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Expected Loss to be Paid (Recovered) - Key Assumptions in Base Case Expected Loss First Lien RMBS (Details) - U.S. - RMBS
12 Months Ended
Dec. 31, 2024
Dec. 31, 2023
Schedule of Expected Losses to be Paid [Line Items]    
Initial loss severity   50.00%
Base Scenario | First Lien    
Schedule of Expected Losses to be Paid [Line Items]    
Future recovery for deferred principal balances 50.00% 30.00%
Minimum    
Schedule of Expected Losses to be Paid [Line Items]    
Plateau CDR 0.00% 0.00%
Final CDR 0.00% 0.00%
Initial loss severity 40.00%  
Liquidation rates 20.00% 20.00%
Maximum    
Schedule of Expected Losses to be Paid [Line Items]    
Plateau CDR 8.80% 10.00%
Final CDR 0.40% 0.50%
Initial loss severity 50.00%  
Liquidation rates 50.00% 65.00%
Weighted Average    
Schedule of Expected Losses to be Paid [Line Items]    
Plateau CDR 3.40% 4.20%
Final CDR 0.20% 0.20%
Initial loss severity 43.10%