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FAIR VALUE MEASUREMENT - Schedule of Inputs Used in Valuing Residential Mortgage Loans (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2016
Dec. 31, 2015
Mortgage Loans on Real Estate [Line Items]    
Weighted Average Life (Years) 1 year 10 months 3 days  
Performing Loans [Member]    
Mortgage Loans on Real Estate [Line Items]    
Weighted Average Life (Years) [1],[2]   6 years 8 months
Nonrecurring [Member]    
Mortgage Loans on Real Estate [Line Items]    
Discount Rate 4.90% 5.60%
Weighted Average Life (Years) [3] 4 years 1 month 5 days 3 years 7 months 7 days
Prepayment Rate 6.10% 4.20%
Loss Severity [4] 27.90% 22.70%
Nonrecurring [Member] | Performing Loans [Member]    
Mortgage Loans on Real Estate [Line Items]    
Discount Rate 3.80% 5.00%
Weighted Average Life (Years) [3] 5 years 11 months 19 days 4 years 2 months 18 days
Prepayment Rate 11.70% 9.20%
CDR [5] 1.20% 2.80%
Loss Severity [4] 24.40% 35.20%
Nonrecurring [Member] | Non-Performing Loans [Member]    
Mortgage Loans on Real Estate [Line Items]    
Discount Rate 5.60% 5.70%
Weighted Average Life (Years) [3] 2 years 11 months 25 days 3 years 5 months 12 days
Prepayment Rate 2.80% 2.90%
Loss Severity [4] 30.00% 19.60%
Nonrecurring [Member] | Fair Value [Member]    
Mortgage Loans on Real Estate [Line Items]    
Fair Value $ 406,284 $ 253,013
Nonrecurring [Member] | Fair Value [Member] | Performing Loans [Member]    
Mortgage Loans on Real Estate [Line Items]    
Fair Value 151,436 50,858
Nonrecurring [Member] | Fair Value [Member] | Non-Performing Loans [Member]    
Mortgage Loans on Real Estate [Line Items]    
Fair Value $ 254,848 $ 202,155
[1] Performing loans are generally placed on nonaccrual status when principal or interest is 120 days or more past due.
[2] The weighted average life is based on the expected timing of the receipt of cash flows.
[3] The weighted average life is based on the expected timing of the receipt of cash flows.
[4] Loss severity is the expected amount of future realized losses resulting from the ultimate liquidation of a particular loan, expressed as the net amount of loss relative to the outstanding loan balance.
[5] Represents the annualized rate of the involuntary prepayments (defaults) as a percentage of the total principal balance.