XML 133 R115.htm IDEA: XBRL DOCUMENT v3.20.2
Transfers of financial assets and servicing assets - Fair value of purchased and originated MSRs, valuation assumptions and sensitivity (Details) - Residential Mortgage - USD ($)
$ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2020
Dec. 31, 2019
Originated MSRs    
Transfers of financial assets    
Fair value of servicing rights $ 55,165 $ 58,842
Weighted average life 6 years 4 months 24 days 6 years 8 months 12 days
Prepayment speed 6.10% 5.70%
Impact on fair value of 10% adverse change $ (1,383) $ (1,303)
Impact on fair value of 20% adverse change $ (2,719) $ (2,568)
Discount rate 11.40% 11.40%
Impact on fair value of 10% adverse change $ (2,185) $ (2,381)
Impact on fair value of 20% adverse change (4,221) (4,596)
Purchased MSRs    
Transfers of financial assets    
Fair value of servicing rights $ 85,979 $ 92,064
Weighted average life 6 years 6 years 3 months 18 days
Prepayment speed 7.00% 6.20%
Impact on fair value of 10% adverse change $ (2,544) $ (2,306)
Impact on fair value of 20% adverse change $ (4,973) $ (4,525)
Discount rate 11.10% 11.00%
Impact on fair value of 10% adverse change $ (3,276) $ (3,603)
Impact on fair value of 20% adverse change $ (6,333) $ (6,959)