XML 155 R135.htm IDEA: XBRL DOCUMENT v3.19.3.a.u2
Transfers of financial assets and servicing assets - Fair value of purchased and originated MSRs, valuation assumptions and sensitivity (Details) - Residential Mortgage - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Transfers of financial assets    
Weighted average life 9 years 6 months 10 years 9 months 18 days
Prepayment speed 7.00% 5.00%
Originated MSRs    
Transfers of financial assets    
Fair value of servicing rights $ 58,842 $ 69,400
Weighted average life 6 years 8 months 12 days 7 years 1 month 6 days
Prepayment speed 5.70% 5.10%
Impact on fair value of 10% adverse change $ (1,303) $ (1,430)
Impact on fair value of 20% adverse change $ (2,568) $ (2,817)
Discount rate 11.40% 11.50%
Impact on fair value of 10% adverse change $ (2,381) $ (3,125)
Impact on fair value of 20% adverse change (4,596) (6,019)
Purchased MSRs    
Transfers of financial assets    
Fair value of servicing rights $ 92,064 $ 100,377
Weighted average life 6 years 3 months 18 days 6 years 7 months 6 days
Prepayment speed 6.20% 5.50%
Impact on fair value of 10% adverse change $ (2,306) $ (2,200)
Impact on fair value of 20% adverse change $ (4,525) $ (4,328)
Discount rate 11.00% 11.00%
Impact on fair value of 10% adverse change $ (3,603) $ (4,354)
Impact on fair value of 20% adverse change $ (6,959) $ (8,394)