XML 81 R71.htm IDEA: XBRL DOCUMENT v3.22.2
FAIR VALUE MEASUREMENT - Schedule of Level 3 Unobservable Inputs (Details)
$ in Thousands
Jun. 30, 2022
USD ($)
Mar. 31, 2022
USD ($)
Dec. 31, 2021
USD ($)
Jun. 30, 2021
USD ($)
Mar. 31, 2021
USD ($)
Dec. 31, 2020
USD ($)
Interest rate lock commitments            
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]            
Interest rate lock, net, fair value $ 322 $ 78 $ 2,484 $ 5,893 $ 6,488 $ 17,392
Recurring            
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]            
Single family LHFI 6,508   7,287      
Recurring | Level 3            
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]            
Investment securities available for sale 2,160   2,482      
Single family LHFI 6,508   7,287      
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 $ 322   $ 2,484      
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 0.0280   0.0239      
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 0.0504   0.0796      
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 0.0340   0.0356      
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 0.0010   0.0015      
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 0.2056   0.2193      
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 0.0767   0.0844      
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 0.0052   0.0035      
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 0.0125   0.0146      
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 0.0096   0.0115