XML 73 R58.htm IDEA: XBRL DOCUMENT v3.7.0.1
Fair Value Measurements - Summary of Information about Described Model Inputs Used to Determine Fair Value of Each Class of Credit Derivatives (Detail) - Successor [Member] - USD ($)
$ / shares in Units, $ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2017
Dec. 31, 2016
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Other investments $ 452,032 $ 450,307
Notional outstanding 455,792 737,380
Other [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Notional outstanding $ 455,792 $ 737,380
Weighted average reference obligation price $ 94.0 $ 93.5
Weighted average life (WAL) in years 5 years 8 months 5 years 2 months
Weighted average credit rating A- A-
Weighted average relative change ratio 29.50% 31.60%
CVA percentage 13.31% 11.14%
Fair value of derivative liabilities $ 9,006 $ 15,349
Real Estate [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Other investments 33,218 33,303
Hedge Funds, Multi-strategy [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Other investments 49,292 53,985
Interest Rate Contract [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Other investments 223,364 261,315
Illiquid Investments [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Other investments $ 63,027 $ 39,068
Asset-backed Securities [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value Inputs Coupon Rate 5.97% 5.93%
Fair Value Inputs Maturity 17 years 5 months 10 days 17 years 8 months 25 days
Fair Value Inputs Yield 0.00% 13.50%
Variable Interest Entity, Primary Beneficiary [Member] | US Commercial ABS Transaction [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value Inputs Coupon Rate 5.88% 5.88%
Fair Value Inputs Maturity 20 years 4 months 5 days 20 years 8 months 68 days
Fair Value Inputs Yield 5.96% 5.86%
Variable Interest Entity, Primary Beneficiary [Member] | European Transactions [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value Inputs Coupon Rate 0.43% 0.46%
Fair Value Inputs Maturity 15 years 9 months 15 days 16 years 1 month 28 days
Fair Value Inputs Yield 4.79% 4.95%