XML 67 R54.htm IDEA: XBRL DOCUMENT v3.24.2.u1
Expected Loss to be Paid (Recovered) - Key Assumptions in Base Scenario Expected Loss First Lien RMBS (Details) - RMBS - United States
Jun. 30, 2024
Dec. 31, 2023
Schedule of Expected Losses to be Paid [Line Items]    
Loss severity on future defaults 50.00% 50.00%
Home Equity Line of Credit    
Schedule of Expected Losses to be Paid [Line Items]    
Loss severity on future defaults 98.00% 98.00%
Projected future recoveries on previously charged-off loans 40.00% 40.00%
Current but recently delinquent | Home Equity Line of Credit    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 20.00% 20.00%
30 – 59 Days Delinquent | Home Equity Line of Credit    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 30.00% 30.00%
60 – 89 Days Delinquent | Home Equity Line of Credit    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 40.00% 40.00%
90+ Days Delinquent | Home Equity Line of Credit    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 60.00% 60.00%
Bankruptcy | Home Equity Line of Credit    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 55.00% 55.00%
Foreclosure | Home Equity Line of Credit    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 55.00% 55.00%
Real Estate Owned | Home Equity Line of Credit    
Schedule of Expected Losses to be Paid [Line Items]    
Liquidation rate 100.00% 100.00%
Minimum    
Schedule of Expected Losses to be Paid [Line Items]    
Plateau CDR 0.00% 0.00%
Final CDR 0.00% 0.00%
Minimum | Home Equity Line of Credit    
Schedule of Expected Losses to be Paid [Line Items]    
Plateau CDR 0.00% 0.00%
Final CDR 0.00% 0.00%
Maximum    
Schedule of Expected Losses to be Paid [Line Items]    
Plateau CDR 12.80% 10.00%
Final CDR 0.60% 0.50%
Maximum | Home Equity Line of Credit    
Schedule of Expected Losses to be Paid [Line Items]    
Plateau CDR 8.20% 9.30%
Final CDR 0.40% 0.50%
Weighted Average    
Schedule of Expected Losses to be Paid [Line Items]    
Plateau CDR 3.90% 4.20%
Final CDR 0.20% 0.20%
Weighted Average | Home Equity Line of Credit    
Schedule of Expected Losses to be Paid [Line Items]    
Plateau CDR 2.30% 2.60%
Final CDR 0.10% 0.10%