Note 9: Fair Value of Financial Instruments: Schedule of Additional Information About Valuation Techniques and Inputs Used for Assets and Liabilities (Tables)

12 Months Ended

Sep. 30, 2012

Tables/Schedules

Schedule of Additional Information About Valuation Techniques and Inputs Used for Assets and Liabilities

					Impact to
					Valuation
	Fair Value			Range (1)	from
	As of	Valuation	Unobservable	(Weighted	an Increase
	September 30, 2012	Techniques	Inputs	Average)	in Inputs (2)
Assets:
Securities available-for sale
Private issue CMO	$1,198	Discounted cash flow	Probability of default	70.0% – 110.0% (100.2%) of par	Increase
			Loss severity	(36.7%)	Decrease
			Prepayment speed	4.1% - 11.7% (6.7%)	Decrease
Non-performing loans	$21,582	Discounted cash flow or aggregated pooling method	Default rates	-31.30%	Decrease
			Loss severity	8.5%	Decrease
MSA	$269	Discounted cash flow	Prepayment speed (CPR)	6.7% - 60.0% (33.9%)	Decrease
Interest-only strips	$117	Discounted cash flow	Prepayment speed (CPR)	3.5% - 48.3% (28.4%)	Decrease
	--	--	Discount rate	9.0%	Decrease
Commitments to extend credit on loans to be held for sale	$8,373	Relative value analysis	TBA-MBS broker quotes	98.9% - 105.4% (102.2%) of par	Decrease
	--	--	Fall-out ratio (3)	22% - 36% (36%)	Decrease
Mandatory loan sale commitments	$83	Relative value analysis	Investor quotes	101.8% - 107.3% (104.2%) of par	Decrease
	--	--	TBA-MBS broker quotes	106.6% - 109.2%	Decrease
	--	--	Roll-forward costs (4)	(106.7%) of par 0.00%	Decrease
Put options	$65	Relative value analysis	Broker quotes	106.5% - 107.3% (107.1%) of par	Increase
Liabilities:
Commitments to extend credit on loans to be held for sale	$3	Relative value analysis	TBA-MBS broker quotes	99.6% - 102.5% (101.9%) of par	Decrease
	--	--	Fall-out ratio (3)	22% - 36% (36%)	Decrease
Mandatory loan sale commitments	$1,197	Relative value analysis	Investor quotes	102.4% - 107.4% (106.2%) of par	Decrease
	--	--	TBA-MBS broker quotes	105.2% - 110.1% (108.1%) of par	Decrease
	--	--	Roll-forward costs (4)	0.00%	Decrease

⁽¹⁾        The range is based on the historical estimated fair values and management estimates.

⁽²⁾        Unless otherwise noted, this column represents the directional change in the fair value of the Level 3 investments that would result from an increase to the corresponding unobservable input. A decrease to the unobservable input would have the opposite effect. Significant changes in these inputs in isolation could result in significantly higher or lower fair value measurements.

⁽³⁾        The percentage of commitments to extend credit on loans to be held for sale which management has estimated may not fund.

⁽⁴⁾        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.