DERIVATIVE INSTRUMENTS - Significant Inputs and Assumptions (Details) |
Mar. 31, 2025 |
Dec. 31, 2024 |
|---|---|---|
| Weighted average interest rate | ||
| Derivative Instruments and Hedging Activities Disclosures [Line Items] | ||
| Measurement input | 0.0950 | 0.0950 |
| Implied/selected cohort default rate (CDR) | ||
| Derivative Instruments and Hedging Activities Disclosures [Line Items] | ||
| Measurement input | 0.1500 | 0.1500 |
| Selected LGD | ||
| Derivative Instruments and Hedging Activities Disclosures [Line Items] | ||
| Measurement input | 0.8500 | 0.8500 |
| Annual expected loss | ||
| Derivative Instruments and Hedging Activities Disclosures [Line Items] | ||
| Measurement input | 0.1275 | 0.1275 |
| Credit mark | ||
| Derivative Instruments and Hedging Activities Disclosures [Line Items] | ||
| Measurement input | (0.2186) | (0.2066) |
| Interest mark | ||
| Derivative Instruments and Hedging Activities Disclosures [Line Items] | ||
| Measurement input | 0.1180 | 0.1004 |
| Fair value of derivative | ||
| Derivative Instruments and Hedging Activities Disclosures [Line Items] | ||
| Measurement input | 0.1006 | 0.1061 |