FAIR VALUE - Quantitative Information about Significant Unobservable Inputs (Details 2) $ in Thousands |
3 Months Ended |
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Mar. 31, 2016
USD ($)
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| 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 |
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- References No definition available.
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- Definition This item represents the cost of debt securities, which are categorized neither as held-to-maturity nor trading, net of adjustments including accretion, amortization, collection of cash, previous other-than-temporary impairments recognized in earnings (less any cumulative-effect adjustments recognized, as defined), and fair value hedge accounting adjustments, if any. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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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 Amount of debt securities categorized neither as held-to-maturity nor trading. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. No definition available.
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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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