Fair Value Measurements - Summary of Information about Described Model Inputs Used to Determine Fair Value of Each Class of Credit Derivatives (Parenthetical) (Detail) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Fair Value Measurement Process Description For Credit Derivatives Hypothetical Incremental Fee	0.05%
Notional outstanding	$ 737,380	$ 970,883
Fair Value Measurement Process Description For Credit Derivatives Hypothetical Incremental Fee With Credit Deterioration	0.15%
Other Contracts [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Notional outstanding		$ 58,482
Weighted average life (WAL) in years		2 months
Weighted average quotes		1.00%
CVA percentage		0.09%
Weighted average credit rating		A
Fair value of derivative liabilities		$ 9
Minimum [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Fair Value Measurement Process Description For Credit Derivatives Base Fee	0.20%
Fair Value Measurement Process Description For Credit Derivatives Base Reference Obligation Spread	0.80%
Maximum [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Fair Value Measurement Process Description For Credit Derivatives Revised Hypothetical Fee	0.25%
Fair Value Measurement Process Description For Credit Derivatives Revised Hypothetical Reference Obligation Spread Two	1.00%