Quarterly report pursuant to Section 13 or 15(d)

FAIR VALUE OF FINANCIAL INSTRUMENTS - Schedule of Valuation of Loans on Nonrecurring Basis (Details)

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FAIR VALUE OF FINANCIAL INSTRUMENTS - Schedule of Valuation of Loans on Nonrecurring Basis (Details)
$ in Thousands
9 Months Ended
Sep. 30, 2016
USD ($)
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Weighted Average Life (Years) 11 months 13 days
Fair Value, Measurements, Nonrecurring [Member]  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Discount Rate 3.80%
Weighted Average Life (Years) 3 years 9 months 3 days [1]
Prepayment Rate 14.50%
Loss Severity 15.00% [2]
Performing Loans [Member]  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Weighted Average Life (Years) 0 years
Performing Loans [Member] | Fair Value, Measurements, Nonrecurring [Member]  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Discount Rate 3.10%
Weighted Average Life (Years) 3 years 10 months 20 days [1]
Prepayment Rate 17.40%
CDR 0.60% [3]
Loss Severity 11.30% [2]
Non-Performing Loans [Member] | Fair Value, Measurements, Nonrecurring [Member]  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Discount Rate 6.50%
Weighted Average Life (Years) 3 years 2 months 23 days [1]
Prepayment Rate 3.00%
CDR 3.00% [3]
Loss Severity 30.00% [2]
Fair Value [Member] | Fair Value, Measurements, Nonrecurring [Member]  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Fair Value $ 110,369
Fair Value [Member] | Performing Loans [Member] | Fair Value, Measurements, Nonrecurring [Member]  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Fair Value 88,474
Fair Value [Member] | Non-Performing Loans [Member] | Fair Value, Measurements, Nonrecurring [Member]  
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]  
Fair Value $ 21,895
[1] The weighted average life is based on the expected timing of the receipt of cash flows.
[2] Loss severity is the expected amount of future realized losses resulting from the ultimate liquidation of a particular loan, expressed as the net amount of loss relative to the outstanding loan balance.
[3] Represents the annualized rate of the involuntary prepayments (defaults) as a percentage of the total principal balance.