Discontinued — last reported Q3 '23

Other

Credit Derivative Maximum Exposure

Consolidated Edison Credit Derivative Maximum Exposure increased by 2.7% to $75.00M in Q1 2026 compared to the prior quarter. Year-over-year, this metric declined by 47.6%, from $143.00M to $75.00M. Over 5 years (FY 2020 to FY 2025), Credit Derivative Maximum Exposure shows a downward trend with a -19.6% CAGR. This increase may warrant attention — for this metric, lower values are generally preferred.

Analysis

StatementBalance Sheet Statement
SectionOther
CategoryRisk
SignalLower is better
VolatilityModerate
First reportedQ4 2018
Last reportedQ3 2023

How to read this metric

A decrease is generally preferred as it indicates lower potential exposure to credit events and counterparty defaults.

Detailed definition

This represents the maximum potential undiscounted loss the company could face from its credit derivative contracts if a...

Peer comparison

Standard risk disclosure for global banks with significant credit trading and protection-selling activities.

Metric ID: credit_derivative_max_exposure

Historical Data

20 periods
 Q2 '21Q3 '21Q4 '21Q1 '22Q2 '22Q3 '22Q4 '22Q1 '23Q2 '23Q3 '23Q4 '23Q1 '24Q2 '24Q3 '24Q4 '24Q1 '25Q2 '25Q3 '25Q4 '25Q1 '26
Value$378.00M$689.00M$406.00M$643.00M$741.00M$859.00M$703.00M$66.00M$94.00M$76.00M$92.00M$88.00M$16.00M$6.00M$29.00M$143.00M$67.00M$33.00M$73.00M$75.00M
QoQ Change+82.3%-41.1%+58.4%+15.2%+15.9%-18.2%-90.6%+42.4%-19.1%+21.1%-4.3%-81.8%-62.5%+383.3%+393.1%-53.1%-50.7%+121.2%+2.7%
YoY Change+96.0%+24.7%+73.2%-89.7%-87.3%-91.2%-86.9%+33.3%-83.0%-92.1%-68.5%+62.5%+318.8%+450.0%+151.7%-47.6%
Range$6.00M$859.00M
CAGR-28.9%
Avg YoY Growth+35.2%
Median YoY Growth-11.4%
Current Streak2 quarters growth

Frequently Asked Questions

What is Consolidated Edison's credit derivative maximum exposure?
Consolidated Edison (ED) reported credit derivative maximum exposure of $75.00M in Q1 2026.
How has Consolidated Edison's credit derivative maximum exposure changed year-over-year?
Consolidated Edison's credit derivative maximum exposure decreased by 47.6% year-over-year, from $143.00M to $75.00M.
What is the long-term trend for Consolidated Edison's credit derivative maximum exposure?
Over 5 years (2020 to 2025), Consolidated Edison's credit derivative maximum exposure has grown at a -19.6% compound annual growth rate (CAGR), from $217.00M to $73.00M.
What does credit derivative maximum exposure mean?
The worst-case financial loss the company could suffer from its credit derivative contracts.