Quarterly report pursuant to Section 13 or 15(d)

Fair Value Measurements - Additional Information (Detail)

v3.21.2
Fair Value Measurements - Additional Information (Detail) - Level 3
Sep. 30, 2021
Dec. 31, 2020
Recurring Fair Value Measurements    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Loan funding probability (“pull-through”) 91.10% 87.80%
Minimum | Discount Rate    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Range of risk adjusted discount rate 0.150 0.150
Maximum | Discount Rate    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Range of risk adjusted discount rate 0.192 0.200
Median | Discount Rate    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Range of risk adjusted discount rate 0.189 0.150