XML 95 R84.htm IDEA: XBRL DOCUMENT v3.7.0.1
Fair Value Measurements - Narrative (Details) - Securities (Assets)
6 Months Ended
Jun. 30, 2017
Minimum  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Prepayment rate 7.28%
Probability of default percent 1.74%
Discount rate 5.25%
Maximum  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Prepayment rate 28.99%
Probability of default percent 17.86%
Discount rate 18.32%