Exchange Currency

gross negative fair value (GNFV)

A term that refers to the total value of derivatives payables contracts (i.e. when a financial institution holds derivatives contracts that have negative value). Used by counterparties to the contracts to assess the maximum potential for losses incurred if a financial institution defaults. Opposite of gross positive fair value.

Related information about gross negative fair value (GNFV):
  1. Gross Negative Fair Value (GNFV) Definition | Investopedia
    An assessment of the total fair value of a financial institution's (FI) contracts in which the FI currently has a balance outstanding to the counterparty. In order for ...
     
  2. What is gross negative fair value (GNFV)? definition and meaning
    Definition of gross negative fair value (GNFV): A term that refers to the total value of derivatives payables contracts (i.e. when a financial institution holds ...
     
  3. Gross Negative Fair Value - GNFV: Definition from Answers.com
    Gross Negative Fair Value - GNFV An assessment of the total fair value of a financial institution's (FI) contracts in which the FI currently.
     
  4. Systemic Risk from Global Financial Derivatives ... - ACEFINMOD.com
    May 31, 2012 ... by the FI to its counterparties, represents gross negative fair value (GNFV) or the total derivatives payables to the FI's counterparties. The fair ...
     
  5. Quarterly Report on Bank Derivatives Activities - Office of the ...
    the bank is the gross negative fair value (GNFV) and represents a measurement of the exposure the bank poses to its counterparties. $ in billions. Q2 2011 ...
     
  6. OCC's Quarterly Report on Bank Trading and Derivatives Activities
    the bank is the gross negative fair value (GNFV) and represents a measurement of the exposure the bank poses to its counterparties. $ in billions. Q1 2011 ...
     
  7. z - University of Essex
    Gross Negative Fair Value (GNFV), 10.144, 9.934. (97.92%). 10.134. (99.89%). Derivatives Assets, 1.168, 1.068. (91.39%). 1.15. (98.52%). Derivatives Liabilities ...
     
  8. Economic Edge: Concentration Of Risk - OCC Quarter 1 Derivatives ...
    Jul 27, 2009 ... The total of all contracts with negative value (i.e., derivatives payables) to the bank is the gross negative fair value (GNFV) and represents a ...