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FAIR VALUE - Quantitative Information about Significant Unobservable Inputs (Details 2) (Measured on a Recurring Basis [Member], USD $)
In Thousands, unless otherwise specified |
3 Months Ended |
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Mar. 31, 2015
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| Fair Value | $ 8,538us-gaap_AvailableForSaleSecurities |
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CDO Securities [Member]
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| Fair Value |
$ 8,538us-gaap_AvailableForSaleSecurities / us-gaap_FairValueByMeasurementFrequencyAxis = us-gaap_FairValueMeasurementsRecurringMember / us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis = us-gaap_CollateralizedDebtObligationsMember |
| Weighted Average Signiifcant Input | |
| Discount Rate |
7.40%us-gaap_FairValueInputsDiscountRate / us-gaap_FairValueByMeasurementFrequencyAxis = us-gaap_FairValueMeasurementsRecurringMember / us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis = us-gaap_CollateralizedDebtObligationsMember |
| Weighted Average - Prepayment Speed |
3.60%us-gaap_FairValueInputsPrepaymentRate / us-gaap_FairValueByMeasurementFrequencyAxis = us-gaap_FairValueMeasurementsRecurringMember / us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis = us-gaap_CollateralizedDebtObligationsMember |
| Cumulative Default Rate |
21.70%us-gaap_FairValueInputsProbabilityOfDefault / us-gaap_FairValueByMeasurementFrequencyAxis = us-gaap_FairValueMeasurementsRecurringMember / us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis = us-gaap_CollateralizedDebtObligationsMember |
| Loss Severity |
73.60%us-gaap_FairValueInputsLossSeverity / us-gaap_FairValueByMeasurementFrequencyAxis = us-gaap_FairValueMeasurementsRecurringMember / us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis = us-gaap_CollateralizedDebtObligationsMember |
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- Details
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- Definition
Amount of investment in debt and equity securities categorized neither as held-to-maturity nor trading. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
Interest rate used to find the present value of an amount to be paid or received in the future as an input to measure fair value. For example, but not limited to, weighted average cost of capital (WACC), cost of capital, cost of equity and cost of debt. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
Loss, including interest and principal, incurred on a defaulted security, expressed as a percentage of the original principal balance, used as an input to measure fair value. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
Rate at which loans or a loan portfolio are expected to prepay principal balances, used as an input to measure fair value. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
Percentage of likelihood a loan will not be repaid and instead default, used as an input to measure fair value. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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