XML 73 R99.htm IDEA: XBRL DOCUMENT v2.4.0.6
FAIR VALUE MEASUREMENTS (Details 4) (USD $)
12 Months Ended 12 Months Ended
Dec. 31, 2012
Dec. 31, 2011
Dec. 31, 2012
Non-recurring
Total losses
Dec. 31, 2011
Non-recurring
Total losses
Dec. 31, 2012
Level 3 Inputs
Recurring
Dec. 31, 2012
Level 3 Inputs
Recurring
Pricing Model
Dec. 31, 2012
Level 3 Inputs
Recurring
Trading Account Security
Discounted Cash Flow
Dec. 31, 2012
Level 3 Inputs
Recurring
Interest rate lock commitments
Historical Trend
Dec. 31, 2012
Level 3 Inputs
Non-recurring
Dec. 31, 2011
Level 3 Inputs
Non-recurring
Dec. 31, 2012
Level 3 Inputs
Non-recurring
Minimum
Impaired loans
Fair value of collateral
Dec. 31, 2012
Level 3 Inputs
Non-recurring
Minimum
Capitalized mortgage servicing rights
Discounted Cash Flow
Dec. 31, 2012
Level 3 Inputs
Non-recurring
Minimum
Other real estate owned
Fair value of collateral
Dec. 31, 2012
Level 3 Inputs
Non-recurring
Maximum
Impaired loans
Fair value of collateral
Dec. 31, 2012
Level 3 Inputs
Non-recurring
Maximum
Capitalized mortgage servicing rights
Discounted Cash Flow
Dec. 31, 2012
Level 3 Inputs
Non-recurring
Maximum
Other real estate owned
Fair value of collateral
Dec. 31, 2012
Level 3 Inputs
Non-recurring
Weighted Average
Impaired loans
Fair value of collateral
Dec. 31, 2012
Level 3 Inputs
Non-recurring
Weighted Average
Capitalized mortgage servicing rights
Discounted Cash Flow
Dec. 31, 2012
Level 3 Inputs
Non-recurring
Weighted Average
Other real estate owned
Fair value of collateral
Quantitative information about the significant unobservable inputs within Level 3                                      
Assets measured on recurring basis         $ 23,151,000   $ 16,893,000 $ 6,258,000                      
Discount Rate             2.08%         11.00%     15.50%     11.14%  
Closing Ratio               93.04%                      
Origination Costs           2,500,000                          
Impaired loans     6,216,000 5,348,000         6,104,000 11,155,000                  
Other real estate owned 1,929,000 1,900,000 46,000 1,950,000         1,929,000 1,900,000                  
Capitalized mortgage servicing rights     596,000           3,198,000 3,067,000                  
Total Assets     6,858,000 7,298,000         11,231,000 16,122,000                  
Loss severity                     5.24%     100.00%     42.79%    
Appraised value                     $ 15.7   $ 0.0 $ 1,584.0   $ 1,000.0 $ 863.8   $ 457.1
Constant prepayment rate (CPR)                       13.25%     26.02%     18.41%