Securities - Significant Assumptions (Details) - Non-agency residential	Mar. 31, 2017
Weighted Average
Significant Assumptions:
Prepayment speed	11.40%
Loss severity	21.30%
Life default rate	22.90%
Weighted Average | Prime
Significant Assumptions:
Loss severity	17.80%
Life default rate	16.30%
Weighted Average | Alt-A
Significant Assumptions:
Loss severity	19.90%
Life default rate	23.90%
Weighted Average | Subprime
Significant Assumptions:
Loss severity	31.90%
Life default rate	24.30%
10th Percentile
Significant Assumptions:
Prepayment speed	2.80%
Loss severity	9.50%
Life default rate	1.30%
90th Percentile
Significant Assumptions:
Prepayment speed	20.00%
Loss severity	39.20%
Life default rate	80.40%