Other
Effect of changes in instrument-specific credit risk
Analysis
StatementBalance Sheet Statement
SectionOther
CategoryRisk
SignalLower is better
VolatilityModerate
First reportedQ1 2022
Last reportedQ1 2026
How to read this metric
An increase in this value suggests a decline in the company's perceived credit quality, impacting the valuation of its liabilities.
Detailed definition
This captures the cumulative impact of changes in the company's own credit risk on the valuation of market risk benefits...
Peer comparison
Standard reporting requirement for financial institutions under fair value accounting for liabilities.
Metric ID:
other_aoci_market_risk_benefit_instrument_specific_credi_19efcbProduct Breakdown
| Segment | Q4 '21 | Q1 '22 | Q2 '22 | Q3 '22 | Q4 '22 | Q1 '23 | Q2 '23 |
|---|---|---|---|---|---|---|---|
| Variable Annuity | — | — | — | — | — | -$229.00M | -$150.00M |
| Retirement Assurance | -$8.00M | -$8.00M | -$10.00M | -$10.00M | -$8.00M | — | — |
| Total | — | — | — | — | — | — | — |
Effect of changes in instrument-specific credit risk at Other Companies
Frequently Asked Questions
- What does effect of changes in instrument-specific credit risk mean?
- The portion of market risk benefit valuation changes attributed specifically to the company's own credit risk.