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Fair Value Measurements: Schedule of Quantitative Information About Unobservable Inputs Used in Level 3 Fair Value Measurements (Tables)
3 Months Ended
Dec. 31, 2012
Tables/Schedules  
Schedule of Quantitative Information About Unobservable Inputs Used in Level 3 Fair Value Measurements

 

 

 

 

 

 

Range of

Weighted

 

 

Fair value at

Valuation

Unobservable

Discounts

average

December 31, 2012

technique

inputs

applied

discount applied

Available-for-sale securities (pooled trust preferred security)

$58,000

Discounted cash flow

Discount rate

n/a

7.6%

 

 

 

 

Prepayment rate

n/a

1% annually (1)

 

 

 

 

Projected defaults and deferrals (% of pool balance)

n/a

41.3%

 

 

 

 

Anticipated recoveries (% of pool balance)

n/a

6.4%

Impaired loans (collateral dependent)

452,000

Internal or third-party appraisal

Discount to reflect realizable value

1.1% - 32.8%

5.7%

Foreclosed and repossessed assets

3,576,000

Third party appraisal

Marketability discount

0.0% - 40.9%

15.3%