XML 35 R37.htm IDEA: XBRL DOCUMENT v2.4.0.8
FAIR VALUE MEASUREMENT AND FAIR VALUE OF FINANCIAL INSTRUMENTS (Details 3) (USD $)
In Thousands, unless otherwise specified
9 Months Ended 12 Months Ended
Sep. 30, 2014
Dec. 31, 2013
Quantitative information    
Investment securities available-for-sale $ 2,592,667 $ 2,733,797
Fair Value Measurements (Level 3)
   
Quantitative information    
Investment securities available-for-sale 8,909 6,371
Derivatives liabilities 3,426 3,655
Corporate debt securities | Non-investment grade
   
Quantitative information    
Investment securities available-for-sale 17,776 [1] 15,101 [1]
Fair Value, Measurements, Recurring | Fair Value Measurements (Level 3)
   
Quantitative information    
Investment securities available-for-sale 8,909 6,371
Derivatives liabilities 3,426 3,655
Fair Value, Measurements, Recurring | Derivative liabilities | Discount cash flow | Low end of range
   
Quantitative information    
Credit risk 0.035% 0.175%
Fair Value, Measurements, Recurring | Derivative liabilities | Discount cash flow | High end of range
   
Quantitative information    
Credit risk 0.046% 0.212%
Fair Value, Measurements, Recurring | Derivative liabilities | Discount cash flow | Weighted Average
   
Quantitative information    
Credit risk 0.043% 0.20%
Fair Value, Measurements, Recurring | Corporate debt securities | Non-investment grade | Fair Value Measurements (Level 3)
   
Quantitative information    
Investment securities available-for-sale $ 8,909 $ 6,371
Fair Value, Measurements, Recurring | Corporate debt securities | Non-investment grade | Discount cash flow | Low end of range
   
Quantitative information    
Constant prepayment rate 0.00% 0.00%
Constant default rate 0.75% 0.75%
Loss severity 85.00% 85.00%
Discount margin 4.50% 6.50%
Fair Value, Measurements, Recurring | Corporate debt securities | Non-investment grade | Discount cash flow | High end of range
   
Quantitative information    
Constant prepayment rate 1.00% 1.00%
Constant default rate 1.20% 1.20%
Loss severity 100.00% 100.00%
Discount margin 9.50% 11.50%
Fair Value, Measurements, Recurring | Corporate debt securities | Non-investment grade | Discount cash flow | Weighted Average
   
Quantitative information    
Constant prepayment rate 0.73% 0.74%
Constant default rate 0.87% 0.87%
Loss severity 85.00% 85.00%
Discount margin 7.99% 9.97%
[1] Investment securities rated BBB- or higher by S&P or Baa3 or higher by Moody's are considered investment grade. Conversely, investment securities rated lower than BBB- by S&P or lower than Baa3 by Moody's are considered non-investment grade.