Expected Loss to be Paid - Key Assumptions in Base Case Expected Loss Second Lien RMBS (Details) - scenario	9 Months Ended	12 Months Ended
	Sep. 30, 2020	Dec. 31, 2019	Jun. 30, 2020
RMBS | U.S. | Option ARM | Minimum
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	2.50%	1.80%	2.40%
Final CDR	0.10%	0.10%	0.10%
RMBS | U.S. | Option ARM | Maximum
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	11.30%	8.40%	10.40%
Final CDR	0.60%	0.40%	0.50%
RMBS | U.S. | Option ARM | Weighted Average
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	5.70%	5.40%	5.60%
Final CDR	0.30%	0.30%	0.30%
RMBS | U.S. | Alt-A and Prime | Minimum
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	0.00%	0.30%	1.60%
Final CDR	0.00%	0.00%	0.10%
RMBS | U.S. | Alt-A and Prime | Maximum
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	9.60%	8.40%	9.40%
Final CDR	0.50%	0.40%	0.50%
RMBS | U.S. | Alt-A and Prime | Weighted Average
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	5.30%	4.10%	5.20%
Final CDR	0.30%	0.20%	0.30%
RMBS | U.S. | Home Equity Line of Credit [Member]
Schedule of Expected Losses to be Paid [Line Items]
Loss severity	98.00%	98.00%	98.00%
Projected future recoveries on previously charged-off loans	20.00%	20.00%	20.00%
RMBS | U.S. | Home Equity Line of Credit [Member] | Minimum
Schedule of Expected Losses to be Paid [Line Items]
Final CPR	2.50%
Plateau CDR	6.90%	5.90%	6.30%
Final CDR	2.50%	2.50%	2.50%
RMBS | U.S. | Home Equity Line of Credit [Member] | Maximum
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	29.60%	24.60%	29.80%
Final CDR	3.20%	3.20%	3.20%
RMBS | U.S. | Home Equity Line of Credit [Member] | Weighted Average
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	13.30%	9.50%	13.00%
Final CDR	2.50%	2.50%	2.50%
RMBS | U.S. | Subprime | Minimum
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	2.30%	1.60%	1.30%
Final CDR	0.10%	0.10%	0.10%
RMBS | U.S. | Subprime | Maximum
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	11.00%	18.10%	19.10%
Final CDR	0.50%	0.90%	1.00%
RMBS | U.S. | Subprime | Weighted Average
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	5.50%	5.60%	5.50%
Final CDR	0.30%	0.30%	0.30%
Delinquent/Modified in the Previous 12 Months | Alt-A and Prime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	20.00%	20.00%	20.00%
Delinquent/Modified in the Previous 12 Months | RMBS | U.S. | Home Equity Line of Credit [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	20.00%	20.00%	20.00%
30 – 59 Days Delinquent | Alt-A and Prime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	35.00%	30.00%	35.00%
30 – 59 Days Delinquent | RMBS | U.S. | Home Equity Line of Credit [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	30.00%	30.00%	30.00%
60 – 89 Days Delinquent | Alt-A and Prime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	40.00%	40.00%	40.00%
60 – 89 Days Delinquent | RMBS | U.S. | Home Equity Line of Credit [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	40.00%	45.00%	40.00%
90+ Days Delinquent | Alt-A and Prime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	55.00%	55.00%	55.00%
90+ Days Delinquent | RMBS | U.S. | Home Equity Line of Credit [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	60.00%	65.00%	60.00%
Bankruptcy | Alt-A and Prime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	45.00%	45.00%	45.00%
Bankruptcy | RMBS | U.S. | Home Equity Line of Credit [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	55.00%	55.00%	55.00%
Foreclosure | Alt-A and Prime
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	60.00%	65.00%	60.00%
Foreclosure | RMBS | U.S. | Home Equity Line of Credit [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	55.00%	55.00%	55.00%
Real Estate Owned
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	100.00%	100.00%	100.00%
Real Estate Owned | RMBS | U.S. | Home Equity Line of Credit [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	100.00%	100.00%	100.00%
Second Lien | RMBS | U.S.
Schedule of Expected Losses to be Paid [Line Items]
Loss recovery assumption (as a percent)	2.00%	2.00%
Liquidation rate	20.00%
Second Lien | RMBS | U.S. | Home Equity Line of Credit and Closed-end Mortgage
Schedule of Expected Losses to be Paid [Line Items]
Final CPR	15.00%
First Lien | RMBS | U.S.
Schedule of Expected Losses to be Paid [Line Items]
Liquidation rate	20.00%
Number of scenarios weighted in estimating expected losses	5	5
Projected loss assumptions, Final CPR, Period for voluntary prepayments to continue	12 months
Base Scenario | First Lien | RMBS | U.S.
Schedule of Expected Losses to be Paid [Line Items]
Final CPR	15.00%	15.00%
Projected loss assumptions, Final CPR, Period for voluntary prepayments to continue	2 years 9 months
2005 and prior | RMBS | U.S. | Option ARM
Schedule of Expected Losses to be Paid [Line Items]
Loss severity	60.00%	60.00%	60.00%
2005 and prior | RMBS | U.S. | Alt-A and Prime
Schedule of Expected Losses to be Paid [Line Items]
Loss severity	60.00%	60.00%	60.00%
2005 and prior | RMBS | U.S. | Subprime
Schedule of Expected Losses to be Paid [Line Items]
Loss severity	75.00%	75.00%	75.00%
2006 | RMBS | U.S. | Option ARM
Schedule of Expected Losses to be Paid [Line Items]
Loss severity	60.00%	60.00%	60.00%
2006 | RMBS | U.S. | Alt-A and Prime
Schedule of Expected Losses to be Paid [Line Items]
Loss severity	70.00%	70.00%	70.00%
2006 | RMBS | U.S. | Subprime
Schedule of Expected Losses to be Paid [Line Items]
Loss severity	75.00%	75.00%	75.00%
2007+ | RMBS | U.S. | Option ARM
Schedule of Expected Losses to be Paid [Line Items]
Loss severity	70.00%	70.00%	70.00%
2007+ | RMBS | U.S. | Alt-A and Prime
Schedule of Expected Losses to be Paid [Line Items]
Loss severity	70.00%	70.00%	70.00%
2007+ | RMBS | U.S. | Subprime
Schedule of Expected Losses to be Paid [Line Items]
Loss severity	75.00%	75.00%	75.00%