Other
Hedged Asset Fair Value Hedge Basis Adjustment
Citizens Financial Group Hedged Asset Fair Value Hedge Basis Adjustment increased by 123.5% to $4.00M in Q1 2026 compared to the prior quarter. Year-over-year, this metric grew by 100.0%, from $2.00M to $4.00M. Over 2 years (FY 2023 to FY 2025), Hedged Asset Fair Value Hedge Basis Adjustment shows an upward trend with a -46.8% CAGR.
Analysis
StatementBalance Sheet Statement
SectionOther
CategoryRisk
SignalContext dependent
VolatilityModerate
First reportedQ4 2024
Last reportedQ1 2026
How to read this metric
Changes reflect the impact of interest rate movements on the hedged portfolio and the effectiveness of the bank's hedging program.
Detailed definition
This metric reflects the cumulative fair value basis adjustment for assets designated in a portfolio layer method fair v...
Peer comparison
Technical accounting disclosure for banks utilizing fair value hedge accounting.
Metric ID:
hedged_asset_fair_value_hedge_basis_adjustmentHistorical Data
12 periods
| Q2 '23 | Q3 '23 | Q4 '23 | Q1 '24 | Q2 '24 | Q3 '24 | Q4 '24 | Q1 '25 | Q2 '25 | Q3 '25 | Q4 '25 | Q1 '26 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Value | -$9.00M | -$17.00M | -$60.00M | $74.00M | $113.00M | -$176.00M | $75.00M | $2.00M | -$29.00M | -$37.00M | -$17.00M | $4.00M |
| QoQ Change | — | -88.9% | -252.9% | +223.3% | +52.7% | -255.8% | +142.6% | -97.3% | <-999% | -27.6% | +54.1% | +123.5% |
| YoY Change | — | — | — | — | >999% | -935.3% | +225.0% | -97.3% | -125.7% | +79.0% | -122.7% | +100.0% |
Range-$176.00M – $113.00M
CAGR-25.5%
Avg YoY Growth+59.8%
Median YoY Growth-9.2%
Current Streak2 quarters growth
Hedged Asset Fair Value Hedge Basis Adjustment at Other Companies
Frequently Asked Questions
- What is Citizens Financial Group's hedged asset fair value hedge basis adjustment?
- Citizens Financial Group (CFG) reported hedged asset fair value hedge basis adjustment of $4.00M in Q1 2026.
- How has Citizens Financial Group's hedged asset fair value hedge basis adjustment changed year-over-year?
- Citizens Financial Group's hedged asset fair value hedge basis adjustment increased by 100.0% year-over-year, from $2.00M to $4.00M.
- What is the long-term trend for Citizens Financial Group's hedged asset fair value hedge basis adjustment?
- Over 2 years (2023 to 2025), Citizens Financial Group's hedged asset fair value hedge basis adjustment has grown at a -46.8% compound annual growth rate (CAGR), from -$60.00M to -$17.00M.
- What does hedged asset fair value hedge basis adjustment mean?
- The accounting adjustment made to the value of assets that are being protected against price changes using financial hedges.