Derivative Credit Risk Valuation Adjustment, Derivative Assets
Bank of America Derivative Credit Risk Valuation Adjustment, Derivative Assets increased by 22.6% to $412.00M in Q1 2026 compared to the prior quarter. Year-over-year, this metric grew by 16.7%, from $353.00M to $412.00M. Over 5 years (FY 2020 to FY 2025), Derivative Credit Risk Valuation Adjustment, Derivative Assets shows a downward trend with a -12.3% CAGR. This increase may warrant attention — for this metric, lower values are generally preferred.
Analysis
How to read this metric
An increase in this adjustment reflects higher perceived counterparty credit risk in the derivative portfolio.
Detailed definition
This adjustment, often referred to as Credit Valuation Adjustment (CVA), reflects the market value of counterparty credi...
Peer comparison
Standard fair value accounting adjustment for derivative assets across the banking industry.
other_derivative_credit_risk_valuation_adjustment_deriva_d233b6Historical Data
| Q2 '21 | Q3 '21 | Q4 '21 | Q1 '22 | Q2 '22 | Q3 '22 | 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 | $488.00M | $434.00M | $438.00M | $497.00M | $611.00M | $655.00M | $518.00M | $506.00M | $397.00M | $367.00M | $359.00M | $297.00M | $328.00M | $360.00M | $328.00M | $353.00M | $392.00M | $350.00M | $336.00M | $412.00M |
| QoQ Change | — | -11.1% | +0.9% | +13.5% | +22.9% | +7.2% | -20.9% | -2.3% | -21.5% | -7.6% | -2.2% | -17.3% | +10.4% | +9.8% | -8.9% | +7.6% | +11.0% | -10.7% | -4.0% | +22.6% |
| YoY Change | — | — | — | — | +25.2% | +50.9% | +18.3% | +1.8% | -35.0% | -44.0% | -30.7% | -41.3% | -17.4% | -1.9% | -8.6% | +18.9% | +19.5% | -2.8% | +2.4% | +16.7% |
Derivative Credit Risk Valuation Adjustment, Derivative Assets at Other Companies
Frequently Asked Questions
- 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 $412.00M 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 $353.00M to $412.00M.
- 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 $646.00M to $336.00M.
- What does derivative credit risk valuation adjustment, derivative assets mean?
- The adjustment made to the value of derivative assets to account for the risk that the counterparty might default.