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FAIR VALUE - INPUTS (Details) - USD ($)
$ in Thousands
12 Months Ended
Jun. 30, 2016
Jun. 30, 2015
Collateralized Debt Obligations | Discounted cash flows    
Fair Value Inputs, Equity, Quantitative Information [Line Items]    
Probability of actual and forecasted defaults 16.50%  
Percentage of actual defaults   15.40%
Description of variable rate basis U.S. Treasury  
Collateralized Debt Obligations | Discounted cash flows | Significant Unobservable Inputs (Level 3)    
Fair Value Inputs, Equity, Quantitative Information [Line Items]    
Percent increase in discount rate 1.00%  
Effect on net income before tax from one percentage point increase in discount rate $ 808  
Percent decrease in discount rate 1.00%  
Effect on net income before tax from one percentage point decrease in discount rate $ 934  
Collateralized Debt Obligations | Discounted cash flows | Significant Unobservable Inputs (Level 3) | Weighted Average    
Fair Value Inputs, Equity, Quantitative Information [Line Items]    
Basis spread on variable rate 5.00%  
HTM Securities Non-Agency RMBS | Significant Unobservable Inputs (Level 3)    
Fair Value Inputs, Equity, Quantitative Information [Line Items]    
Description of variable rate basis LIBOR  
Unemployment rate 4.70%  
HTM Securities Non-Agency RMBS | Discounted cash flows | Minimum    
Fair Value Inputs, Equity, Quantitative Information [Line Items]    
Basis spread on variable rate 2.45%  
HTM Securities Non-Agency RMBS | Discounted cash flows | Maximum    
Fair Value Inputs, Equity, Quantitative Information [Line Items]    
Basis spread on variable rate 8.20%  
HTM Securities Non-Agency RMBS | Discounted cash flows | Significant Unobservable Inputs (Level 3) | Minimum    
Fair Value Inputs, Equity, Quantitative Information [Line Items]    
Probability of actual and forecasted defaults 1.50%  
Loss severity rates 40.00%  
HTM Securities Non-Agency RMBS | Discounted cash flows | Significant Unobservable Inputs (Level 3) | Maximum    
Fair Value Inputs, Equity, Quantitative Information [Line Items]    
Probability of actual and forecasted defaults 17.80%  
Loss severity rates 68.80%