Discontinued — last reported Q3 '25

Other

Sensitivity Analysis of Fair Value, Transferor's Interests in Transferred Financial Assets, Impact of 20 Percent Adverse Change in Prepayment Speed

JPMorgan Chase Sensitivity Analysis of Fair Value, Transferor's Interests in Transferred Financial Assets, Impact of 20 Percent Adverse Change in Prepayment Speed decreased by 1.1% to $349.00M in Q1 2026 compared to the prior quarter. Year-over-year, this metric grew by 0.3%, from $348.00M to $349.00M. Over 5 years (FY 2020 to FY 2025), Sensitivity Analysis of Fair Value, Transferor's Interests in Transferred Financial Assets, Impact of 20 Percent Adverse Change in Prepayment Speed shows relatively stable performance with a -2.1% CAGR.

Analysis

StatementBalance Sheet Statement
SectionOther
First reportedQ4 2019
Last reportedQ3 2025
Metric ID: other_sensitivity_analysis_of_fair_value_of_interests_co_f75316

Historical Data

20 periods
 Q2 '21Q3 '21Q4 '21Q1 '22Q2 '22Q3 '22Q4 '22Q1 '23Q2 '23Q3 '23Q4 '23Q1 '24Q2 '24Q3 '24Q4 '24Q1 '25Q2 '25Q3 '25Q4 '25Q1 '26
Value$376.00M$423.00M$404.00M$398.00M$366.00M$363.00M$356.00M$355.00M$361.00M$387.00M$401.00M$391.00M$397.00M$420.00M$406.00M$348.00M$351.00M$353.00M$353.00M$349.00M
QoQ Change—+12.5%-4.5%-1.5%-8.0%-0.8%-1.9%-0.3%+1.7%+7.2%+3.6%-2.5%+1.5%+5.8%-3.3%-14.3%+0.9%+0.6%+0.0%-1.1%
YoY Change————-2.7%-14.2%-11.9%-10.8%-1.4%+6.6%+12.6%+10.1%+10.0%+8.5%+1.2%-11.0%-11.6%-16.0%-13.1%+0.3%
Range$348.00M – $423.00M
CAGR-1.6%
Avg YoY Growth-2.7%
Median YoY Growth-2.0%

Frequently Asked Questions

What is JPMorgan Chase's sensitivity analysis of fair value, transferor's interests in transferred financial assets, impact of 20 percent adverse change in prepayment speed?
JPMorgan Chase (JPM) reported sensitivity analysis of fair value, transferor's interests in transferred financial assets, impact of 20 percent adverse change in prepayment speed of $349.00M in Q1 2026.
How has JPMorgan Chase's sensitivity analysis of fair value, transferor's interests in transferred financial assets, impact of 20 percent adverse change in prepayment speed changed year-over-year?
JPMorgan Chase's sensitivity analysis of fair value, transferor's interests in transferred financial assets, impact of 20 percent adverse change in prepayment speed increased by 0.3% year-over-year, from $348.00M to $349.00M.
What is the long-term trend for JPMorgan Chase's sensitivity analysis of fair value, transferor's interests in transferred financial assets, impact of 20 percent adverse change in prepayment speed?
Over 5 years (2020 to 2025), JPMorgan Chase's sensitivity analysis of fair value, transferor's interests in transferred financial assets, impact of 20 percent adverse change in prepayment speed has grown at a -2.1% compound annual growth rate (CAGR), from $392.00M to $353.00M.