Discontinued — last reported Q3 '16
Business Segments · Derivative Notional Amount
Agency Business — Derivative Notional Amount
Analysis
StatementSegment
CategoryRisk
SignalContext dependent
VolatilityModerate
First reportedQ3 2016
Last reportedQ3 2016Nov 9, 2016
Rolls up toDerivative Notional Amount
How to read this metric
Changes in this amount reflect shifts in the company's hedging strategy or the size of the underlying portfolio being protected.
Detailed definition
This metric captures the aggregate notional value of all derivative instruments utilized by the agency business segment...
Peer comparison
Standard disclosure for financial firms, often labeled as 'Total Notional Amount of Derivatives' or 'Hedging Portfolio Size'.
Metric ID:
abr_segment_agency_business_derivative_notional_amountSimilar Metrics at Other Companies
Frequently Asked Questions
- What does agency business — derivative notional amount mean?
- The total face value of all derivative contracts used by the agency business segment to manage financial risk.