XML 227 R74.htm IDEA: XBRL DOCUMENT v2.4.1.9
Derivative Financial Instruments - Impact of Derivatives on Consolidated Balance Sheet (Detail) (USD $)
In Thousands, unless otherwise specified
Dec. 31, 2014
Dec. 31, 2013
Derivatives, Fair Value [Line Items]    
Derivative Assets $ 5,238us-gaap_DerivativeFairValueOfDerivativeAsset $ 6,761us-gaap_DerivativeFairValueOfDerivativeAsset
Gross position (28,688)us-gaap_DerivativeFairValueOfDerivativeLiability (6,149)us-gaap_DerivativeFairValueOfDerivativeLiability
Interest Rate Swaps    
Derivatives, Fair Value [Line Items]    
Derivative Assets 5,238us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
[1] 6,761us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
[1]
Gross position (28,688)us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
[1] (6,149)us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
[1]
Total net derivatives (23,450)slm_DerivativeAssetLiabilitiesFairValueGross
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
612slm_DerivativeAssetLiabilitiesFairValueGross
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
Trading | Interest Rate Swaps    
Derivatives, Fair Value [Line Items]    
Derivative Assets 226us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
[1] 426us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
[1]
Gross position (1,370)us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
[1] 0us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
[1]
Total net derivatives (1,144)slm_DerivativeAssetLiabilitiesFairValueGross
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
426slm_DerivativeAssetLiabilitiesFairValueGross
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
Cash Flow | Interest Rate Swaps    
Derivatives, Fair Value [Line Items]    
Derivative Assets 0us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
[1] 0us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
[1]
Gross position (21,435)us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
[1] 0us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
[1]
Total net derivatives (21,435)slm_DerivativeAssetLiabilitiesFairValueGross
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
0slm_DerivativeAssetLiabilitiesFairValueGross
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
Fair Value | Interest Rate Swaps    
Derivatives, Fair Value [Line Items]    
Derivative Assets 5,012us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_FairValueHedgingMember
[1],[2] 6,335us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_FairValueHedgingMember
[1],[2]
Gross position (5,883)us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_FairValueHedgingMember
[1],[2] (6,149)us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_FairValueHedgingMember
[1],[2]
Total net derivatives $ (871)slm_DerivativeAssetLiabilitiesFairValueGross
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_FairValueHedgingMember
[2] $ 186slm_DerivativeAssetLiabilitiesFairValueGross
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_FairValueHedgingMember
[2]
[1] The following table reconciles gross positions with the impact of master netting agreements to the balance sheet classification:
[2] Fair values reported are exclusive of collateral held and pledged and accrued interest. Assets and liabilities are presented without consideration of master netting agreements. Derivatives are carried on the balance sheet based on net position by counterparty under master netting agreements, and classified in other assets or other liabilities depending on whether in a net positive or negative position.