Morgan Stanley MS Hedged Asset Fair Value Hedge Basis Adjustment
Hedged Asset Fair Value Hedge Basis Adjustment at other companies
Other financials
Where this comes from
Reported directly by Morgan Stanley in its filing.
Tagged under the XBRL concept us-gaap:HedgedAssetFairValueHedgePortfolioLayerMethodCumulativeIncreaseDecreaseExcludedFromAmortizedCost.
The source filing: Morgan Stanley’s 10-Q, filed May 5, 2026.
- Filed
- May 5, 2026, 4:15 PM EDT
- Fiscal quarter
- Q1 FY2026
- Calendar quarter
- Q1 2026
- Accession
- 0000895421-26-000121
1.Carrying amount represents the amortized cost. As of March 31, 2026, and December 31, 2025, the amortized cost of the portfolio layer method closed portfolios was $576 million and $589 million, respectively. The Firm designated $703 million and $703 million as hedged amounts as of March 31, 2026, and December 31, 2025, respectively, representing the total notional value of all outstanding layers in each portfolio, including both spot-starting and forward-starting layers. The cumulative amount of basis adjustments was $0.3 million as of March 31, 2026 and $2 million as of December 31, 2025. Refer to Note 2 to the financial statements in the 2025 Form 10-K and Note 7 herein for additional information.
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FAQ
- What is Morgan Stanley's hedged asset fair value hedge basis adjustment?
- Morgan Stanley (MS) reported hedged asset fair value hedge basis adjustment of $703M in Q1 2026.
- How has Morgan Stanley's hedged asset fair value hedge basis adjustment changed year-over-year?
- Morgan Stanley's hedged asset fair value hedge basis adjustment increased by 294.9% year-over-year, from $178M to $703M.
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