Other
Total derivatives not subject to netting arrangements
Morgan Stanley Total derivatives not subject to netting arrangements decreased by 3.6% to $5.15B in Q1 2026 compared to the prior quarter. This is a positive signal — lower values indicate better performance for this metric.
Analysis
StatementBalance Sheet Statement
SectionOther
CategoryRisk
SignalLower is better
VolatilityStable
First reportedQ4 2025
Last reportedQ1 2026
How to read this metric
An increase suggests higher unmitigated risk, as these liabilities cannot be offset by corresponding assets.
Detailed definition
This metric captures the fair value of derivative liabilities that are not covered by master netting agreements or simil...
Peer comparison
Disclosed by financial institutions to differentiate between netted and non-netted risk exposures.
Metric ID:
other_derivative_liability_not_subject_to_master_netting_7a793aHistorical Data
2 periods
| Q4 '25 | Q1 '26 | |
|---|---|---|
| Value | $5.35B | $5.15B |
| QoQ Change | — | -3.6% |
Range$5.15B – $5.35B
Total derivatives not subject to netting arrangements at Other Companies
Frequently Asked Questions
- What is Morgan Stanley's total derivatives not subject to netting arrangements?
- Morgan Stanley (MS) reported total derivatives not subject to netting arrangements of $5.15B in Q1 2026.
- What does total derivatives not subject to netting arrangements mean?
- Derivative liabilities that do not qualify for balance sheet netting.