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Fair Value Measurements - Summary of Information about Described Model Inputs Used to Determine Fair Value of Each Class of Credit Derivatives (Detail) - USD ($) $ / shares in Units, $ in Thousands | 3 Months Ended | 12 Months Ended
--- | --- | ---
Sep. 30, 2015 | Dec. 31, 2014
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Notional outstanding | $ 1,313,797 | $ 1,529,759
Successor [Member] | CLO [Member] |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Notional outstanding | $ 341,668 | $ 549,923
Weighted average reference obligation price | $ 98.5 | $ 98.9
Weighted average life (WAL) in years | 1 year | 1 year 9 months
Weighted average credit rating | AA | AA
Weighted average relative change ratio | 36.30% | 35.90%
CVA percentage | 7.48% | 5.40%
Fair value of derivative liabilities | $ 1,740 | $ 2,027
Successor [Member] | Other [Member] |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Notional outstanding | $ 913,647 | $ 921,036
Weighted average reference obligation price | $ 85.9 | $ 86.8
Weighted average life (WAL) in years | 4 years 2 months 12 days | 5 years 8 months
Weighted average credit rating | BBB- | BBB-
Weighted average relative change ratio | 45.30% | 49.00%
CVA percentage | 22.91% | 15.82%
Fair value of derivative liabilities | $ 28,125 | $ 71,104

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- Definition Fair value input weighted average credit rating. + References No definition available. + Details
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- Definition Fair value input weighted average life. + References No definition available. + Details
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- Definition Fair value input weighted average obligation price. + References No definition available. + Details
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- Definition Credit valuation adjustment (CVA) as a percentage of the credit derivative liability calculated excluding the CVA. + References No definition available. + Details
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- Definition Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Article 12 -Section 13 -Sentence Column B + Details
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- Definition Fair value, after offset of derivative asset, of financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, elected not to be and before offset against a right to receive collateral under a master netting arrangement. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 8 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=56946850&loc=d3e41678-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 9 -URI http://asc.fasb.org/extlink&oid=51825145&loc=SL20226006-175313 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 10 -URI http://asc.fasb.org/extlink&oid=51825145&loc=SL20226008-175313 + Details
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