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Expected Losses to be Paid (Details 6) (USD $)
In Millions, unless otherwise specified
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3 Months Ended |
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Jun. 30, 2013
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Dec. 31, 2012
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Mar. 31, 2013
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Total first lien
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| Guarantor Obligations [Line Items] |
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| Period from initial to final conditional prepayment rate (in months) |
12 months |
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| Period for constant conditional default rate (in months) |
24 months |
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| Period for which estimated defaults are attributed to loans currently delinquent or in foreclosure |
24 months |
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| Estimated Loss Severity Rate, One through Six Months After Period End |
90.00% |
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| Estimated Loss Severity Rate, Six Through Twelve Months After Period End |
80.00% |
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| Prior conditional prepayment rate used in alternate scenario for loss estimate (as a percent) |
10.00% |
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| Current conditional prepayment rate used in alternate scenario for loss estimate (as a percent) |
15.00% |
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| Loss severity recovery period used to calculate potential change in loss estimate in even more stressful scenario (in years) |
8 years |
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| Number of scenarios where the recovery was faster than in base case |
2 |
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| Decrease in the plateau period used to calculate potential change in loss estimate (in months) |
3 months |
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| Decreased plateau period used to calculate potential change in loss estimate (in months) |
21 months |
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Alt-A first lien
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| Guarantor Obligations [Line Items] |
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| Loss severity (as a percent) |
65.00% |
[1] |
65.00% |
[1] |
65.00% |
[1] |
| Final conditional prepayment rate (as a percent) |
15.00% |
[1] |
15.00% |
[1] |
15.00% |
[1] |
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First mortgage, option adjustable rate mortgage
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| Guarantor Obligations [Line Items] |
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| Loss severity (as a percent) |
65.00% |
[1] |
65.00% |
[1] |
65.00% |
[1] |
| Final conditional prepayment rate (as a percent) |
15.00% |
[1] |
15.00% |
[1] |
15.00% |
[1] |
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First mortgage, subprime
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| Guarantor Obligations [Line Items] |
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| Loss severity (as a percent) |
90.00% |
[1] |
90.00% |
[1] |
90.00% |
[1] |
| Final conditional prepayment rate (as a percent) |
15.00% |
[1] |
15.00% |
[1] |
15.00% |
[1] |
| Period until which loss severity rate would continue (in months) |
6 months |
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6 months |
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RMBS
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| Guarantor Obligations [Line Items] |
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| Intermediate Conditional Default Rate |
5.00% |
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Prime first lien
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| Guarantor Obligations [Line Items] |
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| Number of scenarios weighted in estimating expected losses |
5 |
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5 |
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Minimum | Alt-A first lien
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| Guarantor Obligations [Line Items] |
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| Plateau conditional default rate (as a percent) |
3.70% |
[1] |
3.80% |
[1] |
3.70% |
[1] |
| Intermediate Conditional Default Rate |
0.70% |
[1] |
0.80% |
[1] |
0.70% |
[1] |
| Final conditional default rate trended down to (as a percent) |
0.20% |
[1] |
0.20% |
[1] |
0.20% |
[1] |
| Initial conditional prepayment rate (as a percent) |
0.40% |
[1] |
0.00% |
[1] |
0.10% |
[1] |
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Minimum | First mortgage, option adjustable rate mortgage
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| Guarantor Obligations [Line Items] |
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| Plateau conditional default rate (as a percent) |
5.60% |
[1] |
7.00% |
[1] |
6.40% |
[1] |
| Intermediate Conditional Default Rate |
1.10% |
[1] |
1.40% |
[1] |
1.30% |
[1] |
| Final conditional default rate trended down to (as a percent) |
0.30% |
[1] |
0.40% |
[1] |
0.30% |
[1] |
| Initial conditional prepayment rate (as a percent) |
0.30% |
[1] |
0.00% |
[1] |
0.30% |
[1] |
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Minimum | First mortgage, subprime
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| Guarantor Obligations [Line Items] |
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| Plateau conditional default rate (as a percent) |
6.70% |
[1] |
7.30% |
[1] |
7.80% |
[1] |
| Intermediate Conditional Default Rate |
1.30% |
[1] |
1.50% |
[1] |
1.60% |
[1] |
