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Lazard LAZ Derivative Fair Value Of Derivative Asset Amount After Offset Against Counterparty And Cash Collateral Netting

Derivative Fair Value Of Derivative Asset Amount After Offset Against Counterparty And Cash Collateral Netting at other companies

M&T Bank logo
M&T BankMTB
$2M—
U.S. Bancorp logo
U.S. BancorpUSB
$4.01B+31.3%
Phillips 66 logo
Phillips 66PSX
$827M+209%
State Street logo
State StreetSTT
$16.42B—
Apollo Global Management logo
Apollo Global ManagementAPO
$343M+81.5%
Bank of America logo
Bank of AmericaBAC
$30.8B+16.2%

Other financials

Income statement

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Revenue$756.6M+16.7%
Operating income$89.6M+63.9%
Net income$100.9M+67.1%
EPS (diluted)$0.91+62.5%

Balance sheet

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Cash & equivalents$1.0B+12.3%
Total debt$2.2B-1.4%
Total equity$881.3M+46.1%
Total assets$4.2B+0.2%

Cash flow

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Operating cash flow-$219.3M-0.8%
CapEx$2.2M-84.2%
Free cash flow-$221.5M+4.3%

Valuation

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Market cap$4.36B+2.5%
Enterprise value$5.5B-0.9%
P/E15.7×+1.7×
P/S1.4×-0.1×

Profitability

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Operating margin11.3%-1.9pp
Net margin8.6%-1.7pp
FCF margin15.5%-3.7pp

Returns & leverage

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Return on equity37.4%-23.8pp
Debt / equity2.5×-1.2×

Where this comes from

Reported directly by Lazard in its filing.

Tagged under the XBRL concept laz:DerivativeFairValueOfDerivativeAssetAmountAfterOffsetAgainstCounterpartyAndCashCollateralNetting.

The official record: Lazard’s 10-K, filed February 23, 2026, on SEC EDGAR. View the filing →

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Questions, answered.

What is Lazard's derivative fair value of derivative asset amount after offset against counterparty and cash collateral netting?
Lazard (LAZ) reported derivative fair value of derivative asset amount after offset against counterparty and cash collateral netting of $453K in Q4 2025.
What does derivative fair value of derivative asset amount after offset against counterparty and cash collateral netting mean?
The net fair value of derivative assets held by the firm after accounting for counterparty netting and cash collateral offsets. This figure represents the firm's current economic claim against counterparties arising from derivative contracts. It is a key measure of counterparty credit risk and the effectiveness of the firm's hedging activities.