XML 96 R87.htm IDEA: XBRL DOCUMENT v3.22.1
Fair Values of Assets and Liabilities (Schedule of Valuation Techniques and Significant Unobservable Inputs Used to Measure Both Recurring and Non-Recurring) (Detail)
Mar. 31, 2022
USD ($)
$ / shares
Dec. 31, 2021
USD ($)
Mar. 31, 2021
USD ($)
Dec. 31, 2020
USD ($)
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Available-for-sale securities, at fair value $ 2,998,898,000 $ 2,327,793,000 $ 2,430,749,000  
Loans held-for-investment 57,984,000   51,916,000  
MSRs 199,146,000 147,571,000 124,316,000 $ 92,081,000
Individually assessed loans - foreclosure probable and collateral-dependent 72,846,000   124,404,000  
Level 3        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Individually assessed loans - foreclosure probable and collateral-dependent 72,800,000      
Measured at fair value on a recurring basis:        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Loans held-for-investment 57,984,000 38,598,000 51,916,000  
MSRs 199,146,000 147,571,000 124,316,000  
Derivative assets 153,534,000 165,008,000 253,509,000  
Measured at fair value on a recurring basis: | Level 3        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Loans held-for-investment 44,464,000 15,891,000 6,408,000  
MSRs 199,146,000 147,571,000 124,316,000  
Derivative assets 3,447,000 10,560,000 25,634,000  
Measured at fair value on a non-recurring basis:        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Individually assessed loans - foreclosure probable and collateral-dependent 44,844,000      
Other real estate owned 6,203,000      
Measured at fair value on a non-recurring basis: | Level 3        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Individually assessed loans - foreclosure probable and collateral-dependent 44,844,000      
Other real estate owned 6,203,000      
Municipal Securities        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Available-for-sale securities, at fair value 155,489,000 165,594,000 148,300,000  
Municipal Securities | Measured at fair value on a recurring basis:        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Available-for-sale securities, at fair value 155,489,000 165,594,000 148,300,000  
Municipal Securities | Measured at fair value on a recurring basis: | Level 3        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Available-for-sale securities, at fair value $ 100,401,000 $ 105,687,000 $ 101,748,000  
Discount rate | Discounted cash flows | Minimum | Measured at fair value on a recurring basis: | Level 3        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Loans held-for-investment, measurement input 0.0400      
MSRs, measurement input 0.06      
Discount rate | Discounted cash flows | Maximum | Measured at fair value on a recurring basis: | Level 3        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Loans held-for-investment, measurement input 0.0425      
MSRs, measurement input 0.19      
Discount rate | Discounted cash flows | Weighted Average | Measured at fair value on a recurring basis: | Level 3        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Loans held-for-investment, measurement input 0.0425      
MSRs, measurement input 0.0979      
Credit discount | Discounted cash flows | Minimum | Measured at fair value on a recurring basis: | Level 3        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Loans held-for-investment, measurement input 0      
Credit discount | Discounted cash flows | Maximum | Measured at fair value on a recurring basis: | Level 3        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Loans held-for-investment, measurement input 0.03      
Credit discount | Discounted cash flows | Weighted Average | Measured at fair value on a recurring basis: | Level 3        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Loans held-for-investment, measurement input 0.0036      
Constant prepayment rate (CPR) | Discounted cash flows | Measured at fair value on a recurring basis: | Level 3        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Loans held-for-investment, measurement input 0.0711      
Constant prepayment rate (CPR) | Discounted cash flows | Minimum | Measured at fair value on a recurring basis: | Level 3        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
MSRs, measurement input 0      
Constant prepayment rate (CPR) | Discounted cash flows | Maximum | Measured at fair value on a recurring basis: | Level 3        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
MSRs, measurement input 1      
Constant prepayment rate (CPR) | Discounted cash flows | Weighted Average | Measured at fair value on a recurring basis: | Level 3        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Loans held-for-investment, measurement input 0.0711      
MSRs, measurement input 0.0711      
Cost of servicing | Discounted cash flows | Minimum | Measured at fair value on a recurring basis: | Level 3        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
MSRs, measurement input | $ / shares 70      
Cost of servicing | Discounted cash flows | Maximum | Measured at fair value on a recurring basis: | Level 3        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
MSRs, measurement input | $ / shares 200      
Cost of servicing | Discounted cash flows | Weighted Average | Measured at fair value on a recurring basis: | Level 3        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
MSRs, measurement input 75      
Cost of servicing - delinquent | Discounted cash flows | Minimum | Measured at fair value on a recurring basis: | Level 3        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
MSRs, measurement input | $ / shares 200      
Cost of servicing - delinquent | Discounted cash flows | Maximum | Measured at fair value on a recurring basis: | Level 3        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
MSRs, measurement input | $ / shares 1,000      
Cost of servicing - delinquent | Discounted cash flows | Weighted Average | Measured at fair value on a recurring basis: | Level 3        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
MSRs, measurement input 305      
Pull-through rate | Discounted cash flows | Minimum | Measured at fair value on a recurring basis: | Level 3        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Derivatives, measurement input 0      
Pull-through rate | Discounted cash flows | Maximum | Measured at fair value on a recurring basis: | Level 3        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Derivatives, measurement input 1      
Pull-through rate | Discounted cash flows | Weighted Average | Measured at fair value on a recurring basis: | Level 3        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Derivatives, measurement input 0.871      
Appraisal adjustment - cost of sale | Appraisal value | Measured at fair value on a non-recurring basis: | Level 3        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Individually assessed loans— foreclosure probable and collateral-dependent, measurement input 0.10      
Other real estate owned, measurement input 0.10      
Appraisal adjustment - cost of sale | Appraisal value | Weighted Average | Measured at fair value on a non-recurring basis: | Level 3        
Fair Value Measurement Inputs and Valuation Techniques [Line Items]        
Individually assessed loans— foreclosure probable and collateral-dependent, measurement input 0.1000      
Other real estate owned, measurement input 0.1000