| Final conditional default rate trended down to (as a percent) |
0.30% |
[1] |
0.40% |
[1] |
0.40% |
[1] |
| Initial conditional prepayment rate (as a percent) |
0.00% |
[1] |
0.00% |
[1] |
0.00% |
[1] |
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Maximum | Alt-A first lien
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| Guarantor Obligations [Line Items] |
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| Plateau conditional default rate (as a percent) |
22.30% |
[1] |
23.20% |
[1] |
22.60% |
[1] |
| Intermediate Conditional Default Rate |
4.50% |
[1] |
4.60% |
[1] |
4.50% |
[1] |
| Final conditional default rate trended down to (as a percent) |
1.10% |
[1] |
1.20% |
[1] |
1.10% |
[1] |
| Initial conditional prepayment rate (as a percent) |
32.20% |
[1] |
39.40% |
[1] |
39.60% |
[1] |
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Maximum | First mortgage, option adjustable rate mortgage
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| Guarantor Obligations [Line Items] |
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| Plateau conditional default rate (as a percent) |
24.20% |
[1] |
26.10% |
[1] |
25.20% |
[1] |
| Intermediate Conditional Default Rate |
4.80% |
[1] |
5.20% |
[1] |
5.00% |
[1] |
| Final conditional default rate trended down to (as a percent) |
1.20% |
[1] |
1.30% |
[1] |
1.30% |
[1] |
| Initial conditional prepayment rate (as a percent) |
7.70% |
[1] |
10.70% |
[1] |
10.60% |
[1] |
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Maximum | First mortgage, subprime
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| Guarantor Obligations [Line Items] |
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| Plateau conditional default rate (as a percent) |
24.70% |
[1] |
26.20% |
[1] |
25.60% |
[1] |
| Intermediate Conditional Default Rate |
4.90% |
[1] |
5.20% |
[1] |
5.10% |
[1] |
| Final conditional default rate trended down to (as a percent) |
1.20% |
[1] |
1.30% |
[1] |
1.30% |
[1] |
| Initial conditional prepayment rate (as a percent) |
14.80% |
[1] |
17.60% |
[1] |
14.70% |
[1] |
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Base Scenario | Total first lien
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| Guarantor Obligations [Line Items] |
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| Period for which estimated defaults are attributed to loans currently delinquent or in foreclosure |
24 months |
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| Period from plateau to intermediate conditional default rate (in months) |
12 months |
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| Intermediate conditional default rate as a percentage of plateau conditional default rate |
20.00% |
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| Period of constant intermediate conditional default rate (in months) |
36 months |
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| Final conditional default rate as a percentage of plateau conditional default rate |
5.00% |
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| Period for decline in loss severity (in years) |
2 years |
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| Loss severity (as a percent) |
40.00% |
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Somewhat Stressful Environment [Member] | Total first lien
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| Guarantor Obligations [Line Items] |
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| Increased final loss severity for subprime transactions used to calculate potential change in loss estimate (as a percent) |
60.00% |
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Somewhat Stressful Environment [Member] | Alt-A first lien
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| Guarantor Obligations [Line Items] |
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| Increase in expected loss in case of increase in conditional default rate plateau period and loss severity recovery period |
$ 70 |
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Somewhat Stressful Environment [Member] | First mortgage, option adjustable rate mortgage
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| Guarantor Obligations [Line Items] |
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| Increase in expected loss in case of increase in conditional default rate plateau period and loss severity recovery period |
20 |
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Somewhat Stressful Environment [Member] | First mortgage, subprime
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| Guarantor Obligations [Line Items] |
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| Increase in expected loss in case of increase in conditional default rate plateau period and loss severity recovery period |
105 |
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Somewhat Stressful Environment [Member] | Prime first lien
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| Guarantor Obligations [Line Items] |
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| Increase in the plateau period used to calculate potential change in loss estimate (in months) |
3 months |
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| Increased plateau period used to calculate potential change in loss estimate (in months) |
27 months |
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| Prior loss severity recovery period used to calculate potential change in loss estimate (in years) |
4 years |
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| Current loss severity recovery period used to calculate potential change in loss estimate (in years) |
2 years |
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| Increase in expected loss in case of increase in conditional default rate plateau period and loss severity recovery period |
