Bank of America BAC Derivative Credit Risk Valuation Adjustment, Derivative Assets
Derivative Credit Risk Valuation Adjustment, Derivative Assets at other companies
Other financials
Where this comes from
Reported directly by Bank of America in its filing.
Tagged under the XBRL concept us-gaap:DerivativeCreditRiskValuationAdjustmentDerivativeAssets.
The official record: Bank of America’s 10-Q, filed May 1, 2026, on SEC EDGAR. View the filing →
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Questions, answered.
- What is Bank of America's derivative credit risk valuation adjustment, derivative assets?
- Bank of America (BAC) reported derivative credit risk valuation adjustment, derivative assets of $412M in Q1 2026.
- How has Bank of America's derivative credit risk valuation adjustment, derivative assets changed year-over-year?
- Bank of America's derivative credit risk valuation adjustment, derivative assets increased by 16.7% year-over-year, from $353M to $412M.
- What is the long-term trend for Bank of America's derivative credit risk valuation adjustment, derivative assets?
- Over 5 years (2020 to 2025), Bank of America's derivative credit risk valuation adjustment, derivative assets has grown at a -12.3% compound annual growth rate (CAGR), from $646M to $336M.
- What does derivative credit risk valuation adjustment, derivative assets mean?
- This adjustment, often referred to as Credit Valuation Adjustment (CVA), reflects the market value of counterparty credit risk inherent in derivative assets. It accounts for the possibility that a counterparty may default, thereby reducing the value of the derivative asset to the bank. This is a critical component of fair value accounting for derivatives.