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Fair Value (Fair Value Measurement and Assumptions) (Details) - USD ($)
12 Months Ended
Dec. 31, 2016
Dec. 31, 2015
Dec. 31, 2014
Assets:      
Impaired Loans $ 38,108,000 $ 51,021,000  
Non-financial assets:      
Other real estate owned 42,204,000 55,850,000  
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 381,000 696,000 $ 367,000
Adjustment to fair value in connection with other real estate owned 2,351,000 1,023,000 $ 597,000
Impaired commercial collateral dependent loans 38,108,000 51,021,000  
Impaired commercial collateral dependent receivables appraisals to determine fair value within immediately preceding twelve months 26,162,000 39,520,000  
Impaired collateral dependent commercial loans with internal evaluation completed within last twelve months $ 6,836,000 $ 2,958,000  
Significant Unobservable Inputs (Level 3) | Bond meeting 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 $ 38,794,000 $ 18,033,000  
Non-financial assets:      
Other real estate owned 9,445,000 12,705,000  
Assumptions used in discounted cash flow model to determine fair value of investments classified within level 3      
Change in net provision, impaired loans 19,699,000 (8,589,000)  
Change in net provision, other real estate owned 2,351,000 1,023,000  
Impaired commercial collateral dependent loans 38,794,000 18,033,000  
Measured on a non-recurring basis | Significant Unobservable Inputs (Level 3)      
Assets:      
Impaired Loans 38,794,000 18,033,000  
Non-financial assets:      
Other real estate owned 9,445,000 12,705,000  
Assumptions used in discounted cash flow model to determine fair value of investments classified within level 3      
Impaired commercial collateral dependent loans $ 38,794,000 $ 18,033,000