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Quantitative Information About Significant Unobservable Inputs (Detail) (USD $)
In Thousands, unless otherwise specified
6 Months Ended
Jun. 30, 2012
Mar. 31, 2012
Dec. 31, 2011
Jun. 30, 2011
Mar. 31, 2011
Dec. 31, 2010
Fair Value Inputs, Assets, Quantitative Information [Line Items]            
Fair Value $ 828,326 $ 814,526 $ 799,962 $ 679,960 $ 620,157 $ 547,608
Other venture capital investments | Fair value accounting
           
Fair Value Inputs, Assets, Quantitative Information [Line Items]            
Fair Value 120,111 [1]          
Valuation Technique Private company equity pricing [1]          
Equity Warrant Asset | Other assets
           
Fair Value Inputs, Assets, Quantitative Information [Line Items]            
Fair Value $ 68,619 [2] $ 65,217 [2] $ 63,030 [2] $ 49,777 [2] $ 46,260 [2] $ 43,537 [2]
Valuation Technique Modifed Black-Scholes option pricing model          
Volatility 51.20% [1]          
Risk-Free interest rate 0.40% [1]          
Marketability discount 15.00% [1],[3]          
Remaining life assumption 40.00% [1],[4]          
[1] In determining the fair value of our other venture capital investment portfolio, we evaluate a variety of factors related to each underlying private portfolio company including, but not limited to, actual and forecasted results, cash position, recent or planned transactions and market comparable companies. Additionally, we have ongoing communication with the portfolio companies and venture capital fund managers, to determine whether there is a material change in fair value. These factors are specific to each portfolio company and a weighted average or range of values of the unobservable inputs is not meaningful.
[2] Realized and unrealized gains (losses) are recorded on the line item "gains on derivative instruments, net", a component of noninterest income.
[3] Our marketability discount is applied to all private company warrants to account for a general lack of liquidity due to the private nature of the associated underlying company. The quantitative measure used is based on long-run averages and is influenced over time by various factors, such as market conditions. On a quarterly basis, a sensitivity analysis is performed on our marketability discount.
[4] We adjust the contractual remaining term of private company warrants based on our best estimate of the actual remaining life, which we determine by utilizing historical data on cancellations and exercises. At June 30, 2012, the weighted average contractual remaining term was 6.5 years, compared to our estimated remaining life of 2.6 years. On a quarterly basis, a sensitivity analysis is performed on our remaining life assumption.