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Expected Loss to be Paid - Key Assumptions in Base Case Expected Loss Second Lien RMBS (Details) - scenario
3 Months Ended 6 Months Ended 12 Months Ended
Jun. 30, 2018
Mar. 31, 2017
Jun. 30, 2018
Dec. 31, 2017
Mar. 31, 2018
RMBS [Member] | United States [Member] | Option ARM [Member] | Minimum [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Plateau CDR 2.10%   2.10% 2.50% 1.40%
Final CDR 0.10%   0.10% 0.10% 0.10%
RMBS [Member] | United States [Member] | Option ARM [Member] | Maximum [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Plateau CDR 8.50%   8.50% 7.00% 7.80%
Final CDR 0.40%   0.40% 0.30% 0.40%
RMBS [Member] | United States [Member] | Option ARM [Member] | Weighted Average [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Plateau CDR 5.90%   5.90% 5.90% 5.80%
Final CDR 0.30%   0.30% 0.30% 0.30%
RMBS [Member] | United States [Member] | Alt-A and Prime [Member] | Minimum [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Plateau CDR 0.70%   0.70% 1.30% 1.40%
Final CDR 0.00%   0.00% 0.10% 0.10%
RMBS [Member] | United States [Member] | Alt-A and Prime [Member] | Maximum [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Plateau CDR 12.20%   12.20% 9.80% 9.20%
Final CDR 0.60%   0.60% 0.50% 0.50%
RMBS [Member] | United States [Member] | Alt-A and Prime [Member] | Weighted Average [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Plateau CDR 4.70%   4.70% 5.20% 4.70%
Final CDR 0.20%   0.20% 0.30% 0.20%
RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Loss severity 98.00%   98.00% 98.00% 98.00%
RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member] | Minimum [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Insured Financial Obligations, Projected Loss Assumptions, Conditional Prepayment Rate, Final Rate 2.50%   2.50%    
Plateau CDR 4.80%   4.80% 2.70% 2.50%
Final CDR 2.50%   2.50% 2.50% 2.50%
RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member] | Maximum [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Plateau CDR 28.50%   28.50% 19.90% 18.40%
Final CDR 3.20%   3.20% 3.20% 3.20%
RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member] | Weighted Average [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Plateau CDR 11.10%   11.10% 11.40% 10.60%
Final CDR 2.50%   2.50% 2.50% 2.50%
RMBS [Member] | United States [Member] | Subprime [Member] | Minimum [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Plateau CDR 3.20%   3.20% 3.50% 4.20%
Final CDR 0.20%   0.20% 0.20% 0.20%
RMBS [Member] | United States [Member] | Subprime [Member] | Maximum [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Plateau CDR 18.40%   18.40% 13.10% 11.80%
Final CDR 0.90%   0.90% 0.70% 0.60%
RMBS [Member] | United States [Member] | Subprime [Member] | Weighted Average [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Plateau CDR 6.90%   6.90% 7.80% 7.70%
Final CDR 0.30%   0.30% 0.40% 0.40%
Financing Receivable, Delinquent/Modified in Previous 12 Months [Member] | Alt-A and Prime [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Liquidation Rate 20.00%   20.00% 20.00% 20.00%
Financing Receivable, Delinquent/Modified in Previous 12 Months [Member] | RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Insured Financial Obligations, Projected Loss Assumptions, Liquidation Rate 20.00%   20.00% 20.00% 20.00%
Financing Receivables, 30 to 59 Days Past Due [Member] | Alt-A and Prime [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Liquidation Rate 30.00%   30.00% 30.00% 30.00%
Financing Receivables, 30 to 59 Days Past Due [Member] | RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Insured Financial Obligations, Projected Loss Assumptions, Liquidation Rate 40.00%   40.00% 45.00% 40.00%
Financing Receivables, 60 to 89 Days Past Due [Member] | Alt-A and Prime [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Liquidation Rate 35.00%   35.00% 40.00% 40.00%
Financing Receivables, 60 to 89 Days Past Due [Member] | RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Insured Financial Obligations, Projected Loss Assumptions, Liquidation Rate 55.00%   55.00% 60.00% 60.00%
