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Discontinued — last reported Q3 '17

Business Segments · Derivative Liability Notional Amount

Agency Business — Derivative Liability Notional Amount

Analysis

StatementSegment
CategoryRisk
SignalContext dependent
VolatilityModerate
First reportedQ1 2017
Last reportedQ3 2017Nov 3, 2017

How to read this metric

An increase suggests higher exposure to unfavorable market movements or increased hedging activity that has resulted in net liability positions.

Detailed definition

This represents the total face value of derivative contracts held by the agency business segment that are in a net liabi...

Peer comparison

Commonly reported by financial institutions as 'Notional Amount of Derivative Liabilities' or 'Derivative Liability Exposure'.

Metric ID: abr_segment_agency_business_derivative_liability_notional_amount

Frequently Asked Questions

What does agency business — derivative liability notional amount mean?
The total face value of derivative contracts that currently represent a financial liability for the agency business segment.