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Fair Value Measurements - Summary of Information about Described Model Inputs Used to Determine Fair Value of Each Class of Credit Derivatives (Parenthetical) (Detail) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2015
Dec. 31, 2014
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Notional outstanding $ 970,883 $ 1,529,759
Other Contracts [Member]    
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Notional outstanding $ 58,482 $ 58,800
Weighted average life (WAL) in years 2 months 1 year 2 months
Weighted average quotes 1.00% 1.00%
CVA percentage 0.09% 2.20%
Weighted average credit rating A A
Fair value of derivative liabilities $ 9 $ 328