XML 61 R42.htm IDEA: XBRL DOCUMENT v3.21.1
Fair Value Measurement and Fair Value of Financial Instruments (Quantitative Information for Significant Unobservable Inputs) (Details) - USD ($)
$ in Thousands
Mar. 31, 2021
Dec. 31, 2020
Quantitative information    
Derivative assets - Fair value $ 457,317 $ 602,754
Fair Value, Measurements, Recurring    
Quantitative information    
Derivative assets - Fair value 457,317 602,754
Fair Value, Measurements, Nonrecurring    
Quantitative information    
Loans held-for-investment, fair value disclosure 202,583 189,862
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring    
Quantitative information    
Derivative assets - Fair value 272 273
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Nonrecurring    
Quantitative information    
Loans held-for-investment, fair value disclosure 202,583 189,862
Significant Unobservable Inputs (Level 3) | Discounted cash flows | Fair Value, Measurements, Nonrecurring    
Quantitative information    
Loans held-for-investment, fair value disclosure 108,918 104,783
Significant Unobservable Inputs (Level 3) | Fair value of collateral, discount | Fair Value, Measurements, Nonrecurring    
Quantitative information    
Loans held-for-investment, fair value disclosure 24,356 22,207
Significant Unobservable Inputs (Level 3) | Fair value of property, selling cost | Fair Value, Measurements, Nonrecurring    
Quantitative information    
Loans held-for-investment, fair value disclosure 59,407 46,993
Significant Unobservable Inputs (Level 3) | Fair value of collateral, contract value | Fair Value, Measurements, Nonrecurring    
Quantitative information    
Loans held-for-investment, fair value disclosure 9,902 15,879
OREO | Fair Value, Measurements, Nonrecurring    
Quantitative information    
Assets, fair value disclosure   15,824
OREO | Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Nonrecurring    
Quantitative information    
Assets, fair value disclosure   15,824
OREO | Significant Unobservable Inputs (Level 3) | Fair value of property, selling cost | Fair Value, Measurements, Nonrecurring    
Quantitative information    
Assets, fair value disclosure   15,824
Investments in tax credit and other investments, net | Fair Value, Measurements, Nonrecurring    
Quantitative information    
Assets, fair value disclosure   3,140
Investments in tax credit and other investments, net | Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Nonrecurring    
Quantitative information    
Assets, fair value disclosure   3,140
Investments in tax credit and other investments, net | Significant Unobservable Inputs (Level 3) | Individual analysis of each investment, expected future tax benefits and distributions | Fair Value, Measurements, Nonrecurring    
Quantitative information    
Assets, fair value disclosure   3,140
Equity contracts | Fair Value, Measurements, Recurring    
Quantitative information    
Derivative assets - Fair value 272 858
Equity contracts | Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring    
Quantitative information    
Derivative assets - Fair value $ 272 $ 273
Equity volatility | Equity contracts | Significant Unobservable Inputs (Level 3) | Black-Scholes option pricing model | Fair Value, Measurements, Recurring | Weighted Average    
Quantitative information    
Measurement input 52.00% 53.00%
Equity volatility | Equity contracts | Significant Unobservable Inputs (Level 3) | Black-Scholes option pricing model | Fair Value, Measurements, Recurring | Minimum    
Quantitative information    
Measurement input 48.00% 46.00%
Equity volatility | Equity contracts | Significant Unobservable Inputs (Level 3) | Black-Scholes option pricing model | Fair Value, Measurements, Recurring | Maximum    
Quantitative information    
Measurement input 56.00% 61.00%
Liquidity discount | Equity contracts | Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring    
Quantitative information    
Measurement input 47.00% 47.00%
Liquidity discount | Equity contracts | Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | Weighted Average    
Quantitative information    
Measurement input 47.00% 47.00%
Discount | Significant Unobservable Inputs (Level 3) | Discounted cash flows | Fair Value, Measurements, Nonrecurring | Weighted Average    
Quantitative information    
Loans held-for-investment, measurement input 11.00% 11.00%
Discount | Significant Unobservable Inputs (Level 3) | Discounted cash flows | Fair Value, Measurements, Nonrecurring | Minimum    
Quantitative information    
Loans held-for-investment, measurement input 4.00% 3.00%
Discount | Significant Unobservable Inputs (Level 3) | Discounted cash flows | Fair Value, Measurements, Nonrecurring | Maximum    
Quantitative information    
Loans held-for-investment, measurement input 15.00% 15.00%
Discount | Significant Unobservable Inputs (Level 3) | Fair value of collateral, discount | Fair Value, Measurements, Nonrecurring | Weighted Average    
Quantitative information    
Loans held-for-investment, measurement input 15.00% 15.00%
Discount | Significant Unobservable Inputs (Level 3) | Fair value of collateral, discount | Fair Value, Measurements, Nonrecurring | Minimum    
Quantitative information    
Loans held-for-investment, measurement input 10.00% 10.00%
Discount | Significant Unobservable Inputs (Level 3) | Fair value of collateral, discount | Fair Value, Measurements, Nonrecurring | Maximum    
Quantitative information    
Loans held-for-investment, measurement input 20.00% 26.00%
Selling cost | Significant Unobservable Inputs (Level 3) | Fair value of property, selling cost | Fair Value, Measurements, Nonrecurring    
Quantitative information    
OREO, measurement input   0.08
Selling cost | Significant Unobservable Inputs (Level 3) | Fair value of property, selling cost | Fair Value, Measurements, Nonrecurring | Weighted Average    
Quantitative information    
Loans held-for-investment, measurement input 9.00% 10.00%
OREO, measurement input   0.08
Selling cost | Significant Unobservable Inputs (Level 3) | Fair value of property, selling cost | Fair Value, Measurements, Nonrecurring | Minimum    
Quantitative information    
Loans held-for-investment, measurement input 8.00% 7.00%
Selling cost | Significant Unobservable Inputs (Level 3) | Fair value of property, selling cost | Fair Value, Measurements, Nonrecurring | Maximum    
Quantitative information    
Loans held-for-investment, measurement input 26.00% 26.00%