Expected Loss to be Paid - Liquidation Rates and Key Assumptions in Base Case Expected Loss First Lien RMBS (Details)	Dec. 31, 2019	Dec. 31, 2018	Dec. 31, 2017
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%	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%	20.00%
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%	20.00%
Financial Asset, 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%	30.00%
Financial Asset, 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%	35.00%
Financial Asset, 30 to 59 Days Past Due [Member] | Subprime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate	35.00%	40.00%	40.00%
Financial Asset, 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%	40.00%
Financial Asset, 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%	50.00%
Financial Asset, 60 to 89 Days Past Due [Member] | Subprime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate	45.00%	45.00%	50.00%
Financial Asset, Equal to or Greater than 90 Days Past Due [Member] | Alt-A and Prime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate	55.00%	50.00%	55.00%
Financial Asset, Equal to or 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%	60.00%
Financial Asset, Equal to or Greater than 90 Days Past Due [Member] | Subprime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate	50.00%	50.00%	55.00%
Financing Receivables, Bankruptcy [Member] | Alt-A and Prime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate	45.00%	45.00%	45.00%
Financing Receivables, Bankruptcy [Member] | Option ARM [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate	50.00%	50.00%	50.00%
Financing Receivables, Bankruptcy [Member] | Subprime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate	40.00%	40.00%	40.00%
Financing Receivable, Foreclosure [Member] | Alt-A and Prime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate	65.00%	60.00%	65.00%
Financing Receivable, Foreclosure [Member] | Option ARM [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate	65.00%	65.00%	70.00%
Financing Receivable, Foreclosure [Member] | Subprime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate	60.00%	60.00%	65.00%
Financing Receivable, Real Estate Owned [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate	100.00%	100.00%	100.00%
United States [Member] | Alt-A [Member] | 2005 and prior [Member] | Residential Mortgage-Backed Securities (RMBS) [Member]
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	60.00%	60.00%	60.00%
United States [Member] | Alt-A [Member] | 2006 [Member] | Residential Mortgage-Backed Securities (RMBS) [Member]
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	70.00%	70.00%	80.00%
United States [Member] | Alt-A [Member] | 2007 [Member] | Residential Mortgage-Backed Securities (RMBS) [Member]
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	70.00%	70.00%	70.00%
United States [Member] | Alt-A [Member] | Minimum [Member] | Residential Mortgage-Backed Securities (RMBS) [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	0.30%	1.20%	1.30%
Final CDR	0.00%	0.10%	0.10%
United States [Member] | Alt-A [Member] | Maximum [Member] | Residential Mortgage-Backed Securities (RMBS) [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	8.40%	11.40%	9.80%
Final CDR	0.40%	0.60%	0.50%
United States [Member] | Alt-A [Member] | Weighted Average [Member] | Residential Mortgage-Backed Securities (RMBS) [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	4.10%	4.60%	5.20%
Final CDR	0.20%	0.20%	0.30%
United States [Member] | Option ARM [Member] | 2005 and prior [Member] | Residential Mortgage-Backed Securities (RMBS) [Member]
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	60.00%	60.00%	60.00%
United States [Member] | Option ARM [Member] | 2006 [Member] | Residential Mortgage-Backed Securities (RMBS) [Member]
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	60.00%	60.00%	70.00%
United States [Member] | Option ARM [Member] | 2007 [Member] | Residential Mortgage-Backed Securities (RMBS) [Member]
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	70.00%	70.00%	75.00%
United States [Member] | Option ARM [Member] | Minimum [Member] | Residential Mortgage-Backed Securities (RMBS) [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	1.80%	1.80%	2.50%
Final CDR	0.10%	0.10%	0.10%
United States [Member] | Option ARM [Member] | Maximum [Member] | Residential Mortgage-Backed Securities (RMBS) [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	8.40%	8.30%	7.00%
Final CDR	0.40%	0.40%	0.30%
United States [Member] | Option ARM [Member] | Weighted Average [Member] | Residential Mortgage-Backed Securities (RMBS) [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	5.40%	5.60%	5.90%
Final CDR	0.30%	0.30%	0.30%
United States [Member] | Subprime [Member] | 2005 and prior [Member] | Residential Mortgage-Backed Securities (RMBS) [Member]
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	75.00%	80.00%	80.00%
United States [Member] | Subprime [Member] | 2006 [Member] | Residential Mortgage-Backed Securities (RMBS) [Member]
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	75.00%	75.00%	90.00%
United States [Member] | Subprime [Member] | 2007 [Member] | Residential Mortgage-Backed Securities (RMBS) [Member]
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	75.00%	95.00%	95.00%
United States [Member] | Subprime [Member] | Minimum [Member] | Residential Mortgage-Backed Securities (RMBS) [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	1.60%	1.80%	3.50%
Final CDR	0.10%	0.10%	0.20%
United States [Member] | Subprime [Member] | Maximum [Member] | Residential Mortgage-Backed Securities (RMBS) [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	18.10%	23.20%	13.10%
Final CDR	0.90%	1.20%	0.70%
United States [Member] | Subprime [Member] | Weighted Average [Member] | Residential Mortgage-Backed Securities (RMBS) [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	5.60%	6.20%	7.80%
Final CDR	0.30%	0.30%	0.40%