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Expected Loss to be Paid - Narrative Net Expected Recoveries from Breaches of R&W (Details) - RMBS - U.S. - USD ($)
$ in Millions
9 Months Ended
Sep. 30, 2020
Dec. 31, 2019
Schedule of Expected Losses to be Paid [Line Items]    
Future net R&W benefit $ 82 $ 53
Second Lien    
Schedule of Expected Losses to be Paid [Line Items]    
Period from plateau to intermediate conditional default rate (in months) 28 months  
Second Lien | Most Stressful    
Schedule of Expected Losses to be Paid [Line Items]    
Period from plateau to intermediate conditional default rate (in months) 31 months