XML 93 R83.htm IDEA: XBRL DOCUMENT v3.22.1
Fair Value Measurements - Quantitative Inputs and Assumptions Used to Determine Fair Value for Private Label CMOs and Asset-backed Securities Available-for-sale (Details) - Level 3 - Asset-backed Securities - Fair Value, Measurements, Recurring
3 Months Ended
Mar. 31, 2022
Measurement Input, Prepayment Rate | Minimum  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Asset-Backed Securities, Measurement Input 0.150
Measurement Input, Prepayment Rate | Weighted Average  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Asset-Backed Securities, Measurement Input 0.150 [1]
Measurement Input, Default Rate | Minimum  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Asset-Backed Securities, Measurement Input 0.020
Measurement Input, Default Rate | Maximum  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Asset-Backed Securities, Measurement Input 0.020
Measurement Input, Default Rate | Weighted Average  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Asset-Backed Securities, Measurement Input 0.020 [1],[2]
Measurement Input, Loss Severity | Minimum  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Asset-Backed Securities, Measurement Input 0.600
Measurement Input, Loss Severity | Maximum  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Asset-Backed Securities, Measurement Input 0.600
Measurement Input, Loss Severity | Weighted Average  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Asset-Backed Securities, Measurement Input 0.600 [1],[2]
Measurement Input, Discount Rate | Minimum  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Asset-Backed Securities, Measurement Input 0.046
Measurement Input, Discount Rate | Maximum  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Asset-Backed Securities, Measurement Input 0.048
Measurement Input, Discount Rate | Weighted Average  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]  
Asset-Backed Securities, Measurement Input 0.048 [1]
[1] iscount rates for private label commercial MBS were weighted by the relative fair values of the instruments.
[2] nnual default rates, and loss severity rates were the same for all of the private label commercial MBS.