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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 (Parenthetical) (Detail) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Sep. 30, 2015
Dec. 31, 2014
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Notional outstanding $ 1,313,797 $ 1,529,759
Other Contracts [Member]    
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Notional outstanding $ 58,482 $ 58,800
Weighted average life (WAL) in years 4 months 24 days 1 year 2 months 12 days
Weighted average quotes 1.00% 1.00%
CVA percentage 1.09% 2.21%
Weighted average credit rating A+ A
Fair value of derivative liabilities $ 22 $ 328