XML 70 R55.htm IDEA: XBRL DOCUMENT v3.19.1
Expected Loss to be Paid - Liquidation Rates and Key Assumptions in Base Case Expected Loss First Lien RMBS (Details) - scenario
3 Months Ended 12 Months Ended
Mar. 31, 2019
Dec. 31, 2017
Dec. 31, 2018
Financing Receivable, Delinquent/Modified in Previous 12 Months [Member] | Subprime [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] | 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] | Option ARM [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation Rate 20.00%   20.00%
Financing Receivables, 30 to 59 Days Past Due [Member] | Subprime [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation Rate 40.00%   40.00%
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] | Option ARM [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation Rate 35.00%   35.00%
Financing Receivables, 60 to 89 Days Past Due [Member] | Subprime [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation Rate 45.00%   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] | Option ARM [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation Rate 45.00%   45.00%
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Subprime [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation Rate 50.00%   50.00%
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 50.00%   50.00%
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Option ARM [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation Rate 55.00%   55.00%
Financing Receivables, Bankruptcy [Member] | Subprime [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation Rate 40.00%   40.00%
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] | Option ARM [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation Rate 50.00%   50.00%
Financing Receivable, Foreclosure [Member] | Subprime [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation Rate 60.00%   60.00%
Financing Receivable, Foreclosure [Member] | Alt-A and Prime [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation Rate 60.00%   60.00%
Financing Receivable, Foreclosure [Member] | Option ARM [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation Rate 65.00%   65.00%
Financing Receivable, Real Estate Owned [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Liquidation Rate 100.00%   100.00%
United States [Member] | Alt-A and Prime [Member] | 2005 and prior [Member] | RMBS [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Initial loss severity 60.00%   60.00%
United States [Member] | Alt-A and Prime [Member] | 2006 [Member] | RMBS [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Initial loss severity 70.00%   70.00%
United States [Member] | Alt-A and Prime [Member] | 2007 [Member] | RMBS [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Initial loss severity 70.00%   70.00%
United States [Member] | Alt-A and Prime [Member] | Minimum [Member] | RMBS [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Plateau CDR 1.00%   1.20%
Final CDR 0.00%   0.10%
United States [Member] | Alt-A and Prime [Member] | Maximum [Member] | RMBS [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Plateau CDR 10.70%   11.40%
Final CDR 0.50%   0.60%
United States [Member] | Alt-A and Prime [Member] | Weighted Average [Member] | RMBS [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Plateau CDR 4.30%   4.60%
Final CDR 0.20%   0.20%
United States [Member] | Option ARM [Member] | 2005 and prior [Member] | RMBS [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Initial loss severity 60.00%   60.00%
United States [Member] | Option ARM [Member] | 2006 [Member] | RMBS [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Initial loss severity 60.00%   60.00%
United States [Member] | Option ARM [Member] | 2007 [Member] | RMBS [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Initial loss severity 70.00%   70.00%
United States [Member] | Option ARM [Member] | Minimum [Member] | RMBS [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Plateau CDR 2.10%   1.80%
Final CDR 0.10%   0.10%
United States [Member] | Option ARM [Member] | Maximum [Member] | RMBS [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Plateau CDR 9.30%   8.30%
Final CDR 0.50%   0.40%
United States [Member] | Option ARM [Member] | Weighted Average [Member] | RMBS [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Plateau CDR 5.90%   5.60%
Final CDR 0.30%   0.30%
United States [Member] | Subprime [Member] | 2005 and prior [Member] | RMBS [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Initial loss severity 80.00%   80.00%
United States [Member] | Subprime [Member] | 2006 [Member] | RMBS [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Initial loss severity 75.00%   75.00%
United States [Member] | Subprime [Member] | 2007 [Member] | RMBS [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Initial loss severity 95.00%   95.00%
United States [Member] | Subprime [Member] | Minimum [Member] | RMBS [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Plateau CDR 2.40%   1.80%
Final CDR 0.10%   0.10%
United States [Member] | Subprime [Member] | Maximum [Member] | RMBS [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Plateau CDR 24.10%   23.20%
Final CDR 1.20%   1.20%
United States [Member] | Subprime [Member] | Weighted Average [Member] | RMBS [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Plateau CDR 6.20%   6.20%
Final CDR 0.30%   0.30%
First Lien [Member] | United States [Member] | RMBS [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Projected loss assumptions, Final CDR, Period for voluntary prepayments to continue 12 months    
Number of scenarios weighted in estimating expected losses 5 5  
Base Scenario [Member] | First Lien [Member] | United States [Member] | RMBS [Member]      
Schedule of Expected Losses to be Paid [Line Items]      
Projected loss assumptions, Final CDR, Period for voluntary prepayments to continue 4 years 3 months    
Final CPR 15.00%   15.00%