XML 76 R66.htm IDEA: XBRL DOCUMENT v3.21.2
FAIR VALUE MEASUREMENT - Schedule of Level 3 Unobservable Inputs (Details)
$ in Thousands
Sep. 30, 2021
USD ($)
Jun. 30, 2021
USD ($)
Dec. 31, 2020
USD ($)
Sep. 30, 2020
USD ($)
Jun. 30, 2020
USD ($)
Dec. 31, 2019
USD ($)
Interest rate lock commitments            
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]            
Interest rate lock, net, fair value $ 4,609 $ 5,893 $ 17,392 $ 20,960 $ 17,967 $ 2,223
Recurring            
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]            
Fair value of loans held for investment 4,507   7,108      
Recurring | Level 3            
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]            
Investment securities available for sale 2,514   2,710      
Fair value of loans held for investment 4,507   7,108      
Recurring | Level 3 | Interest rate lock commitments            
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]            
Interest rate lock, net, fair value $ 4,609   $ 17,392      
Implied spread to benchmark interest rate curve | Minimum | Recurring | Level 3            
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]            
Investment securities available for sale, fair value inputs 0.0200   0.0200      
Loans held for investment, fair vale inputs 0.0314   0.0396      
Implied spread to benchmark interest rate curve | Maximum | Recurring | Level 3            
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]            
Investment securities available for sale, fair value inputs 0.0200   0.0200      
Loans held for investment, fair vale inputs 0.0859   0.1064      
Implied spread to benchmark interest rate curve | Weighted average | Recurring | Level 3            
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]            
Investment securities available for sale, fair value inputs 0.0200   0.0200      
Loans held for investment, fair vale inputs 0.0473   0.0623      
Fall-out factor | Minimum | Recurring | Level 3 | Interest rate lock commitments            
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]            
Interest rate lock, net, fair value inputs 0.0087   0.0197      
Fall-out factor | Maximum | Recurring | Level 3 | Interest rate lock commitments            
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]            
Interest rate lock, net, fair value inputs 0.2405   0.3838      
Fall-out factor | Weighted average | Recurring | Level 3 | Interest rate lock commitments            
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]            
Interest rate lock, net, fair value inputs 0.1218   0.1553      
Value of servicing | Minimum | Recurring | Level 3 | Interest rate lock commitments            
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]            
Interest rate lock, net, fair value inputs 0.0039   0.0041      
Value of servicing | Maximum | Recurring | Level 3 | Interest rate lock commitments            
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]            
Interest rate lock, net, fair value inputs 0.0152   0.0144      
Value of servicing | Weighted average | Recurring | Level 3 | Interest rate lock commitments            
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]            
Interest rate lock, net, fair value inputs 0.0119   0.0097