6 |
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More Stressful Environment [Member] | Alt-A first lien
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| Guarantor Obligations [Line Items] |
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| Increase in expected loss in case of increase in loss severity recovery period in an even more stressful scenario |
192 |
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More Stressful Environment [Member] | First mortgage, option adjustable rate mortgage
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| Guarantor Obligations [Line Items] |
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| Increase in expected loss in case of increase in loss severity recovery period in an even more stressful scenario |
47 |
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More Stressful Environment [Member] | First mortgage, subprime
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| Guarantor Obligations [Line Items] |
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| Increase in expected loss in case of increase in loss severity recovery period in an even more stressful scenario |
166 |
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More Stressful Environment [Member] | Prime first lien
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| Guarantor Obligations [Line Items] |
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| Period of decrease in conditional default rate until final rate is achieved (in months) |
15 months |
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| Increase in expected loss in case of increase in loss severity recovery period in an even more stressful scenario |
16 |
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Somewhat Less Stressful Environment [Member] | Total first lien
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| Guarantor Obligations [Line Items] |
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| Period from initial to final conditional prepayment rate (in months) |
12 months |
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| Initial subprime loss severity rate assumed to be recovered over two years (as a percent) |
40.00% |
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| Current loss severity recovery period used to calculate potential change in loss estimate (in years) |
2 years |
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| Initial subprime loss severity rate assumed for 12 months (as a percent) |
80.00% |
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Somewhat Less Stressful Environment [Member] | Alt-A first lien
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| Guarantor Obligations [Line Items] |
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| Decrease in expected loss in case of less gradual conditional default rate recovery and changes in initial subprime loss severity rate |
6 |
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Somewhat Less Stressful Environment [Member] | First mortgage, option adjustable rate mortgage
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| Guarantor Obligations [Line Items] |
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| Decrease in expected loss in case of less gradual conditional default rate recovery and changes in initial subprime loss severity rate |
15 |
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Somewhat Less Stressful Environment [Member] | First mortgage, subprime
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| Guarantor Obligations [Line Items] |
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| Decrease in expected loss in case of less gradual conditional default rate recovery and changes in initial subprime loss severity rate |
33 |
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Somewhat Less Stressful Environment [Member] | Prime first lien
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| Guarantor Obligations [Line Items] |
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| Decrease in expected loss in case of less gradual conditional default rate recovery and changes in initial subprime loss severity rate |
1 |
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Least Stressful Environment [Member] | Alt-A first lien
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| Guarantor Obligations [Line Items] |
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| Decrease in expected loss in case of decrease in conditional default rate plateau period |
66 |
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Least Stressful Environment [Member] | First mortgage, option adjustable rate mortgage
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| Guarantor Obligations [Line Items] |
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| Decrease in expected loss in case of decrease in conditional default rate plateau period |
42 |
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Least Stressful Environment [Member] | First mortgage, subprime
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| Guarantor Obligations [Line Items] |
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| Decrease in expected loss in case of decrease in conditional default rate plateau period |
76 |
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Least Stressful Environment [Member] | Prime first lien
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| Guarantor Obligations [Line Items] |
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| Period of decrease in conditional default rate until final rate is achieved (in months) |
9 months |
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| Decrease in expected loss in case of decrease in conditional default rate plateau period |
$ 6 |
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