Expected Loss to be Paid (Recovered) - Key Assumptions in Base Case Expected Loss (Details) - RMBS - U.S. - Home equity lines of credit (HELOCs)	Dec. 31, 2022	Dec. 31, 2021
Schedule of Expected Losses to be Paid [Line Items]
Final CDR trended down to		1.00%
Loss severity	98.00%	98.00%
Projected future recoveries on previously charged-off loans	30.00%	30.00%
Minimum
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	0.40%	6.50%
Final CDR trended down to	0.00%
Maximum
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	8.40%	39.60%
Final CDR trended down to	0.40%
Weighted Average
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	3.50%	16.40%
Final CDR trended down to	0.20%
Current but recently delinquent
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	20.00%	20.00%
30 – 59 Days Delinquent:
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	30.00%	30.00%
60 – 89 Days Delinquent:
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	40.00%	40.00%
90+ Days Delinquent:
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	60.00%	60.00%
Bankruptcy:
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	55.00%	55.00%
Foreclosure:
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	55.00%	55.00%
Real Estate Owned
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	100.00%	100.00%