Expected Loss to be Paid - Key Assumptions in Base Case Expected Loss Second Lien RMBS (Details) - scenario	3 Months Ended	12 Months Ended
	Mar. 31, 2018	Dec. 31, 2017
RMBS [Member] | United States [Member] | Option ARM [Member] | Minimum [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	1.40%	2.50%
Final CDR	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	7.80%	7.00%
Final CDR	0.40%	0.30%
RMBS [Member] | United States [Member] | Option ARM [Member] | Weighted Average [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	5.80%	5.90%
Final CDR	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	1.40%	1.30%
Final CDR	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	9.20%	9.80%
Final CDR	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%	5.20%
Final CDR	0.20%	0.30%
RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member] | Minimum [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	2.50%	2.70%
Final CDR	2.50%	2.50%
Loss severity	98.00%	98.00%
RMBS [Member] | United States [Member] | Home Equity Line of Credit [Member] | Maximum [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	18.40%	19.90%
Final CDR	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	10.60%	11.40%
Final CDR	2.50%	2.50%
RMBS [Member] | United States [Member] | Subprime [Member] | Minimum [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	4.20%	3.50%
Final CDR	0.20%	0.20%
RMBS [Member] | United States [Member] | Subprime [Member] | Maximum [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	11.80%	13.10%
Final CDR	0.60%	0.70%
RMBS [Member] | United States [Member] | Subprime [Member] | Weighted Average [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	7.70%	7.80%
Final CDR	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%
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%
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%
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%	45.00%
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	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	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	45.00%	55.00%
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%
Financing Receivables, Bankruptcy [Member] | Alt-A and Prime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate	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%
Financing Receivable, Foreclosure [Member] | Alt-A and Prime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate	55.00%	65.00%
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%	70.00%
Financing Receivable, Real Estate Owned [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate	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%
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%
Number of scenarios weighted in estimating expected losses	5	5
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
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]
Projected loss assumptions, Final CDR, Period for voluntary prepayments to continue	5 years 3 months
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%
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%
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%
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%
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%
2006 [Member] | RMBS [Member] | United States [Member] | Subprime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Loss severity	85.00%	90.00%
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%
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%
2007 [Member] | RMBS [Member] | United States [Member] | Subprime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Loss severity	95.00%	95.00%