Risk Quantum

Data insights, delivered daily


Risk Quantum finds insights in data. The service tracks the public disclosures of over 120 banks, funds, insurers, corporates, and central counterparties – as well as reports from prudential and markets regulators – in Asia, Europe and North America.

More information

JPM’s CVA hit

JP Morgan deducted $401 million from trading income in 2020 to cover valuation adjustments linked to its derivatives portfolio – the most since the bank expanded its accounting framework to capture all of these in 2013. In its annual filings, the New York-based bank said it lopped $337 million off principal transactions revenue for credit valuation adjustments and $64 million for funding valuation adjustments, though this didn’t taken into account the effect of hedging activities.

Read the full article

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: