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DERIVATIVE FINANCIAL INSTRUMENTS - Asset and Liability Managemen Add Info (Details Add Info)

v3.7.0.1
DERIVATIVE FINANCIAL INSTRUMENTS - Asset and Liability Managemen Add Info (Details Add Info)
$ in Thousands
 3 Months Ended
Mar. 31, 2017
USD ($)
Additional information about the interest rate swaps used in companies Asset and Liability Management  
Notional Value $ 10,725,000
Average Maturity (years) 2 years 4 months
Fair Value $ (68,461)
Weighted-Average Rate Receive 1.41%
Weighted-Average Rate Pay 1.06%
Asset conversion swaps - Receive Fixed - Generic  
Additional information about the interest rate swaps used in companies Asset and Liability Management  
Notional Value $ 2,550,000
Average Maturity (years) 6 months
Fair Value $ (4,371)
Weighted-Average Rate Receive 1.08%
Weighted-Average Rate Pay 1.19%
Liability conversion swaps - Receive Fixed - Generic  
Additional information about the interest rate swaps used in companies Asset and Liability Management  
Notional Value $ 8,175,000
Average Maturity (years) 2 years 10 months
Fair Value $ (64,090)
Weighted-Average Rate Receive 1.51%
Weighted-Average Rate Pay 1.02%