XML 69 R42.htm IDEA: XBRL DOCUMENT v3.20.1
Fair Value Measurement and Fair Value of Financial Instruments (Financial Assets and Liabilities Measurement on Recurring Basis) (Details) - USD ($)
$ in Thousands
Mar. 31, 2020
Dec. 31, 2019
Available-for-sale debt securities    
AFS debt securities $ 3,695,943 $ 3,317,214
Derivative    
Derivative assets - Fair value 834,204 330,316
Derivative asset, after netting 655,430 204,997
Derivative liabilities - Fair value 658,515 256,528
Derivative liability, after netting 415,414 96,729
U.S. Treasury securities    
Available-for-sale debt securities    
AFS debt securities 51,428 176,422
U.S. government agency and U.S. government-sponsored enterprise debt securities    
Available-for-sale debt securities    
AFS debt securities 518,408 581,245
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities - Commercial mortgage-backed securities    
Available-for-sale debt securities    
AFS debt securities 697,948 603,471
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities - Residential mortgage-backed securities    
Available-for-sale debt securities    
AFS debt securities 1,352,367 1,003,897
Municipal securities    
Available-for-sale debt securities    
AFS debt securities 309,626 102,302
Non-agency commercial mortgage-backed securities    
Available-for-sale debt securities    
AFS debt securities 87,114 88,550
Non-agency residential mortgage-backed securities    
Available-for-sale debt securities    
AFS debt securities 62,134 46,548
Corporate debt securities    
Available-for-sale debt securities    
AFS debt securities 10,963 11,149
Foreign bonds    
Available-for-sale debt securities    
AFS debt securities 284,521 354,172
Asset-backed securities    
Available-for-sale debt securities    
AFS debt securities 61,556 64,752
Collateralized loan obligations (“CLOs”)    
Available-for-sale debt securities    
AFS debt securities 259,878 284,706
Fair Value, Measurements, Recurring    
Available-for-sale debt securities    
AFS debt securities 3,695,943 3,317,214
Equity Securities, FV-NI and with Readily Determinable Fair Value [Abstract]    
Equity securities 30,330 31,673
Total investments in tax credit and other investments 30,330 31,673
Derivative    
Derivative assets - Fair value 834,204 330,316
Netting adjustments (178,774) (125,319)
Derivative asset, after netting 655,430 204,997
Derivative liabilities - Fair value 658,515 256,528
Netting adjustments (243,101) (159,799)
Derivative liability, after netting 415,414 96,729
Fair Value, Measurements, Recurring | Interest rate contracts    
Derivative    
Derivative assets - Fair value 605,122 192,883
Derivative liabilities - Fair value 403,351 127,317
Fair Value, Measurements, Recurring | Foreign exchange contracts    
Derivative    
Derivative assets - Fair value 64,383 54,637
Derivative liabilities - Fair value 55,658 48,610
Fair Value, Measurements, Recurring | Credit contracts    
Derivative    
Derivative assets - Fair value 8 2
Derivative liabilities - Fair value 218 84
Fair Value, Measurements, Recurring | Equity contracts    
Derivative    
Derivative assets - Fair value 1,128 1,414
Fair Value, Measurements, Recurring | Commodity contracts    
Derivative    
Derivative assets - Fair value 163,563 81,380
Derivative liabilities - Fair value 199,288 80,517
Fair Value, Measurements, Recurring | U.S. Treasury securities    
Available-for-sale debt securities    
AFS debt securities 51,428 176,422
Fair Value, Measurements, Recurring | U.S. government agency and U.S. government-sponsored enterprise debt securities    
Available-for-sale debt securities    
AFS debt securities 518,408 581,245
Fair Value, Measurements, Recurring | U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities - Commercial mortgage-backed securities    
Available-for-sale debt securities    
AFS debt securities 697,948 603,471
Fair Value, Measurements, Recurring | U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities - Residential mortgage-backed securities    
Available-for-sale debt securities    
AFS debt securities 1,352,367 1,003,897
Fair Value, Measurements, Recurring | Municipal securities    
Available-for-sale debt securities    
AFS debt securities 309,626 102,302
Fair Value, Measurements, Recurring | Non-agency commercial mortgage-backed securities    
Available-for-sale debt securities    
AFS debt securities 87,114 88,550
Fair Value, Measurements, Recurring | Non-agency residential mortgage-backed securities    
Available-for-sale debt securities    
AFS debt securities 62,134 46,548
Fair Value, Measurements, Recurring | Corporate debt securities    
Available-for-sale debt securities    
AFS debt securities 10,963 11,149
Fair Value, Measurements, Recurring | Foreign bonds    
Available-for-sale debt securities    
AFS debt securities 284,521 354,172
Fair Value, Measurements, Recurring | Asset-backed securities    
Available-for-sale debt securities    
AFS debt securities 61,556 64,752
Fair Value, Measurements, Recurring | Collateralized loan obligations (“CLOs”)    
Available-for-sale debt securities    
AFS debt securities 259,878 284,706
Fair Value, Measurements, Recurring | Quoted Prices in Active Markets for Identical Assets (Level 1)    
Available-for-sale debt securities    
AFS debt securities 51,428 176,422
Equity Securities, FV-NI and with Readily Determinable Fair Value [Abstract]    
Equity securities 22,195 21,746
