Regulatory Capital Requirements - Additional Information (Detail)	9 Months Ended	12 Months Ended
	Sep. 30, 2019	Dec. 31, 2018
Banking And Thrift [Abstract]
Capital adequacy requirements	The Basel III Capital Rules establish a common equity Tier 1 minimum capital requirement (4.5% of risk-weighted assets)and a minimum Tier 1 capital to risk-based assets requirement (6% of risk-weighted assets), and assign a risk weight (150%) to exposures that are more than 90 days past due or are on nonaccrual status and to certain commercial real estate facilities that finance the acquisition, development or construction of real property. The rules also require unrealized gains and losses on certain available-for-sale securities holdings to be included for purposes of calculating regulatory capital requirements unless a one-time opt-in or opt-out is exercised. In connection with the adoption of the Basel III Capital Rules, Home Savings elected to opt-out of the requirement to include most components of accumulated other comprehensive income in Common Equity Tier 1. The rule limits a banking organization’s capital distributions and certain discretionary bonus payments if the banking organization does not hold a “capital conservation buffer” consisting of 2.5% of common equity Tier 1 capital risk-based weighted assets in addition to the amount necessary to meeting its minimum risk-based capital requirements.
Capital conservation buffer rate	2.50%	1.875%