XML 120 R106.htm IDEA: XBRL DOCUMENT v3.22.2.2
Transfers of financial assets and servicing assets - Key economic assumptions used (Details) - Residential Mortgage
3 Months Ended 9 Months Ended
Sep. 30, 2022
Sep. 30, 2021
Sep. 30, 2022
Sep. 30, 2021
BPPR        
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement        
Prepayment speed 5.50% 5.80% 5.20% 6.90%
Weighted average life 9 years 6 months 8 years 9 months 18 days 9 years 8 months 12 days 8 years 3 months 18 days
Discount rate (annual rate) 10.70% 10.50% 10.50% 10.50%
PB        
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement        
Prepayment speed 7.20% 13.70% 8.40% 20.50%
Weighted average life 8 years 2 months 12 days 5 years 10 months 24 days 7 years 8 months 12 days 15 years 4 months 24 days
Discount rate (annual rate) 10.00% 10.00% 9.80% 10.90%