XML 57 R44.htm IDEA: XBRL DOCUMENT v3.25.3
Expected Loss to be Paid (Recovered) - Additional Information (Details)
€ in Millions, $ in Millions, £ in Billions
1 Months Ended 3 Months Ended 9 Months Ended 12 Months Ended
Sep. 18, 2025
board_member
Jun. 26, 2023
USD ($)
Aug. 31, 2025
board_member
Sep. 30, 2025
USD ($)
Sep. 30, 2024
USD ($)
Sep. 30, 2025
USD ($)
Payment
Sep. 30, 2024
USD ($)
Dec. 31, 2024
USD ($)
Sep. 30, 2025
GBP (£)
Sep. 30, 2025
EUR (€)
Schedule of Expected Losses to be Paid [Line Items]                    
Period of insured credit performance of guaranteed obligations (in some cases over)           30 years        
Loss and LAE Reserve paid       $ 5 $ 5 $ (51) $ 25      
Expected LAE to be paid       4   4   $ 11    
Credit for estimated future recoveries of claims paid       310   310   265    
Net       274,875   274,875   261,552    
Insured financial obligations insured contractual payments outstanding, net       438,764   $ 438,764   415,966    
Plaintiff, terminated board members | board_member     6              
Plaintiff, total board members | board_member     7              
Plaintiff, terminated board members suing for reinstatement | board_member 3                  
Additional loss recovery assumption, recovery period           5 years        
BIG                    
Schedule of Expected Losses to be Paid [Line Items]                    
Net       11,378   $ 11,378   10,182    
Puerto Rico Electric Power Authority | Guarantee Obligations                    
Schedule of Expected Losses to be Paid [Line Items]                    
Damages sought, estimate   $ 2,400                
Damages sought   $ 8,500                
UK Regulated Utilities | BIG                    
Schedule of Expected Losses to be Paid [Line Items]                    
Net       5,200   5,200     £ 3.8  
European Renewable Energy | BIG                    
Schedule of Expected Losses to be Paid [Line Items]                    
Net       930   930       € 792
Thames Water Utilities Finance PLC | BIG                    
Schedule of Expected Losses to be Paid [Line Items]                    
Net       2,300   2,300     £ 1.7  
United States | RMBS                    
Schedule of Expected Losses to be Paid [Line Items]                    
Net       1,400   1,400   1,507    
United States | RMBS | BIG                    
Schedule of Expected Losses to be Paid [Line Items]                    
Net       $ 780   $ 780   $ 819    
United States | RMBS | Home Equity Line of Credit                    
Schedule of Expected Losses to be Paid [Line Items]                    
Projected future recoveries on previously charged-off loans       60.00%   60.00%   50.00% 60.00% 60.00%
Effect of recovery       $ 26            
United States | RMBS | First Lien                    
Schedule of Expected Losses to be Paid [Line Items]                    
Projected loss assumptions, CDR, plateau rate, projection period           36 months        
Number of delinquent payments | Payment           2        
United States | RMBS | First Lien | Base Scenario                    
Schedule of Expected Losses to be Paid [Line Items]                    
Percent of deferred loan balances to be recovered       50.00%       50.00%    
United States | RMBS | First Lien | Base Scenario                    
Schedule of Expected Losses to be Paid [Line Items]                    
Projected loss assumptions, CDR, plateau rate, projection period           36 months        
Projected loss assumptions, final CPR, period for voluntary prepayments to continue           1 year        
Estimated loss severity rate, one through six months (as a percent)           18 months        
Loss severity (as a percent)       40.00%   40.00%     40.00% 40.00%
Projected loss assumptions, period to reach final loss severity rate           2 years 6 months        
United States | RMBS | First Lien | More Stressful Environment                    
Schedule of Expected Losses to be Paid [Line Items]                    
Projected loss assumptions, period to reach final loss severity rate           9 years        
Percent of deferred loan balances to be recovered           20.00%        
Period from plateau to intermediate conditional default rate (in months)           16 months        
Projected loss assumptions, increase (decrease) in expected loss to be paid, net           $ 33        
United States | RMBS | First Lien | Least Stressful Environment                    
Schedule of Expected Losses to be Paid [Line Items]                    
Projected loss assumptions, CDR, plateau rate, projection period           30 months        
Percent of deferred loan balances to be recovered           80.00%        
Period from plateau to intermediate conditional default rate (in months)           8 months        
Decrease in the plateau period used to calculate potential change in loss estimate (in months)           6 months        
Projected loss assumptions, increase (decrease) in expected loss to be paid, net           $ (32)        
United States | RMBS | Second Lien                    
Schedule of Expected Losses to be Paid [Line Items]                    
Loss recovery assumption (as a percent)       2.00%   2.00%   2.00% 2.00% 2.00%
Projected loss assumptions, period of consistent conditional default rate           36 months        
Period of conditional default rate downward trend           1 year        
Percent of original period of consistent conditional default rate           5.00%        
United States | RMBS | Second Lien | More Stressful Environment                    
Schedule of Expected Losses to be Paid [Line Items]                    
Percent of deferred loan balances to be recovered           40.00%        
United States | RMBS | Second Lien | Least Stressful Environment                    
Schedule of Expected Losses to be Paid [Line Items]                    
Percent of deferred loan balances to be recovered           80.00%        
United States | RMBS | Second Lien | More Stressful Environment                    
Schedule of Expected Losses to be Paid [Line Items]                    
Projected loss assumptions, CDR, plateau rate, projection period           42 months        
Period from plateau to intermediate conditional default rate (in months)           16 months        
Increase in conditional default rate ramp down period           4 months        
Stress period (in months)           58 months        
United States | RMBS | Second Lien | More Stressful Environment | Home Equity Line of Credit                    
Schedule of Expected Losses to be Paid [Line Items]                    
Change in estimate for increased conditional default rate plateau period           $ 49        
United States | RMBS | Second Lien | Least Stressful Environment                    
Schedule of Expected Losses to be Paid [Line Items]                    
Stress period (in months)           38 months        
Period of constant conditional default rate (in months)           30 months        
Decreased conditional default rate ramp down period           8 months        
Change in estimate for decreased prepayment rate, percent           10.00%        
United States | RMBS | Second Lien | Least Stressful Environment | Home Equity Line of Credit                    
Schedule of Expected Losses to be Paid [Line Items]                    
Change in estimate for decreased conditional default rate ramp down period           $ 49        
Puerto Rico                    
Schedule of Expected Losses to be Paid [Line Items]                    
Net       $ 553   553   $ 637    
Insured financial obligations insured contractual payments outstanding, net       645   645   756    
Puerto Rico | Other Puerto Rico Exposure                    
Schedule of Expected Losses to be Paid [Line Items]                    
Net       76   76   92    
Puerto Rico | Puerto Rico Defaulted Exposures Subject to a Plan Support Agreement | Puerto Rico Electric Power Authority                    
Schedule of Expected Losses to be Paid [Line Items]                    
Net       464   464   532    
Insured financial obligations insured contractual payments outstanding, net       $ 539   $ 539   $ 629