Total investments in tax credit and other investments 22,195 21,746
Derivative    
Derivative assets - Fair value 0 0
Netting adjustments 0 0
Derivative asset, after netting 0 0
Derivative liabilities - Fair value 0 0
Netting adjustments 0 0
Derivative liability, after netting 0 0
Fair Value, Measurements, Recurring | Quoted Prices in Active Markets for Identical Assets (Level 1) | Interest rate contracts    
Derivative    
Derivative assets - Fair value 0 0
Derivative liabilities - Fair value 0 0
Fair Value, Measurements, Recurring | Quoted Prices in Active Markets for Identical Assets (Level 1) | Foreign exchange contracts    
Derivative    
Derivative assets - Fair value 0 0
Derivative liabilities - Fair value 0 0
Fair Value, Measurements, Recurring | Quoted Prices in Active Markets for Identical Assets (Level 1) | Credit contracts    
Derivative    
Derivative assets - Fair value 0 0
Derivative liabilities - Fair value 0 0
Fair Value, Measurements, Recurring | Quoted Prices in Active Markets for Identical Assets (Level 1) | Equity contracts    
Derivative    
Derivative assets - Fair value 0 0
Fair Value, Measurements, Recurring | Quoted Prices in Active Markets for Identical Assets (Level 1) | Commodity contracts    
Derivative    
Derivative assets - Fair value 0 0
Derivative liabilities - Fair value 0 0
Fair Value, Measurements, Recurring | Quoted Prices in Active Markets for Identical Assets (Level 1) | U.S. Treasury securities    
Available-for-sale debt securities    
AFS debt securities 51,428 176,422
Fair Value, Measurements, Recurring | Quoted Prices in Active Markets for Identical Assets (Level 1) | U.S. government agency and U.S. government-sponsored enterprise debt securities    
Available-for-sale debt securities    
AFS debt securities 0 0
Fair Value, Measurements, Recurring | Quoted Prices in Active Markets for Identical Assets (Level 1) | U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities - Commercial mortgage-backed securities    
Available-for-sale debt securities    
AFS debt securities 0 0
Fair Value, Measurements, Recurring | Quoted Prices in Active Markets for Identical Assets (Level 1) | U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities - Residential mortgage-backed securities    
Available-for-sale debt securities    
AFS debt securities 0 0
Fair Value, Measurements, Recurring | Quoted Prices in Active Markets for Identical Assets (Level 1) | Municipal securities    
Available-for-sale debt securities    
AFS debt securities 0 0
Fair Value, Measurements, Recurring | Quoted Prices in Active Markets for Identical Assets (Level 1) | Non-agency commercial mortgage-backed securities    
Available-for-sale debt securities    
AFS debt securities 0 0
Fair Value, Measurements, Recurring | Quoted Prices in Active Markets for Identical Assets (Level 1) | Non-agency residential mortgage-backed securities    
Available-for-sale debt securities    
AFS debt securities 0 0
Fair Value, Measurements, Recurring | Quoted Prices in Active Markets for Identical Assets (Level 1) | Corporate debt securities    
Available-for-sale debt securities    
AFS debt securities 0 0
Fair Value, Measurements, Recurring | Quoted Prices in Active Markets for Identical Assets (Level 1) | Foreign bonds    
Available-for-sale debt securities    
AFS debt securities 0 0
Fair Value, Measurements, Recurring | Quoted Prices in Active Markets for Identical Assets (Level 1) | Asset-backed securities    
Available-for-sale debt securities    
AFS debt securities 0 0
Fair Value, Measurements, Recurring | Quoted Prices in Active Markets for Identical Assets (Level 1) | Collateralized loan obligations (“CLOs”)    
Available-for-sale debt securities    
AFS debt securities 0 0
Fair Value, Measurements, Recurring | Significant Other Observable Inputs (Level 2)    
Available-for-sale debt securities    
AFS debt securities 3,644,515 3,140,792
Equity Securities, FV-NI and with Readily Determinable Fair Value [Abstract]    
Equity securities 8,135 9,927
Total investments in tax credit and other investments 8,135 9,927
Derivative    
Derivative assets - Fair value 833,491 329,895
Netting adjustments (178,774) (125,319)
Derivative asset, after netting 654,717 204,576
Derivative liabilities - Fair value 658,515 256,528
Netting adjustments (243,101) (159,799)
Derivative liability, after netting 415,414 96,729
Fair Value, Measurements, Recurring | Significant Other Observable Inputs (Level 2) | Interest rate contracts    
Derivative    
Derivative assets - Fair value 605,122 192,883
Derivative liabilities - Fair value 403,351 127,317
Fair Value, Measurements, Recurring | Significant Other Observable Inputs (Level 2) | Foreign exchange contracts    
Derivative    
Derivative assets - Fair value 64,383 54,637
Derivative liabilities - Fair value 55,658 48,610
Fair Value, Measurements, Recurring | Significant Other Observable Inputs (Level 2) | Credit contracts    
Derivative    
Derivative assets - Fair value 8 2
Derivative liabilities - Fair value 218 84
Fair Value, Measurements, Recurring | Significant Other Observable Inputs (Level 2) | Equity contracts    
Derivative    
Derivative assets - Fair value 415 993
Fair Value, Measurements, Recurring | Significant Other Observable Inputs (Level 2) | Commodity contracts    
Derivative    
Derivative assets - Fair value 163,563 81,380
Derivative liabilities - Fair value 199,288 80,517
