XML 162 R145.htm IDEA: XBRL DOCUMENT v3.21.1
Fair value measurement - Quantitative inputs level 3 (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2021
Mar. 31, 2020
Dec. 31, 2020
Dec. 31, 2019
Assets        
Mortgage servicing rights $ 122,543 $ 147,311 $ 118,395 $ 150,906
Other real estate 72,060   83,146  
Recurring        
Assets        
Trading Securities Debt 36,504   36,674  
Mortgage servicing rights 122,543   118,395  
Recurring | CMO        
Assets        
Trading Securities Debt 316   346  
Recurring | Other        
Assets        
Trading Securities Debt 372   381  
Recurring | Level 3        
Assets        
Trading Securities Debt 623   659  
Mortgage servicing rights 122,543   118,395  
Recurring | Level 3 | Mortgage Servicing Rights        
Assets        
Mortgage servicing rights $ 122,543 $ 147,311    
Recurring | Level 3 | Mortgage Servicing Rights | Discounted cash flow approach | Minimum        
Unobservable inputs        
Weighted average life 1 month 6 days 1 month 6 days    
Prepayment speed 0.40% 0.20%    
Discount rate 9.50% 9.50%    
Recurring | Level 3 | Mortgage Servicing Rights | Discounted cash flow approach | Maximum        
Unobservable inputs        
Weighted average life 12 years 9 months 18 days 14 years 3 months 18 days    
Prepayment speed 24.60% 18.90%    
Discount rate 14.70% 14.70%    
Recurring | Level 3 | Mortgage Servicing Rights | Discounted cash flow approach | Weighted Average        
Unobservable inputs        
Weighted average life 6 years 3 months 18 days 7 years 2 months 12 days    
Prepayment speed 6.00% 6.30%    
Discount rate 11.10% 11.10%    
Recurring | Level 3 | CMO        
Assets        
Trading Securities Debt $ 251 $ 467 278  
Recurring | Level 3 | CMO | Trading account debt securities | Discounted cash flow approach | Minimum        
Unobservable inputs        
Weighted average life 3 months 18 days 1 month 6 days    
Yield 3.60% 3.70%    
Prepayment speed 10.40% 14.50%    
Recurring | Level 3 | CMO | Trading account debt securities | Discounted cash flow approach | Maximum        
Unobservable inputs        
Weighted average life 1 year 3 months 18 days 1 year 7 months 6 days    
Yield 4.10% 4.30%    
Prepayment speed 18.30% 21.20%    
Recurring | Level 3 | CMO | Trading account debt securities | Discounted cash flow approach | Weighted Average        
Unobservable inputs        
Weighted average life 1 year 1 month 6 days 1 year 6 months    
Yield 3.60% 3.80%    
Prepayment speed 12.90% 18.40%    
Recurring | Level 3 | Other        
Assets        
Trading Securities Debt $ 372 $ 428 $ 381  
Recurring | Level 3 | Other | Trading account debt securities | Discounted cash flow approach        
Unobservable inputs        
Weighted average life 3 years 7 months 6 days 3 years 9 months 18 days    
Yield 1200.00% 1200.00%    
Prepayment speed 0.108% 0.108%    
Nonrecurring        
Assets        
Loans $ 2,384 $ 3,151    
Other real estate 6,205 10,742    
Nonrecurring | Level 3        
Assets        
Loans 2,384 3,151    
Other real estate 6,205 10,742    
Nonrecurring | Level 3 | Loan        
Assets        
Loans $ 2,162 $ 3,151    
Nonrecurring | Level 3 | Loan | Valuation Technique External Appraisal | Minimum        
Unobservable inputs        
Haircut applied on external appraisal 12.60%      
Nonrecurring | Level 3 | Loan | Valuation Technique External Appraisal | Maximum        
Unobservable inputs        
Haircut applied on external appraisal 21.40%      
Nonrecurring | Level 3 | Loan | Valuation Technique External Appraisal | Weighted Average        
Unobservable inputs        
Haircut applied on external appraisal 16.30% 10.00%    
Nonrecurring | Level 3 | Other real estate owned        
Assets        
Other real estate $ 5,772 $ 7,050    
Nonrecurring | Level 3 | Other real estate owned | Valuation Technique External Appraisal | Minimum        
Unobservable inputs        
Haircut applied on external appraisal 5.00% 5.00%    
Nonrecurring | Level 3 | Other real estate owned | Valuation Technique External Appraisal | Maximum        
Unobservable inputs        
Haircut applied on external appraisal 35.00% 30.00%    
Nonrecurring | Level 3 | Other real estate owned | Valuation Technique External Appraisal | Weighted Average        
Unobservable inputs        
Haircut applied on external appraisal 22.10% 22.30%