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Expected Loss to be Paid (Recovered) - Key Assumptions in Base Case Expected Loss Second Lien RMBS (Details) - RMBS - Home Equity Line of Credit - UNITED STATES | Mar. 31, 2022 | Dec. 31, 2021
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Schedule of Expected Losses to be Paid [Line Items] |  |
Final CDR trended down to | 1.00% |
Loss severity | 98.00% | 98.00%
Projected future recoveries on previously charged-off loans | 30.00% | 30.00%
Minimum |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Plateau CDR | 3.40% | 6.50%
Final CDR trended down to |  | 1.00%
Maximum |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Plateau CDR | 35.30% | 39.60%
Weighted Average |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Plateau CDR | 15.80% | 16.40%
Current but recently delinquent |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Liquidation rate | 20.00% | 20.00%
30 – 59 Days Delinquent |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Liquidation rate | 30.00% | 30.00%
60 – 89 Days Delinquent |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Liquidation rate | 40.00% | 40.00%
90+ Days Delinquent |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Liquidation rate | 60.00% | 60.00%
Bankruptcy |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Liquidation rate | 55.00% | 55.00%
Foreclosure |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Liquidation rate | 55.00% | 55.00%
Real Estate Owned |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Liquidation rate | 100.00% | 100.00%

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