XML 75 R59.htm IDEA: XBRL DOCUMENT v2.4.0.8
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, USD $)
In Thousands, unless otherwise specified
3 Months Ended
Sep. 30, 2013
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 $ 2
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) 99.80% [1]
Fall-out ratio (percent) 22.00% [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) 102.90% [1]
Fall-out ratio (percent) 26.80% [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) 100.50% [1]
Fall-out ratio (percent) 26.60% [1],[2]
Mandatory loan sale commitments
 
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Liabilities, fair value 192
Valuation Techniques Relative value analysis
Mandatory loan sale commitments | Minimum | Liability
 
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Investor quotes (percent) 102.90% [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) 104.00% [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) 103.90% [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 953
Valuation Techniques Discounted cash flow
Private issue CMO | Minimum
 
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Probability of default (percent) 1.20% [1]
Loss severity (percent) 35.40% [1]
Prepayment speed (percent) 7.70% [1]
Private issue CMO | Maximum
 
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Probability of default (percent) 3.00% [1]
Loss severity (percent) 37.50% [1]
Prepayment speed (percent) 22.60% [1]
Private issue CMO | Weighted Average
 
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Probability of default (percent) 2.80% [1]
Loss severity (percent) 37.20% [1]
Prepayment speed (percent) 10.90% [1]
Non-performing loans | Discounted Cash Flow
 
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets, fair value 85
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 5,706
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) 0.00% [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) 15.00% [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) 30.00% [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) 60.00% [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) 14.30% [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) 21.10% [1]
MSA
 
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets, fair value 187
Valuation Techniques Discounted cash flow
MSA | Minimum
 
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Prepayment speed (percent) 24.20% [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) 29.90% [1]
Discount rate (percent) 9.20% [1]
Interest-Only Strips
 
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets, fair value 103
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) 0.00% [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) 31.10% [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) 16.10% [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 3,367
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) 97.80% [1]
Fall-out ratio (percent) 22.00% [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) 104.50% [1]
Fall-out ratio (percent) 26.80% [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) 102.00% [1]
Fall-out ratio (percent) 26.60% [1],[2]
Mandatory loan sale commitments
 
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets, fair value 51
Valuation Techniques Relative value analysis
Mandatory loan sale commitments | Minimum
 
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Roll-forward costs (percent) 0.002% [1],[3]
Mandatory loan sale commitments | Minimum | Assets
 
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Broker quotes (percent) 105.20% [1]
Investor quotes (percent) 99.10% [1]
Mandatory loan sale commitments | Minimum | Liability
 
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Broker quotes (percent) 100.60% [1]
Mandatory loan sale commitments | Maximum
 
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Roll-forward costs (percent) 0.002% [1],[3]
Mandatory loan sale commitments | Maximum | Assets
 
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Broker quotes (percent) 107.50% [1]
Investor quotes (percent) 99.10% [1]
Mandatory loan sale commitments | Maximum | Liability
 
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Broker quotes (percent) 107.80% [1]
Mandatory loan sale commitments | Weighted Average
 
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Roll-forward costs (percent) 0.002% [1],[3]
Mandatory loan sale commitments | Weighted Average | Assets
 
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Broker quotes (percent) 106.20% [1]
Investor quotes (percent) 99.10% [1]
Mandatory loan sale commitments | Weighted Average | Liability
 
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Broker quotes (percent) 104.80% [1]
Put options
 
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Assets, fair value $ 82
Valuation Techniques Relative value analysis
Put options | Minimum
 
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Broker quotes (percent) 104.60% [1]
Put options | Maximum
 
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Broker quotes (percent) 104.60% [1]
Put options | Weighted Average
 
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Broker quotes (percent) 104.60% [1]
[1] The range is based on the historical 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.