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Alt-A and Prime [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Liquidation Rate 40.00%   40.00% 55.00% 45.00%
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Insured Financial Obligations, Projected Loss Assumptions, Liquidation Rate 75.00%   75.00% 75.00% 75.00%
Financing Receivables, Bankruptcy [Member] | Alt-A and Prime [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Liquidation Rate 45.00%   45.00% 45.00% 45.00%
Financing Receivables, Bankruptcy [Member] | RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Insured Financial Obligations, Projected Loss Assumptions, Liquidation Rate 55.00%   55.00% 55.00% 55.00%
Financing Receivable, Foreclosure [Member] | Alt-A and Prime [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Liquidation Rate 55.00%   55.00% 65.00% 55.00%
Financing Receivable, Foreclosure [Member] | RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Insured Financial Obligations, Projected Loss Assumptions, Liquidation Rate 65.00%   65.00% 70.00% 65.00%
Financing Receivable, Real Estate Owned [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Liquidation Rate 100.00%   100.00% 100.00% 100.00%
Financing Receivable, Real Estate Owned [Member] | RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Insured Financial Obligations, Projected Loss Assumptions, Liquidation Rate 100.00%   100.00% 100.00% 100.00%
Second Lien [Member] | RMBS [Member] | United States [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Loss recovery assumption (as a percent) 2.00%   2.00% 2.00% 2.00%
Number of scenarios weighted in estimating expected losses       5  
Second Lien [Member] | RMBS [Member] | United States [Member] | Home Equity Line of Credit and Closed-end Mortgage [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Insured Financial Obligations, Projected Loss Assumptions, Conditional Prepayment Rate, Final Rate 15.00%   15.00% 15.00% 15.00%
First Lien [Member] | RMBS [Member] | United States [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Number of scenarios weighted in estimating expected losses 5 5 5 5  
Projected loss assumptions, Final CDR, Period for voluntary prepayments to continue     12 months    
Base Scenario [Member] | First Lien [Member] | RMBS [Member] | United States [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Insured Financial Obligations, Projected Loss Assumptions, Conditional Prepayment Rate, Final Rate 15.00%   15.00% 15.00% 15.00%
Projected loss assumptions, Final CDR, Period for voluntary prepayments to continue     5 years    
2005 and prior [Member] | RMBS [Member] | United States [Member] | Option ARM [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Loss severity 60.00%   60.00% 60.00% 60.00%
2005 and prior [Member] | RMBS [Member] | United States [Member] | Alt-A and Prime [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Loss severity 60.00%   60.00% 60.00% 60.00%
2005 and prior [Member] | RMBS [Member] | United States [Member] | Subprime [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Loss severity 80.00%   80.00% 80.00% 80.00%
2006 [Member] | RMBS [Member] | United States [Member] | Option ARM [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Loss severity 70.00%   70.00% 70.00% 70.00%
2006 [Member] | RMBS [Member] | United States [Member] | Alt-A and Prime [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Loss severity 80.00%   80.00% 80.00% 80.00%
2006 [Member] | RMBS [Member] | United States [Member] | Subprime [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Loss severity 85.00%   85.00% 90.00% 85.00%
2007 [Member] | RMBS [Member] | United States [Member] | Option ARM [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Loss severity 75.00%   75.00% 75.00% 75.00%
2007 [Member] | RMBS [Member] | United States [Member] | Alt-A and Prime [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Loss severity 70.00%   70.00% 70.00% 70.00%
2007 [Member] | RMBS [Member] | United States [Member] | Subprime [Member]          
Schedule of Expected Losses to be Paid [Line Items]          
Loss severity 95.00%   95.00% 95.00% 95.00%