XML 73 R62.htm IDEA: XBRL DOCUMENT v3.8.0.1
Fair Value of Financial Instruments: Schedule of Additional Information About Valuation Techniques and Inputs Used for Assets and Liabilities (Details) - Fair Value, Inputs, Level 3
$ in Thousands
3 Months Ended
Mar. 31, 2018
USD ($)
Commitments to extend credit on loans to be held for sale  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Liabilities, fair value $ 3
Valuation Techniques Relative value analysis
Commitments to extend credit on loans to be held for sale | Minimum | Liability  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Broker quotes (percent) 100.60% [1]
Fall-out ratio (percent) 15.10% [1],[2]
Commitments to extend credit on loans to be held for sale | Maximum | Liability  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Broker quotes (percent) 103.80% [1]
Fall-out ratio (percent) 27.10% [1],[2]
Commitments to extend credit on loans to be held for sale | Weighted Average | Liability  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Broker quotes (percent) 102.40% [1]
Fall-out ratio (percent) 26.30% [1],[2]
Mandatory loan sale commitments  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Liabilities, fair value $ 50
Valuation Techniques Relative value analysis
Mandatory loan sale commitments | Minimum | Assets  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Investor quotes (percent) 0.00% [1]
Roll-forward costs (percent) 0.00% [1],[3]
Mandatory loan sale commitments | Minimum | Liability  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Investor quotes (percent) [1]
Roll-forward costs (percent) 0.00% [1],[3]
Mandatory loan sale commitments | Maximum | Assets  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Investor quotes (percent) 0.00% [1]
Roll-forward costs (percent) 0.00% [1],[3]
Mandatory loan sale commitments | Maximum | Liability  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Investor quotes (percent) [1]
Roll-forward costs (percent) 0.00% [1],[3]
Mandatory loan sale commitments | Weighted Average | Assets  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Investor quotes (percent) 0.00% [1]
Roll-forward costs (percent) 0.00% [1],[3]
Mandatory loan sale commitments | Weighted Average | Liability  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Investor quotes (percent) [1]
Roll-forward costs (percent) 0.00% [1],[3]
Private issue CMO  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets, fair value $ 395
Valuation Techniques Market comparable pricing
Private issue CMO | Minimum  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Fair Value Inputs, Comparability Adjustments 0.50% [1]
Private issue CMO | Maximum  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Fair Value Inputs, Comparability Adjustments 1.00% [1]
Private issue CMO | Weighted Average  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Fair Value Inputs, Comparability Adjustments 0.90% [1]
Loans Held For Investment, at Fair Value [Member]  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets, fair value $ 4,996
Valuation Techniques Relative value analysis
Loans Held For Investment, at Fair Value [Member] | Minimum | Assets  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Broker quotes (percent) 95.40% [1]
Fair Value Inputs, Entity Credit Risk 1.20% [1]
Loans Held For Investment, at Fair Value [Member] | Maximum | Assets  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Broker quotes (percent) 102.30% [1]
Fair Value Inputs, Entity Credit Risk 100.00% [1]
Loans Held For Investment, at Fair Value [Member] | Weighted Average | Assets  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Broker quotes (percent) 98.50% [1]
Fair Value Inputs, Entity Credit Risk 4.60% [1]
Non-performing loans | Discounted Cash Flow  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets, fair value $ 741
Valuation Techniques Discounted cash flow
Non-performing loans | Relative Value Analysis  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets, fair value $ 330
Valuation Techniques Relative value analysis
Non-performing loans | Minimum | Discounted Cash Flow  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Probability of default (percent) 5.00% [1]
Non-performing loans | Minimum | Relative Value Analysis  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Probability of default (percent) 20.00% [1]
Non-performing loans | Maximum | Discounted Cash Flow  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Probability of default (percent) 5.00% [1]
Non-performing loans | Maximum | Relative Value Analysis  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Probability of default (percent) 30.00% [1]
Non-performing loans | Weighted Average | Discounted Cash Flow  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Probability of default (percent) 5.00% [1]
Non-performing loans | Weighted Average | Relative Value Analysis  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Probability of default (percent) 23.30% [1]
MSA  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets, fair value $ 139
Valuation Techniques Discounted cash flow
MSA | Minimum  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Prepayment speed (percent) 8.00% [1]
Discount rate (percent) 9.00% [1]
MSA | Maximum  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Prepayment speed (percent) 60.00% [1]
Discount rate (percent) 10.50% [1]
MSA | Weighted Average  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Prepayment speed (percent) 27.90% [1]
Discount rate (percent) 9.40% [1]
Interest-Only Strips  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets, fair value $ 24
Valuation Techniques Discounted cash flow
Interest-Only Strips | Minimum  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Prepayment speed (percent) 15.60% [1]
Discount rate (percent) 9.00% [1]
Interest-Only Strips | Maximum  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Prepayment speed (percent) 32.80% [1]
Discount rate (percent) 9.00% [1]
Interest-Only Strips | Weighted Average  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Prepayment speed (percent) 29.00% [1]
Discount rate (percent) 9.00% [1]
Commitments to extend credit on loans to be held for sale  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets, fair value $ 985
Valuation Techniques Relative value analysis
Commitments to extend credit on loans to be held for sale | Minimum | Assets  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Broker quotes (percent) 98.30% [1]
Fall-out ratio (percent) 15.10% [1],[2]
Commitments to extend credit on loans to be held for sale | Maximum | Assets  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Broker quotes (percent) 103.90% [1]
Fall-out ratio (percent) 27.10% [1],[2]
Commitments to extend credit on loans to be held for sale | Weighted Average | Assets  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Broker quotes (percent) 101.50% [1]
Fall-out ratio (percent) 26.30% [1],[2]
Mandatory loan sale commitments | Minimum | Assets  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Broker quotes (percent) 0.00% [1]
Mandatory loan sale commitments | Minimum | Liability  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Broker quotes (percent) 100.00% [1]
Mandatory loan sale commitments | Maximum | Assets  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Broker quotes (percent) 0.00% [1]
Mandatory loan sale commitments | Maximum | Liability  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Broker quotes (percent) 104.50% [1]
Mandatory loan sale commitments | Weighted Average | Assets  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Broker quotes (percent) 0.00% [1]
Mandatory loan sale commitments | Weighted Average | Liability  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Broker quotes (percent) 101.70% [1]
Put options | Minimum  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Broker quotes (percent) 0.00% [1]
Put options | Maximum  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Broker quotes (percent) 0.00% [1]
Put options | Weighted Average  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Broker quotes (percent) 0.00% [1]
[1] The range is based on the estimated fair values and management estimates.
[2] The percentage of commitments to extend credit on loans to be held for sale which management has estimated may not fund.
[3] An estimated cost to roll forward the mandatory loan sale commitments which management has estimated may not be delivered to the corresponding investors in a timely manner.