XML 98 R85.htm IDEA: XBRL DOCUMENT v3.22.1
Fair Value of Financial Instruments - Schedule of Significant Inputs used in the Valuation of Level 3 Assets (Details)
$ in Thousands
Mar. 31, 2022
USD ($)
Dec. 31, 2021
USD ($)
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Derivative assets $ 9,197 $ 8,196
Mortgage servicing rights 37,870 29,833
Equity securities 120,895 138,483
Loans, at fair value 96,244 105,583
Significant unobservable inputs Level 3    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Total assets 61,285 57,084
Contingent consideration payable 200 200
Significant unobservable inputs Level 3 | Recurring    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Derivative assets 3,569 7,514
Mortgage servicing rights 37,870 29,833
Loans, at fair value 14,053 2,097
Total assets 64,238 61,443
Contingent consideration payable 200 200
Significant unobservable inputs Level 3 | Interest rate lock commitments    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Derivative assets 3,569 7,514
Significant unobservable inputs Level 3 | Residential Mortgage    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Mortgage servicing rights 37,870 29,833
Significant unobservable inputs Level 3 | Trade claims | Recurring    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Trade claims 0 19,737
Significant unobservable inputs Level 3 | Equity securities | Recurring    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Equity securities 7,408 1,206
Significant unobservable inputs Level 3 | Equity securities | Recurring | Other equity securities    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Equity securities 7,360 0
Significant unobservable inputs Level 3 | Corporate loans | Recurring    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Loans, at fair value 14,053 2,097
Significant unobservable inputs Level 3 | Corporate loans | Recurring | Corporate loans and related receivables    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Loans, at fair value $ 12,486 $ 0
Pull through rate | Significant unobservable inputs Level 3 | Interest rate lock commitments | Internal Model | Minimum    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Pull through rate 0.55 0.55
Pull through rate | Significant unobservable inputs Level 3 | Interest rate lock commitments | Internal Model | Maximum    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Pull through rate 0.95 0.95
Pull through rate | Significant unobservable inputs Level 3 | Interest rate lock commitments | Internal Model | Average    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Pull through rate 0.65 0.66
Discount rate | Significant unobservable inputs Level 3 | Residential Mortgage | External model | Minimum    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Servicing asset, measurement input 0.09 0.10
Discount rate | Significant unobservable inputs Level 3 | Residential Mortgage | External model | Maximum    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Servicing asset, measurement input 0.12 0.12
Discount rate | Significant unobservable inputs Level 3 | Residential Mortgage | External model | Average    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Servicing asset, measurement input 0.09 0.09
Discount rate | Significant unobservable inputs Level 3 | Corporate loans | Internal Model | Minimum | Corporate loans and related receivables    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Loan receivable, measurement input 0.18  
Discount rate | Significant unobservable inputs Level 3 | Corporate loans | Internal Model | Maximum | Corporate loans and related receivables    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Loan receivable, measurement input 0.20  
Discount rate | Significant unobservable inputs Level 3 | Corporate loans | Internal Model | Average | Corporate loans and related receivables    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Loan receivable, measurement input 0.19  
Cost to service | Significant unobservable inputs Level 3 | Residential Mortgage | External model | Minimum    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Servicing asset, measurement input 65 65
Cost to service | Significant unobservable inputs Level 3 | Residential Mortgage | External model | Maximum    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Servicing asset, measurement input 80 80
Cost to service | Significant unobservable inputs Level 3 | Residential Mortgage | External model | Average    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Servicing asset, measurement input 71 71
Prepayment speed | Significant unobservable inputs Level 3 | Residential Mortgage | External model | Minimum    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Servicing asset, measurement input 0.05 0.05
Prepayment speed | Significant unobservable inputs Level 3 | Residential Mortgage | External model | Maximum    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Servicing asset, measurement input 0.80 1
Prepayment speed | Significant unobservable inputs Level 3 | Residential Mortgage | External model | Average    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Servicing asset, measurement input 0.10 0.15
Plan projected recovery rate | Significant unobservable inputs Level 3 | Trade claims | Internal Model | Minimum    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Trade claims, measurement input   0.15
Plan projected recovery rate | Significant unobservable inputs Level 3 | Trade claims | Internal Model | Maximum    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Trade claims, measurement input   0.18
Plan projected recovery rate | Significant unobservable inputs Level 3 | Trade claims | Internal Model | Average    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Trade claims, measurement input   0.17
Plan projected recovery rate | Significant unobservable inputs Level 3 | Equity securities | Internal Model | Minimum | Other equity securities    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Equity securities, measurement input 0.15  
Plan projected recovery rate | Significant unobservable inputs Level 3 | Equity securities | Internal Model | Maximum | Other equity securities    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Equity securities, measurement input 0.17  
Plan projected recovery rate | Significant unobservable inputs Level 3 | Equity securities | Internal Model | Average | Other equity securities    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Equity securities, measurement input 0.16  
Earnout amount, cash | Significant unobservable inputs Level 3    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Contingent consideration payable $ 200 $ 200
Earnout amount, cash | Forecast Cash EBITDA | Significant unobservable inputs Level 3 | Cash Flow Model | Minimum    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Contingent consideration payable 20,000 20,000
Earnout amount, cash | Forecast Cash EBITDA | Significant unobservable inputs Level 3 | Cash Flow Model | Maximum    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Contingent consideration payable 30,000 30,000
Earnout amount, cash | Assumed Claim Liabilities | Significant unobservable inputs Level 3 | Actuarial Analysis    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Contingent consideration payable $ 55,000 $ 55,000