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Effect of changes in instrument-specific credit risk

Apollo Global Management Effect of changes in instrument-specific credit risk increased by 83.1% to -$44M in Q1 2026 compared to the prior quarter. Year-over-year, this metric declined by 7.3%, from -$41M to -$44M. Over 3 years (FY 2022 to FY 2025), Effect of changes in instrument-specific credit risk shows a downward trend with a -10.8% 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 reportedQ1 2022
Last reportedQ1 2026May 7, 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_19efcb

Historical Data

13 periods
 Q1 '22Q2 '22Q3 '22Q4 '22Q1 '23Q3 '23Q4 '23Q3 '24Q4 '24Q1 '25Q3 '25Q4 '25Q1 '26
Value-$397M-$576M-$524M$366M-$455M-$220M-$8M-$95M-$157M-$41M-$289M-$260M-$44M
QoQ Change-45.1%+9.0%+169.8%-224.3%+51.6%+96.4%<-999%-65.3%+73.9%-604.9%+10.0%+83.1%
YoY Change-14.6%+58.0%-102.2%+56.8%<-999%-204.2%-65.6%-7.3%
Range-$576M$366M
CAGR-52.0%
Avg YoY Growth-267.7%
Median YoY Growth-40.1%
Current Streak2 quarters growth

Product Breakdown

View all
SegmentQ3 '23Q1 '24Q2 '24Q4 '24Q3 '25Q4 '25Q1 '26
Indexed Annuities-$284M-$255M-$43M
Traditional Deferred Annuities-$5M-$5M-$1M
Traditional Deferred Annuities and Indexed Annuities$146M-$36M-$2M-$157M
Total-$220M-$157M-$289M-$260M-$44M

Frequently Asked Questions

What is Apollo Global Management's effect of changes in instrument-specific credit risk?
Apollo Global Management (APO) reported effect of changes in instrument-specific credit risk of -$44M in Q1 2026.
How has Apollo Global Management's effect of changes in instrument-specific credit risk changed year-over-year?
Apollo Global Management's effect of changes in instrument-specific credit risk decreased by 7.3% year-over-year, from -$41M to -$44M.
What is the long-term trend for Apollo Global Management's effect of changes in instrument-specific credit risk?
Over 3 years (2022 to 2025), Apollo Global Management's effect of changes in instrument-specific credit risk has grown at a -10.8% compound annual growth rate (CAGR), from $366M to -$260M.
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.