DERIVATIVE FINANCIAL INSTRUMENTS - Asset and Liability Management Add Info (Details) $ in Thousands |
12 Months Ended |
---|---|
Dec. 31, 2016
USD ($)
| |
Derivative [Line Items] | |
Notional Value | $ 10,800,000 |
Average Maturity (years) | 2 years 4 months |
Fair Value | $ (53,556) |
Weighted-Average Rate Receive | 1.35% |
Weighted-Average Rate Pay | 0.89% |
Asset conversion swaps - Receive Fixed - Generic | |
Derivative [Line Items] | |
Notional Value | $ 3,325,000 |
Average Maturity (years) | 7 months |
Fair Value | $ (2,060) |
Weighted-Average Rate Receive | 1.04% |
Weighted-Average Rate Pay | 0.91% |
Liability conversion swaps Receive Fixed Generic | |
Derivative [Line Items] | |
Notional Value | $ 7,475,000 |
Average Maturity (years) | 3 years 1 month |
Fair Value | $ (51,496) |
Weighted-Average Rate Receive | 1.49% |
Weighted-Average Rate Pay | 0.88% |