Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs
U.S. Bancorp Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs increased by 331.1% to $490M in Q1 2026 compared to the prior quarter. Year-over-year, this metric grew by 167.4%, from -$727M to $490M. Over 5 years (FY 2020 to FY 2025), Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs shows a downward trend with a -38.1% CAGR.
Analysis
How to read this metric
High levels indicate significant reliance on internal valuation models, increasing model risk and potential volatility in earnings.
Detailed definition
This represents the net fair value of derivative instruments that rely on Level 3 unobservable inputs for valuation. The...
Peer comparison
Standard for large banks with active trading and hedging desks using complex derivative structures.
other_fair_value_net_derivative_asset_liability_measured_d20367Historical Data
| Q4 '21 | Q4 '22 | Q1 '23 | Q2 '23 | Q3 '23 | Q4 '23 | Q1 '24 | Q2 '24 | Q3 '24 | Q4 '24 | Q1 '25 | Q2 '25 | Q3 '25 | Q4 '25 | Q1 '26 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Value | $799M | -$3.2B | -$2.27B | -$3.42B | -$3.76B | -$1.89B | -$2.36B | -$2.3B | -$812M | -$1.8B | -$727M | -$107M | $70M | -$212M | $490M |
| QoQ Change | — | -500.4% | +29.2% | -50.9% | -9.9% | +49.8% | -25.3% | +2.5% | +64.7% | -121.7% | +59.6% | +85.3% | +165.4% | -402.9% | +331.1% |
| YoY Change | — | -500.4% | — | — | — | +41.1% | -4.2% | +32.6% | +78.4% | +4.5% | +69.2% | +95.4% | +108.6% | +88.2% | +167.4% |
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs at Other Companies
Frequently Asked Questions
- What is U.S. Bancorp's fair value, net derivative asset (liability) measured on recurring basis with unobservable inputs?
- U.S. Bancorp (USB) reported fair value, net derivative asset (liability) measured on recurring basis with unobservable inputs of $490M in Q1 2026.
- How has U.S. Bancorp's fair value, net derivative asset (liability) measured on recurring basis with unobservable inputs changed year-over-year?
- U.S. Bancorp's fair value, net derivative asset (liability) measured on recurring basis with unobservable inputs increased by 167.4% year-over-year, from -$727M to $490M.
- What is the long-term trend for U.S. Bancorp's fair value, net derivative asset (liability) measured on recurring basis with unobservable inputs?
- Over 5 years (2020 to 2025), U.S. Bancorp's fair value, net derivative asset (liability) measured on recurring basis with unobservable inputs has grown at a -38.1% compound annual growth rate (CAGR), from $2.33B to -$212M.
- What does fair value, net derivative asset (liability) measured on recurring basis with unobservable inputs mean?
- The net value of complex derivatives whose prices are determined by internal models rather than market data.