XML 63 R41.htm IDEA: XBRL DOCUMENT
v2.4.1.9

Fair Value of Financial Instruments Significant Unobservable Inputs Level 3 (Details) (Fair Value, Measurements, Recurring [Member], Fair Value, Inputs, Level 3 [Member]) | 12 Months Ended
--- | ---
Dec. 31, 2014
Commercial Mortgage Backed Securities [Member] |  |
Fair Value Inputs, Quantitative Information [Abstract] |  |
Fair Value Inputs, Prepayment Rate | 20.00%us-gaap_FairValueInputsPrepaymentRate / us-gaap_FairValueByAssetClassAxis = us-gaap_CommercialMortgageBackedSecuritiesMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / us-gaap_FairValueByMeasurementFrequencyAxis = us-gaap_FairValueMeasurementsRecurringMember | [1]
Fair Value Inputs, Probability of Default | 2.00%us-gaap_FairValueInputsProbabilityOfDefault / us-gaap_FairValueByAssetClassAxis = us-gaap_CommercialMortgageBackedSecuritiesMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / us-gaap_FairValueByMeasurementFrequencyAxis = us-gaap_FairValueMeasurementsRecurringMember | [1]
Fair Value Inputs, Loss Severity | 35.00%us-gaap_FairValueInputsLossSeverity / us-gaap_FairValueByAssetClassAxis = us-gaap_CommercialMortgageBackedSecuritiesMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / us-gaap_FairValueByMeasurementFrequencyAxis = us-gaap_FairValueMeasurementsRecurringMember | [1]
Fair Value Inputs, Discount Rate | 9.90%us-gaap_FairValueInputsDiscountRate / us-gaap_FairValueByAssetClassAxis = us-gaap_CommercialMortgageBackedSecuritiesMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / us-gaap_FairValueByMeasurementFrequencyAxis = us-gaap_FairValueMeasurementsRecurringMember | [1]
Residential Mortgage Backed Securities [Member] |  |
Fair Value Inputs, Quantitative Information [Abstract] |  |
Fair Value Inputs, Prepayment Rate | 10.00%us-gaap_FairValueInputsPrepaymentRate / us-gaap_FairValueByAssetClassAxis = us-gaap_ResidentialMortgageBackedSecuritiesMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / us-gaap_FairValueByMeasurementFrequencyAxis = us-gaap_FairValueMeasurementsRecurringMember | [1]
Fair Value Inputs, Probability of Default | 1.00%us-gaap_FairValueInputsProbabilityOfDefault / us-gaap_FairValueByAssetClassAxis = us-gaap_ResidentialMortgageBackedSecuritiesMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / us-gaap_FairValueByMeasurementFrequencyAxis = us-gaap_FairValueMeasurementsRecurringMember | [1]
Fair Value Inputs, Loss Severity | 20.00%us-gaap_FairValueInputsLossSeverity / us-gaap_FairValueByAssetClassAxis = us-gaap_ResidentialMortgageBackedSecuritiesMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / us-gaap_FairValueByMeasurementFrequencyAxis = us-gaap_FairValueMeasurementsRecurringMember | [1]
Fair Value Inputs, Discount Rate | 6.50%us-gaap_FairValueInputsDiscountRate / us-gaap_FairValueByAssetClassAxis = us-gaap_ResidentialMortgageBackedSecuritiesMember / us-gaap_FairValueByFairValueHierarchyLevelAxis = us-gaap_FairValueInputsLevel3Member / us-gaap_FairValueByMeasurementFrequencyAxis = us-gaap_FairValueMeasurementsRecurringMember | [1]
[1] | Data presented are weighted averages.

X
- Definition Interest rate used to find the present value of an amount to be paid or received in the future as an input to measure fair value. For example, but not limited to, weighted average cost of capital (WACC), cost of capital, cost of equity and cost of debt. + 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 + Details
Name: | us-gaap_FairValueInputsDiscountRate
Namespace Prefix: | us-gaap_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | duration

X
- Definition Loss, including interest and principal, incurred on a defaulted security, expressed as a percentage of the original principal balance, used as an input to measure fair value. + 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 + Details
Name: | us-gaap_FairValueInputsLossSeverity
Namespace Prefix: | us-gaap_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | duration

X
- Definition Rate at which loans or a loan portfolio are expected to prepay principal balances, used as an input to measure fair value. + 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 + Details
Name: | us-gaap_FairValueInputsPrepaymentRate
Namespace Prefix: | us-gaap_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | duration

X
- Definition Percentage of likelihood a loan will not be repaid and instead default, used as an input to measure fair value. + 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 + Details
Name: | us-gaap_FairValueInputsProbabilityOfDefault
Namespace Prefix: | us-gaap_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | duration

X
- Details
Name: | us-gaap_FairValueInputsQuantitativeInformationAbstract
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration