XML 40 R56.htm IDEA: XBRL DOCUMENT v3.19.3
Mortgage Servicing Rights ("MSRs") and Related Liabilities - Fair Value Assumptions (Details)
9 Months Ended 12 Months Ended
Sep. 30, 2019
Dec. 31, 2018
Mortgage servicing rights    
Assumption for Fair Value of Mortgage Servicing Rights    
Discount rate 9.70% 10.20%
Prepayment speeds 13.90% 10.80%
Average life 5 years 7 months 6 years 8 months
Mortgage servicing rights | Credit sensitive    
Assumption for Fair Value of Mortgage Servicing Rights    
Discount rate 10.40% 11.30%
Prepayment speeds 13.20% 11.80%
Average life 5 years 10 months 8 days 6 years 5 months
Mortgage servicing rights | Interest sensitive    
Assumption for Fair Value of Mortgage Servicing Rights    
Discount rate 9.00% 9.30%
Prepayment speeds 14.60% 10.00%
Average life 5 years 5 months 7 years
Excess spread financing | Weighted-average    
Assumption for Fair Value of Mortgage Servicing Rights    
Discount rate 11.90% 10.40%
Prepayment speeds 13.30% 11.00%
Recapture rate 22.30% 18.60%
Average life 5 years 8 months 6 years 6 months
MSR Financing Liability | Financing rates    
Assumption for Fair Value of Mortgage Servicing Rights    
Advance financing rates 3.70% 4.20%
MSR Financing Liability | Recovery rates    
Assumption for Fair Value of Mortgage Servicing Rights    
Annual advance recovery rates 18.70% 19.00%