XML 88 R76.htm IDEA: XBRL DOCUMENT v3.5.0.2
Fair Value Measurements - Quantitative Information Related to Significant Unobservable Inputs (Detail) - USD ($)
$ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2016
Dec. 31, 2015
Mar. 31, 2016
Jun. 30, 2015
Mar. 31, 2015
Dec. 31, 2014
Privately Issued [Member]            
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]            
Fair value $ 57 $ 74 $ 65 $ 88 $ 95 $ 103
Collateralized Debt Obligations [Member]            
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]            
Fair value 43,305 47,393 45,040 50,483 47,278 50,316
Other Assets and Other Liabilities [Member]            
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]            
Fair value 21,383 9,879 $ 16,885 $ 11,206 $ 26,230 $ 17,347
Discounted Cash Flows [Member] | Collateralized Debt Obligations [Member]            
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]            
Fair value $ 43,305 $ 47,393        
Loss severity 100.00% 100.00%        
Discounted Cash Flows [Member] | Collateralized Debt Obligations [Member] | Weighted Average [Member]            
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]            
Probability of default 30.00% 31.00%        
Discounted Cash Flows [Member] | Collateralized Debt Obligations [Member] | Minimum [Member]            
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]            
Probability of default 10.00% 10.00%        
Discounted Cash Flows [Member] | Collateralized Debt Obligations [Member] | Maximum [Member]            
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]            
Probability of default 55.00% 56.00%        
Discounted Cash Flows [Member] | Other Assets and Other Liabilities [Member]            
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]            
Fair value $ 21,383 $ 9,879        
Discounted Cash Flows [Member] | Other Assets and Other Liabilities [Member] | Weighted Average [Member]            
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]            
Commitment expirations 36.00% 39.00%        
Discounted Cash Flows [Member] | Other Assets and Other Liabilities [Member] | Minimum [Member]            
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]            
Commitment expirations 0.00% 0.00%        
Discounted Cash Flows [Member] | Other Assets and Other Liabilities [Member] | Maximum [Member]            
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]            
Commitment expirations 93.00% 60.00%        
Two Independent Pricing Quotes [Member] | Privately Issued [Member]            
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]            
Fair value $ 57 $ 74