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Fair Value (Tables)
 9 Months Ended
Sep. 30, 2019
Fair Value Disclosures [Abstract]  
Undesignated Derivative Instruments
The fair value measurement of NVRM's undesignated derivative instruments was as follows:
 
 
September 30, 2019
 
December 31, 2018
Rate lock commitments:
 
 
 
 
Gross assets
 
$
12,427

 
$
13,831

Gross liabilities
 
959

 
345

Net rate lock commitments
 
$
11,468

 
$
13,486

Forward sales contracts:
 
 
 
 
Gross assets
 
$
1,519

 
$
64

Gross liabilities
 
2,887

 
10,121

Net forward sales contracts
 
$
(1,368
)
 
$
(10,057
)
Fair Value Measurement
The fair value measurement adjustment as of September 30, 2019 was as follows:
 
 
Notional or
Principal
Amount
 
Assumed
Gain/(Loss)
From Loan
Sale
 
Interest
Rate
Movement
Effect
 
Servicing
Rights
Value
 
Security
Price
Change
 
Total Fair
Value
Measurement
Gain/(Loss)
Rate lock commitments
 
$
827,120

 
$
2,071

 
$
1,239

 
$
8,158

 
$
—

 
$
11,468

Forward sales contracts
 
$
1,101,965

 
—

 
—

 
—

 
(1,368
)
 
(1,368
)
Mortgages held for sale
 
$
404,172

 
1,517

 
798

 
4,736

 
—

 
7,051

Total fair value measurement
 
 
 
$
3,588

 
$
2,037

 
$
12,894

 
$
(1,368
)
 
$
17,151