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Securitization of Personal Whole Loans (Tables)
 9 Months Ended
Sep. 30, 2017
Transfers and Servicing [Abstract]  
Sensitivity Analysis of Fair Value, Securities and Certificates
The fair value sensitivity of the senior securities and subordinated residual certificates to adverse changes in key assumptions are as follows:
 
 
September 30, 2017
 
 
Asset-backed securities
related to Company-sponsored securitization transactions
 
 
Senior securities
 
Subordinated residual certificates
Fair value of interests held
 
$
27,883

 
$
5,402

Expected weighted-average life (in years)
 
1.1

 
1.5

Discount rates
 
 
 
 
100 basis point increase
 
$
(279
)
 
$
72

200 basis point increase
 
$
(551
)
 
$
(143
)
Expected credit loss rates on underlying loans
 
 
 
 
10% adverse change
 
$
—

 
$
(637
)
20% adverse change
 
$
—

 
$
(1,262
)
Expected prepayment rates
 
 
 
 
10% adverse change
 
$
—

 
$
(114
)
20% adverse change
 
$
(1
)
 
$
(250
)