Other
Hedged Asset Fair Value Hedge Basis Adjustment
JPMorgan Chase Hedged Asset Fair Value Hedge Basis Adjustment decreased by 85.1% to $179.00M in Q1 2026 compared to the prior quarter. Year-over-year, this metric declined by 61.3%, from $463.00M to $179.00M.
Analysis
StatementBalance Sheet Statement
SectionOther
CategoryRisk
SignalContext dependent
VolatilityModerate
First reportedQ4 2024
Last reportedQ1 2026
How to read this metric
Reflects the effectiveness and scale of the bank's interest rate risk management strategies.
Detailed definition
The cumulative fair value adjustment applied to assets designated in a portfolio layer method hedge. This adjustment rec...
Peer comparison
Used by sophisticated financial institutions to manage interest rate exposure.
Metric ID:
hedged_asset_fair_value_hedge_basis_adjustmentHistorical Data
8 periods
| Q3 '23 | Q1 '24 | Q2 '24 | Q3 '24 | Q1 '25 | Q2 '25 | Q3 '25 | Q1 '26 | |
|---|---|---|---|---|---|---|---|---|
| Value | -$2.90B | -$1.20B | -$1.30B | $694.00M | $463.00M | $1.10B | $1.20B | $179.00M |
| QoQ Change | — | +58.6% | -8.3% | +153.4% | -33.3% | +137.6% | +9.1% | -85.1% |
| YoY Change | — | — | — | +123.9% | +138.6% | +184.6% | +72.9% | -61.3% |
Range-$2.90B – $1.20B
CAGR-79.6%
Avg YoY Growth+91.7%
Median YoY Growth+123.9%
Hedged Asset Fair Value Hedge Basis Adjustment at Other Companies
Frequently Asked Questions
- What is JPMorgan Chase's hedged asset fair value hedge basis adjustment?
- JPMorgan Chase (JPM) reported hedged asset fair value hedge basis adjustment of $179.00M in Q1 2026.
- How has JPMorgan Chase's hedged asset fair value hedge basis adjustment changed year-over-year?
- JPMorgan Chase's hedged asset fair value hedge basis adjustment decreased by 61.3% year-over-year, from $463.00M to $179.00M.
- What does hedged asset fair value hedge basis adjustment mean?
- The accounting adjustment made to assets to reflect the impact of hedging activities.