Derivative Asset, Subject to Master Netting Arrangement, Liability Offset
New York Mortgage Trust Derivative Asset, Subject to Master Netting Arrangement, Liability Offset increased by 104.4% to $21.77M in Q1 2026 compared to the prior quarter. Year-over-year, this metric grew by 111.5%, from $10.29M to $21.77M. This increase may warrant attention — for this metric, lower values are generally preferred.
Analysis
How to read this metric
A decrease in this value relative to gross assets suggests more effective netting and reduced counterparty credit risk, while an increase may indicate higher gross exposure or less efficient netting arrangements.
Detailed definition
This metric represents the gross fair value of derivative assets that are subject to a master netting arrangement, speci...
Peer comparison
Large financial institutions and insurers typically report this under ASC 815 or IFRS 7 disclosures to demonstrate the impact of netting agreements on balance sheet presentation.
other_derivative_asset_fair_value_gross_liabilityHistorical Data
| Q4 '22 | Q1 '23 | 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 | $0.00 | $412.00K | $960.00K | $3.05M | $13.09M | $14.62M | $8.36M | $9.31M | $10.79M | $10.29M | $4.67M | $3.54M | $10.65M | $21.77M |
| QoQ Change | — | — | +133.0% | +217.3% | +329.9% | +11.7% | -42.8% | +11.4% | +16.0% | -4.6% | -54.6% | -24.2% | +200.8% | +104.4% |
| YoY Change | — | — | — | — | — | >999% | +770.4% | +205.5% | -17.6% | -29.6% | -44.1% | -62.0% | -1.3% | +111.5% |
Derivative Asset, Subject to Master Netting Arrangement, Liability Offset at Other Companies
Frequently Asked Questions
- What is New York Mortgage Trust's derivative asset, subject to master netting arrangement, liability offset?
- New York Mortgage Trust (ADAM) reported derivative asset, subject to master netting arrangement, liability offset of $21.77M in Q1 2026.
- How has New York Mortgage Trust's derivative asset, subject to master netting arrangement, liability offset changed year-over-year?
- New York Mortgage Trust's derivative asset, subject to master netting arrangement, liability offset increased by 111.5% year-over-year, from $10.29M to $21.77M.
- What does derivative asset, subject to master netting arrangement, liability offset mean?
- The net value of derivative assets after subtracting the amount that can be offset by liabilities with the same counterparty.