Quarterly report pursuant to Section 13 or 15(d)

FAIR VALUE - Quantitative Information about Significant Unobservable Inputs (Details 2)

v3.4.0.3
FAIR VALUE - Quantitative Information about Significant Unobservable Inputs (Details 2)
$ in Thousands
3 Months Ended
Mar. 31, 2016
USD ($)
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Amortized Cost Basis $ 0
Fair Value 12,638
Weighted Average Significant Input  
Available-for-sale Securities 9,791
CDO  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Amortized Cost Basis 0
Fair Value 9,791
Weighted Average Significant Input  
Available-for-sale Securities $ 9,791
Measured on a Recurring Basis | CDO  
Weighted Average Significant Input  
Discount Rate 12.40%
Prepayment Speed 4.60%
Cumulative Default Rate 18.10%
Loss Severity 32.30%
Available-for-sale Securities $ 9,791