XML 96 R84.htm IDEA: XBRL DOCUMENT v3.20.2
INVESTMENT SECURITIES - Significant Assumptions in Valuation of Private Label MBS (Detail) - Mortgage Backed Securities [Member] - Private label [Member]
Sep. 30, 2020
Dec. 31, 2019
Discount rate [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt Securities, Available-for-sale, Measurement Input 0.124 0.137
Discount rate [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt Securities, Available-for-sale, Measurement Input 0.124 0.137
Discount rate [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt Securities, Available-for-sale, Measurement Input 0.124 0.137
Prepayment rate [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt Securities, Available-for-sale, Measurement Input 0.109 0.079
Prepayment rate [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt Securities, Available-for-sale, Measurement Input 0.026 0.068
Prepayment rate [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt Securities, Available-for-sale, Measurement Input 0.137 0.103
Projected Cumulative Loss Rate [Member] | Weighted Average [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt Securities, Available-for-sale, Measurement Input 0.118 0.028
Projected Cumulative Loss Rate [Member] | Minimum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt Securities, Available-for-sale, Measurement Input 0.024 0.000
Projected Cumulative Loss Rate [Member] | Maximum [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Debt Securities, Available-for-sale, Measurement Input 0.263 0.074