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):
- 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 ...
- 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 ...
- 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.
- 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 ...
- 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 ...
- 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 ...
- 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 ...
- 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 ...