XML 54 R40.htm IDEA: XBRL DOCUMENT v3.7.0.1
Fair Value Measurement of Assets and Liabilities - Quantitative Information about Level 3 Inputs (Detail) - Significant Unobservable Inputs (Level 3) - Residential mortgage-backed securities - Discounted cash flow
3 Months Ended
Mar. 31, 2017
Minimum  
Fair Value Assets Measured On Recurring Basis  
Prepayment rate 15.30%
Default rate 3.40%
Loss severity 47.20%
Maximum  
Fair Value Assets Measured On Recurring Basis  
Prepayment rate 25.00%
Default rate 36.40%
Loss severity 66.00%
Weighted Average  
Fair Value Assets Measured On Recurring Basis  
Prepayment rate 21.50%
Default rate 9.30%
Loss severity 60.50%