XML 107 R92.htm IDEA: XBRL DOCUMENT v3.3.1.900
Fair Value (Fair Value Measurement and Assumptions) (Details) - USD ($)
12 Months Ended
Dec. 31, 2015
Dec. 31, 2014
Assets:    
Impaired Loans $ 51,021,000 $ 65,551,000
Non-financial assets:    
Other real estate owned 55,850,000 69,872,000
Assumptions used in discounted cash flow model to determine fair value of investments classified within level 3    
Charges to allowance for probable loan losses in connection with other real estate owned 696,000 367,000
Adjustment to fair value in connection with other real estate owned 1,023,000 597,000
Impaired commercial collateral dependent loans 51,021,000 65,551,000
Impaired commercial collateral dependent receivables appraisals to determine fair value within immediately preceding twelve months 39,520,000 52,092,000
Impaired collateral dependent commercial loans with an internal evaluation completed in the last twelve months $ 2,958,000 $ 5,307,000
Significant Unobservable Inputs (Level 3) | Bond meeting the original contract terms    
Assumptions used in discounted cash flow model to determine fair value of investments classified within level 3    
Minimum period of residential mortgage loan performance under original contract terms 24 months 24 months
Estimated future principal prepayment rate assumption, low end of range (as a percent) 7.00% 7.00%
Default rate assumptions (as a percent) 1.00% 1.00%
Loss severity rate assumptions, first year (as a percent) 25.00% 25.00%
Estimated future principal prepayment rate assumption, discount rate (as a percent) 13.00% 13.00%
Significant Unobservable Inputs (Level 3) | Bond not meeting the original contract terms    
Assumptions used in discounted cash flow model to determine fair value of investments classified within level 3    
Estimated future principal prepayment rate assumption, low end of range (as a percent) 2.00% 2.00%
Default rate assumptions (as a percent) 4.50% 4.50%
Loss severity rate assumptions, first year (as a percent) 60.00%  
Decrease in loss severity rates, following five years (as a percent) 5.00%  
Loss severity rate, thereafter (as a percent) 25.00%  
Estimated future principal prepayment rate assumption, discount rate (as a percent) 13.00%  
Measured on a non-recurring basis:    
Assets:    
Impaired Loans $ 18,033,000 $ 29,501,000
Non-financial assets:    
Other real estate owned 12,705,000 6,112,000
Assumptions used in discounted cash flow model to determine fair value of investments classified within level 3    
Change in net provision, impaired loans (8,589,000) (1,557,000)
Change in net provision, other real estate owned 1,023,000 597,000
Impaired commercial collateral dependent loans 18,033,000 29,501,000
Measured on a non-recurring basis: | Significant Unobservable Inputs (Level 3)    
Assets:    
Impaired Loans 18,033,000 29,501,000
Non-financial assets:    
Other real estate owned 12,705,000 6,112,000
Assumptions used in discounted cash flow model to determine fair value of investments classified within level 3    
Impaired commercial collateral dependent loans $ 18,033,000 $ 29,501,000