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Expected Loss to be Paid (Recovered) - Key Assumptions in Base Case Expected Loss First Lien RMBS (Details) - U.S. - RMBS | Dec. 31, 2022 | Dec. 31, 2021
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Alt-A | 2005 and prior |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Initial loss severity | 50.00% | 60.00%
Alt-A | 2006 |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Initial loss severity | 50.00% | 60.00%
Alt-A | 2007+ |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Initial loss severity | 50.00% | 60.00%
Alt-A | Minimum |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Plateau CDR | 1.60% | 0.90%
Final CDR | 0.10% | 0.00%
Alt-A | Maximum |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Plateau CDR | 11.50% | 11.60%
Final CDR | 0.60% | 0.60%
Alt-A | Weighted Average |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Plateau CDR | 5.10% | 5.90%
Final CDR | 0.30% | 0.30%
Option ARM | 2005 and prior |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Initial loss severity | 50.00% | 60.00%
Option ARM | 2006 |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Initial loss severity | 50.00% | 60.00%
Option ARM | 2007+ |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Initial loss severity | 50.00% | 60.00%
Option ARM | Minimum |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Plateau CDR | 2.00% | 1.80%
Final CDR | 0.10% | 0.10%
Option ARM | Maximum |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Plateau CDR | 7.70% | 11.90%
Final CDR | 0.40% | 0.60%
Option ARM | Weighted Average |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Plateau CDR | 4.30% | 5.60%
Final CDR | 0.20% | 0.30%
Subprime | 2005 and prior |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Initial loss severity | 50.00% | 60.00%
Subprime | 2006 |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Initial loss severity | 50.00% | 60.00%
Subprime | 2007+ |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Initial loss severity | 50.00% | 60.00%
Subprime | Minimum |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Plateau CDR | 2.70% | 2.90%
Final CDR | 0.10% | 0.10%
Subprime | Maximum |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Plateau CDR | 9.70% | 10.00%
Final CDR | 0.50% | 0.50%
Subprime | Weighted Average |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Plateau CDR | 5.60% | 6.00%
Final CDR | 0.30% | 0.30%

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