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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 (Phantom) (Detail) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2015
Jun. 30, 2016
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Notional outstanding $ 970,883 $ 861,511
Other Contracts [Member]    
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]    
Notional outstanding $ 58,482  
Weighted average life (WAL) in years 2 months  
Weighted average quotes 1.00%  
CVA percentage 0.09%  
Weighted average credit rating A+  
Fair value of derivative liabilities $ 9