XML 48 R56.htm IDEA: XBRL DOCUMENT

Fair Value Measurements - Summary of Information about Described Model Inputs Used to Determine Fair Value of Each Class of Credit Derivatives (Detail) (USD $) In Thousands, except Per Share data, unless otherwise specified	3 Months Ended	12 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Notional outstanding	$ 1,594,571invest_DerivativeNotionalAmount	$ 1,529,759invest_DerivativeNotionalAmount
Successor [Member] \| CLO [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Notional outstanding	466,453	549,923
Weighted average reference obligation price	$ 99.1	$ 98.9
Weighted average life (WAL) in years	1 year 6 months	1 year 9 months
Weighted average credit rating	AA	AA
Weighted average relative change ratio	36.20%	35.90%
CVA percentage	5.21%	5.40%
Fair value of derivative liabilities	1,533	2,027
Successor [Member] \| Other [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Notional outstanding	1,069,317	921,036
Weighted average reference obligation price	$ 86.8	$ 86.8
Weighted average life (WAL) in years	5 years 9 months	5 years 8 months
Weighted average credit rating	BBB	BBB-
Weighted average relative change ratio	44.80%	49.00%
CVA percentage	19.34%	15.82%
Fair value of derivative liabilities	$ 74,794	$ 71,104

Fair value, after offset of derivative asset, of financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, elected not to be and before offset against a right to receive collateral under a master netting arrangement. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement.

+ References+ Details