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% |