Expected Loss to be Paid (Recovered) - Key Assumptions in Base Case Expected Loss First Lien RMBS (Details) - U.S. - RMBS	Dec. 31, 2022	Dec. 31, 2021
Alt-A | 2005 and prior
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	50.00%	60.00%
Alt-A | 2006
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	50.00%	60.00%
Alt-A | 2007+
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	50.00%	60.00%
Alt-A | Minimum
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	1.60%	0.90%
Final CDR	0.10%	0.00%
Alt-A | Maximum
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	11.50%	11.60%
Final CDR	0.60%	0.60%
Alt-A | Weighted Average
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	5.10%	5.90%
Final CDR	0.30%	0.30%
Option ARM | 2005 and prior
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	50.00%	60.00%
Option ARM | 2006
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	50.00%	60.00%
Option ARM | 2007+
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	50.00%	60.00%
Option ARM | Minimum
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	2.00%	1.80%
Final CDR	0.10%	0.10%
Option ARM | Maximum
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	7.70%	11.90%
Final CDR	0.40%	0.60%
Option ARM | Weighted Average
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	4.30%	5.60%
Final CDR	0.20%	0.30%
Subprime | 2005 and prior
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	50.00%	60.00%
Subprime | 2006
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	50.00%	60.00%
Subprime | 2007+
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	50.00%	60.00%
Subprime | Minimum
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	2.70%	2.90%
Final CDR	0.10%	0.10%
Subprime | Maximum
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	9.70%	10.00%
Final CDR	0.50%	0.50%
Subprime | Weighted Average
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	5.60%	6.00%
Final CDR	0.30%	0.30%