You may be able to get what you're looking for using the IDENTITY_VAL_LOCAL function. (Derby Reference)

This function is supposed to return "the most recently assigned value of an identity column for a connection, where the assignment occurred as a result of a single row INSERT statement using a VALUES clause."

It's worth noting that this function will return DECIMAL(31,0), regardless of the actual data type of the corresponding identity column.

Also, this only works for single row inserts that contain a VALUES clause.