XML 104 R87.htm IDEA: XBRL DOCUMENT v3.20.2
Servicing rights - Estimated valuation (Details)
6 Months Ended 12 Months Ended
Jun. 30, 2020
Dec. 31, 2019
Freddie Mac | Minimum    
Servicing rights, valuation assumptions    
Forward prepayment assumptions 0.50% 0.50%
Forward default rate 0.00% 0.00%
Discount rate 6.00% 6.00%
Servicing expense (as a percent) 0.20% 0.20%
Freddie Mac | Maximum    
Servicing rights, valuation assumptions    
Forward prepayment assumptions 15.90% 15.90%
Forward default rate 0.50% 0.50%
Discount rate 6.00% 6.00%
Servicing expense (as a percent) 0.30% 0.30%
Freddie Mac | Weighted Average    
Servicing rights, valuation assumptions    
Forward prepayment assumptions 6.60% 6.60%
Forward default rate 0.30% 0.40%
Discount rate 6.00% 6.00%
Servicing expense (as a percent) 0.20% 0.20%
SBA | Minimum    
Servicing rights, valuation assumptions    
Forward prepayment assumptions 6.80% 6.30%
Forward default rate 0.00% 0.00%
Discount rate 7.10% 8.80%
Servicing expense (as a percent) 0.40% 0.40%
SBA | Maximum    
Servicing rights, valuation assumptions    
Forward prepayment assumptions 21.10% 21.20%
Forward default rate 10.20% 10.80%
Discount rate 7.10% 8.80%
Servicing expense (as a percent) 0.40% 0.40%
SBA | Weighted Average    
Servicing rights, valuation assumptions    
Forward prepayment assumptions 9.20% 9.30%
Forward default rate 7.40% 7.30%
Discount rate 7.10% 8.80%
Servicing expense (as a percent) 0.40% 0.40%