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Capital City Bank Group CCBG Fair value of derivative liabilities

Fair value of derivative liabilities at other companies

Goldman Sachs BDC logo
Goldman Sachs BDCGSBD
$1.18B—
PennyMac Financial Services, Inc. logo
PennyMac Financial Services, Inc.PFSI
$66.83M+359%
Axos Financial logo
Axos FinancialAX
$48.08M-29.9%
Global Net Lease logo
Global Net LeaseGNL
$1.73M-35.5%
CVR Energy logo
CVR EnergyCVI
$82M—
Enovis logo
EnovisENOV
$48.26M+9,234%

Other financials

Income statement

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Revenue$62.8M+2.1%
Net income$15.8M-6.2%
EPS (diluted)$0.92-7.1%

Balance sheet

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Cash & equivalents$489.0M-6.8%
Total debt$60.3M-8.3%
Total equity$559.9M+9.2%
Total assets$4.5B-0.2%

Cash flow

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Operating cash flow$15.9M-27.1%
CapEx$1.3M-46.3%
Free cash flow$14.7M-24.8%

Valuation

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Market cap$830.44M+32.0%
Enterprise value$401.79M+136%
P/E13.7×+2.7×
P/S3.3×+0.6×

Profitability

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Net margin23.7%-0.1pp
FCF margin29.5%+3.6pp

Returns & leverage

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Return on equity11.3%-0.6pp
Debt / equity0.1×0.0×

Where this comes from

Reported directly by Capital City Bank Group in its filing.

Tagged under the XBRL concept us-gaap:FairValueHedgeLiabilitiesAtFairValue.

The official record: Capital City Bank Group’s 10-K, filed February 27, 2026, on SEC EDGAR. View the filing →

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Questions, answered.

What is Capital City Bank Group's fair value of derivative liabilities?
Capital City Bank Group (CCBG) reported fair value of derivative liabilities of $5.32M in Q4 2024.
What is the long-term trend for Capital City Bank Group's fair value of derivative liabilities?
Over 4 years (2020 to 2024), Capital City Bank Group's fair value of derivative liabilities has grown at a 74.5% compound annual growth rate (CAGR), from $574K to $5.32M.
What does fair value of derivative liabilities mean?
This metric quantifies the fair value of derivative instruments that are classified as liabilities on the balance sheet. It represents the potential cash outflow or obligation required to settle these hedging positions at current market prices. Tracking this figure is essential for evaluating the bank's exposure to market volatility and the effectiveness of its hedging strategies.