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Expected Loss to be Paid (Recovered) - Liquidation Rates and Key Assumptions in Base Case Expected Loss First Lien RMBS (Details)
Dec. 31, 2020
Dec. 31, 2019
Dec. 31, 2018
Delinquent/Modified in the Previous 12 Months | Alt-A and Prime      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation rate 20.00% 20.00% 20.00%
Delinquent/Modified in the Previous 12 Months | Option ARM      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation rate 20.00% 20.00% 20.00%
Delinquent/Modified in the Previous 12 Months | Subprime      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation rate 20.00% 20.00% 20.00%
30 – 59 Days Delinquent | Alt-A and Prime      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation rate 35.00% 30.00% 30.00%
30 – 59 Days Delinquent | Option ARM      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation rate 35.00% 35.00% 35.00%
30 – 59 Days Delinquent | Subprime      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation rate 30.00% 35.00% 40.00%
60 – 89 Days Delinquent | Alt-A and Prime      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation rate 40.00% 40.00% 40.00%
60 – 89 Days Delinquent | Option ARM      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation rate 45.00% 45.00% 45.00%
60 – 89 Days Delinquent | Subprime      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation rate 40.00% 45.00% 45.00%
90+ Days Delinquent | Alt-A and Prime      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation rate 55.00% 55.00% 50.00%
90+ Days Delinquent | Option ARM      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation rate 60.00% 55.00% 55.00%
90+ Days Delinquent | Subprime      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation rate 45.00% 50.00% 50.00%
Bankruptcy | Alt-A and Prime      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation rate 45.00% 45.00% 45.00%
Bankruptcy | Option ARM      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation rate 50.00% 50.00% 50.00%
Bankruptcy | Subprime      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation rate 40.00% 40.00% 40.00%
Foreclosure | Alt-A and Prime      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation rate 60.00% 65.00% 60.00%
Foreclosure | Option ARM      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation rate 65.00% 65.00% 65.00%
Foreclosure | Subprime      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation rate 55.00% 60.00% 60.00%
Real Estate Owned      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation rate 100.00% 100.00% 100.00%
U.S. | Alt-A | 2005 and prior | RMBS      
Schedule of Expected Losses to be Paid [Line Items]      
Initial loss severity 60.00% 60.00% 60.00%
U.S. | Alt-A | 2006 | RMBS      
Schedule of Expected Losses to be Paid [Line Items]      
Initial loss severity 70.00% 70.00% 70.00%
U.S. | Alt-A | 2007+ | RMBS      
Schedule of Expected Losses to be Paid [Line Items]      
Initial loss severity 70.00% 70.00% 70.00%
U.S. | Alt-A | Minimum | RMBS      
Schedule of Expected Losses to be Paid [Line Items]      
Plateau CDR 0.00% 0.30% 1.20%
Final CDR 0.00% 0.00% 0.10%
U.S. | Alt-A | Maximum | RMBS      
Schedule of Expected Losses to be Paid [Line Items]      
Plateau CDR 9.70% 8.40% 11.40%
Final CDR 0.50% 0.40% 0.60%
U.S. | Alt-A | Weighted Average | RMBS      
Schedule of Expected Losses to be Paid [Line Items]      
Plateau CDR 5.30% 4.10% 4.60%
Final CDR 0.30% 0.20% 0.20%
U.S. | Option ARM | 2005 and prior | RMBS      
Schedule of Expected Losses to be Paid [Line Items]      
Initial loss severity 60.00% 60.00% 60.00%
U.S. | Option ARM | 2006 | RMBS      
Schedule of Expected Losses to be Paid [Line Items]      
Initial loss severity 60.00% 60.00% 60.00%
U.S. | Option ARM | 2007+ | RMBS      
Schedule of Expected Losses to be Paid [Line Items]      
Initial loss severity 60.00% 70.00% 70.00%
U.S. | Option ARM | Minimum | RMBS      
Schedule of Expected Losses to be Paid [Line Items]      
Plateau CDR 2.30% 1.80% 1.80%
Final CDR 0.10% 0.10% 0.10%
U.S. | Option ARM | Maximum | RMBS      
Schedule of Expected Losses to be Paid [Line Items]      
Plateau CDR 11.90% 8.40% 8.30%
Final CDR 0.60% 0.40% 0.40%
U.S. | Option ARM | Weighted Average | RMBS      
Schedule of Expected Losses to be Paid [Line Items]      
Plateau CDR 5.40% 5.40% 5.60%
Final CDR 0.30% 0.30% 0.30%
U.S. | Subprime | 2005 and prior | RMBS      
Schedule of Expected Losses to be Paid [Line Items]      
Initial loss severity 60.00% 75.00% 80.00%
U.S. | Subprime | 2006 | RMBS      
Schedule of Expected Losses to be Paid [Line Items]      
Initial loss severity 70.00% 75.00% 75.00%
U.S. | Subprime | 2007+ | RMBS      
Schedule of Expected Losses to be Paid [Line Items]      
Initial loss severity 70.00% 75.00% 95.00%
U.S. | Subprime | Minimum | RMBS      
Schedule of Expected Losses to be Paid [Line Items]      
Plateau CDR 2.70% 1.60% 1.80%
Final CDR 0.10% 0.10% 0.10%
U.S. | Subprime | Maximum | RMBS      
Schedule of Expected Losses to be Paid [Line Items]      
Plateau CDR 11.30% 18.10% 23.20%
Final CDR 0.60% 0.90% 1.20%
U.S. | Subprime | Weighted Average | RMBS      
Schedule of Expected Losses to be Paid [Line Items]      
Plateau CDR 5.60% 5.60% 6.20%
Final CDR 0.30% 0.30% 0.30%