount rate    
Key economic assumptions and the sensitivity of the current fair value for single family MSRs    
Measurement input (as a percent) 0.0778 0.0827