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Expected Loss to be Paid (Recovered) - Key Assumptions in Base Case Expected Loss (Details) - RMBS - U.S. - Home equity lines of credit (HELOCs)
Dec. 31, 2023
Dec. 31, 2022
Schedule of Expected Losses to be Paid [Line Items]    
Final CDR trended down to   0.00%
Loss severity 98.00% 98.00%
Projected future recoveries on previously charged-off loans   30.00%
Minimum    
Schedule of Expected Losses to be Paid [Line Items]    
CDR plateau 0.00% 0.40%
Final CDR trended down to 0.00%  
Projected future recoveries on previously charged-off loans 10.00%  
Maximum    
Schedule of Expected Losses to be Paid [Line Items]    
CDR plateau 9.30% 8.40%
Final CDR trended down to 0.50% 0.40%
Projected future recoveries on previously charged-off loans 80.00%  
Weighted Average    
Schedule of Expected Losses to be Paid [Line Items]    
CDR plateau 2.60% 3.50%
Final CDR trended down to 0.10% 0.20%
Projected future recoveries on previously charged-off loans 40.00%  
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%