XML 174 R128.htm IDEA: XBRL DOCUMENT v3.20.4
Transfers of financial assets and servicing assets - Fair value of purchased and originated MSRs, valuation assumptions and sensitivity (Details) - Residential Mortgage - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2020
Dec. 31, 2019
Originated MSRs    
Transfers of financial assets    
Fair value of servicing rights $ 44,129 $ 58,842
Weighted average life 6 years 2 months 12 days 6 years 8 months 12 days
Prepayment speed 6.60% 5.70%
Impact on fair value of 10% adverse change $ (1,115) $ (1,303)
Impact on fair value of 20% adverse change $ (2,194) $ (2,568)
Discount rate 11.30% 11.40%
Impact on fair value of 10% adverse change $ (1,640) $ (2,381)
Impact on fair value of 20% adverse change (3,175) (4,596)
Purchased MSRs    
Transfers of financial assets    
Fair value of servicing rights $ 74,266 $ 92,064
Weighted average life 5 years 10 months 24 days 6 years 3 months 18 days
Prepayment speed 7.10% 6.20%
Impact on fair value of 10% adverse change $ (2,206) $ (2,306)
Impact on fair value of 20% adverse change $ (4,312) $ (4,525)
Discount rate 11.10% 11.00%
Impact on fair value of 10% adverse change $ (2,740) $ (3,603)
Impact on fair value of 20% adverse change $ (5,301) $ (6,959)