Fair Value, Measurements, Recurring | Significant Other Observable Inputs (Level 2) | U.S. Treasury securities    
Available-for-sale debt securities    
AFS debt securities 0 0
Fair Value, Measurements, Recurring | Significant Other Observable Inputs (Level 2) | U.S. government agency and U.S. government-sponsored enterprise debt securities    
Available-for-sale debt securities    
AFS debt securities 518,408 581,245
Fair Value, Measurements, Recurring | Significant Other Observable Inputs (Level 2) | U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities - Commercial mortgage-backed securities    
Available-for-sale debt securities    
AFS debt securities 697,948 603,471
Fair Value, Measurements, Recurring | Significant Other Observable Inputs (Level 2) | U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities - Residential mortgage-backed securities    
Available-for-sale debt securities    
AFS debt securities 1,352,367 1,003,897
Fair Value, Measurements, Recurring | Significant Other Observable Inputs (Level 2) | Municipal securities    
Available-for-sale debt securities    
AFS debt securities 309,626 102,302
Fair Value, Measurements, Recurring | Significant Other Observable Inputs (Level 2) | Non-agency commercial mortgage-backed securities    
Available-for-sale debt securities    
AFS debt securities 87,114 88,550
Fair Value, Measurements, Recurring | Significant Other Observable Inputs (Level 2) | Non-agency residential mortgage-backed securities    
Available-for-sale debt securities    
AFS debt securities 62,134 46,548
Fair Value, Measurements, Recurring | Significant Other Observable Inputs (Level 2) | Corporate debt securities    
Available-for-sale debt securities    
AFS debt securities 10,963 11,149
Fair Value, Measurements, Recurring | Significant Other Observable Inputs (Level 2) | Foreign bonds    
Available-for-sale debt securities    
AFS debt securities 284,521 354,172
Fair Value, Measurements, Recurring | Significant Other Observable Inputs (Level 2) | Asset-backed securities    
Available-for-sale debt securities    
AFS debt securities 61,556 64,752
Fair Value, Measurements, Recurring | Significant Other Observable Inputs (Level 2) | Collateralized loan obligations (“CLOs”)    
Available-for-sale debt securities    
AFS debt securities 259,878 284,706
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3)    
Available-for-sale debt securities    
AFS debt securities 0 0
Equity Securities, FV-NI and with Readily Determinable Fair Value [Abstract]    
Equity securities 0 0
Total investments in tax credit and other investments 0 0
Derivative    
Derivative assets - Fair value 713 421
Netting adjustments 0 0
Derivative asset, after netting 713 421
Derivative liabilities - Fair value 0 0
Netting adjustments 0 0
Derivative liability, after netting 0 0
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | Interest rate contracts    
Derivative    
Derivative assets - Fair value 0 0
Derivative liabilities - Fair value 0 0
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | Foreign exchange contracts    
Derivative    
Derivative assets - Fair value 0 0
Derivative liabilities - Fair value 0 0
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | Credit contracts    
Derivative    
Derivative assets - Fair value 0 0
Derivative liabilities - Fair value 0 0
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | Equity contracts    
Derivative    
Derivative assets - Fair value 713 421
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | Commodity contracts    
Derivative    
Derivative assets - Fair value 0 0
Derivative liabilities - Fair value 0 0
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | U.S. Treasury securities    
Available-for-sale debt securities    
AFS debt securities 0 0
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | U.S. government agency and U.S. government-sponsored enterprise debt securities    
Available-for-sale debt securities    
AFS debt securities 0 0
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities - Commercial mortgage-backed securities    
Available-for-sale debt securities    
AFS debt securities 0 0
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities - Residential mortgage-backed securities    
Available-for-sale debt securities    
AFS debt securities 0 0
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | Municipal securities    
Available-for-sale debt securities    
AFS debt securities 0 0
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | Non-agency commercial mortgage-backed securities    
Available-for-sale debt securities    
AFS debt securities 0 0
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | Non-agency residential mortgage-backed securities    
Available-for-sale debt securities    
AFS debt securities 0 0
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | Corporate debt securities    
Available-for-sale debt securities    
AFS debt securities 0 0
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | Foreign bonds    
Available-for-sale debt securities    
AFS debt securities 0 0
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | Asset-backed securities    
Available-for-sale debt securities    
AFS debt securities 0 0
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | Collateralized loan obligations (“CLOs”)    
Available-for-sale debt securities    
AFS debt securities $ 0 $ 0