Wells Fargo & Company WFC Derivative Credit Risk Valuation Adjustment, Derivative Assets
Derivative Credit Risk Valuation Adjustment, Derivative Assets at other companies
Other financials
Where this comes from
Reported directly by Wells Fargo & Company in its filing.
Tagged under the XBRL concept us-gaap:DerivativeCreditRiskValuationAdjustmentDerivativeAssets.
The official record: Wells Fargo & Company’s 10-Q, filed April 29, 2026, on SEC EDGAR. View the filing →
Ask your AI about Wells Fargo & Company's derivative credit risk valuation adjustment, derivative assets.
Connect your AI assistant and compare it to peers, right in your chat.
Connect your AI
Claude
Questions, answered.
- What is Wells Fargo & Company's derivative credit risk valuation adjustment, derivative assets?
- Wells Fargo & Company (WFC) reported derivative credit risk valuation adjustment, derivative assets of $348M in Q1 2026.
- How has Wells Fargo & Company's derivative credit risk valuation adjustment, derivative assets changed year-over-year?
- Wells Fargo & Company's derivative credit risk valuation adjustment, derivative assets increased by 16.8% year-over-year, from $298M to $348M.
- What is the long-term trend for Wells Fargo & Company's derivative credit risk valuation adjustment, derivative assets?
- Over 5 years (2020 to 2025), Wells Fargo & Company's derivative credit risk valuation adjustment, derivative assets has grown at a -6.4% compound annual growth rate (CAGR), from $399M to $286M.
- What does derivative credit risk valuation adjustment, derivative assets mean?
- This is the Credit Valuation Adjustment (CVA) applied to derivative assets to account for the risk of counterparty default. It represents the market value of the credit risk inherent in the derivative portfolio. A higher adjustment reflects a greater perceived risk that counterparties will fail to meet their contractual obligations.