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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
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%