Interestingly this works in your model
Credit Capacity SUMMARIZE =
SUMX(
SUMMARIZE( Counterparties, Counterparties[CounterpartyName],
"CollCap", [Collateral Capacity],
"LimCap", [Limit Capacity] ),
MIN( [CollCap], [LimCap] ) )
So it has to do with something with the table within the SUMMARIZE function. It was reading it correctly when it was just VALUES.
It’s quite intriguing. I’m working through it to understand it much better.