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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.

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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.

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