XML 46 R59.htm IDEA: XBRL DOCUMENT v2.4.0.8
Fair Value Option and Fair Value Measurements - Quantitative and Qualitative Information (Details) (USD $)
In Thousands, unless otherwise specified
9 Months Ended 9 Months Ended 9 Months Ended
Sep. 30, 2014
Dec. 31, 2013
Sep. 30, 2014
Recurring
Level 3
Dec. 31, 2013
Recurring
Level 3
Dec. 31, 2013
Recurring
Interest rate swap agreements net of swap credit valuation
Level 3
Sep. 30, 2013
Recurring
Interest rate swap agreements net of swap credit valuation
Management estimate of credit risk exposure
Level 3
Sep. 30, 2013
Recurring
Interest rate swap agreements net of swap credit valuation
Management estimate of credit risk exposure
Level 3
Minimum
Sep. 30, 2013
Recurring
Interest rate swap agreements net of swap credit valuation
Management estimate of credit risk exposure
Level 3
Maximum
Sep. 30, 2013
Recurring
Interest rate swap agreements net of swap credit valuation
Management estimate of credit risk exposure
Level 3
Weighted Average of Inputs
Sep. 30, 2013
Recurring
Mortgage servicing rights
Discounted Cash Flow
Level 3
Sep. 30, 2014
Recurring
Mortgage servicing rights
Discounted Cash Flow
Level 3
Sep. 30, 2014
Recurring
Mortgage servicing rights
Discounted Cash Flow
Level 3
Minimum
Sep. 30, 2014
Recurring
Mortgage servicing rights
Discounted Cash Flow
Level 3
Maximum
Sep. 30, 2014
Recurring
Mortgage servicing rights
Discounted Cash Flow
Level 3
Weighted Average of Inputs
Sep. 30, 2013
Recurring
Mortgage servicing rights
Discounted Cash Flow
Level 3
Weighted Average of Inputs
Sep. 30, 2014
Recurring
Asset-backed securities
Discounted Cash Flow
Level 3
Sep. 30, 2013
Recurring
Asset-backed securities
Discounted Cash Flow
Level 3
Sep. 30, 2014
Recurring
Asset-backed securities
Discounted Cash Flow
Level 3
Minimum
Sep. 30, 2013
Recurring
Asset-backed securities
Discounted Cash Flow
Level 3
Minimum
Sep. 30, 2014
Recurring
Asset-backed securities
Discounted Cash Flow
Level 3
Maximum
Sep. 30, 2013
Recurring
Asset-backed securities
Discounted Cash Flow
Level 3
Maximum
Sep. 30, 2014
Recurring
Asset-backed securities
Discounted Cash Flow
Level 3
Weighted Average of Inputs
Sep. 30, 2013
Recurring
Asset-backed securities
Discounted Cash Flow
Level 3
Weighted Average of Inputs
Quantitative information about Level 3 fair value measurements                                              
Mortgage servicing rights, fair value $ 5,640 $ 5,807 $ 5,640 $ 5,807           $ 5,807 $ 5,640                        
Other assets         (6) 6                                  
Asset-backed securities                               $ 83,781 $ 154,137            
Discount rate (as a percent)                   10.20%   10.00% 30.75% 10.30% 10.20%                
Prepayment speed (as a percent)                   9.70%   3.97% 77.99% 9.50% 9.70%                
Credit risk rating & probability of default (as a percent)             5.00% 20.00% 12.50%                            
Credit risk premium (as a percent)                                   0.80% 1.10% 1.20% 1.50% 1.00% 1.20%
Liquidity Discount (as a percent)                                   4.00% 4.50% 4.30% 5.10% 4.20% 4.90%