JP Morgan
Modelled RWAs at systemic banks undershoot standardised by $441bn
Wells Fargo and Bank of America have largest gap between internal and regulator-set models
JP Morgan’s negative AOCI widens in Q2
Three US G-Sibs report larger unrealised losses, but Citi bucks the trend
US banks add $75 billion of CRE as concentration risks recede
Portfolios grow at fastest pace in nearly three years, while exposure above regulatory thresholds drops
US banks show little risk shift after eSLR relief
Lowest-risk exposures hit record, but BNY drives largest reallocation
US banks more optimistic than Fed on loan losses
JP Morgan, BofA and Wells Fargo stray furthest from Fed’s estimates
Fed projects near-record CRE losses for US banks
Wells Fargo tops estimated losses as stress test scenario hits commercial property loans
Citi loss narrows as DFAST AOCI windfalls fade
US banks’ projected paper losses narrow by $4.7bn
BDC bank borrowing capacity rebounds after multi-year slide
The 20 largest BDCs added $11 billion in bank commitments in Q1, despite recent scrutiny
Doubts swirl over future of FX cartel case
Group of banks accused of manipulation have filed for the class action to be dismissed
Amid debanking drama, banks try to say ‘no’, safely
A basic risk management tool – the ability to turn a customer away – has become a political football
Megabanks boost repo exposures after SLR reform
Volumes of repo-style transactions at US systemic banks top $2.5trn, helping drive record-low SLRs in Q1
US G-Sibs’ trading assets hit record $3.6 trillion
JPM, Goldman, Citi and Morgan Stanley drive $520 billion quarterly increase amid turbulent markets
US banks’ TLAC buffers swell after SLR reform
Early adoption lowers TLAC and debt constraints as five banks move off leverage-based LTD requirement
Un-American or un-JPM? Surcharge rethink divides G-Sibs
Some see sense in rethink to funding indicator, others call for a backtrack
Top US banks’ AFS markdowns reverse sharply in Q1
Aggregate unrealised losses jump 130% after five-quarter recovery
ECB urged to follow Fed’s lead on ‘material risks’
Senior banker at JP Morgan’s EU subsidiary backs US-style approach to streamlining supervision
Op risk data: Cyber hacks shake crypto protocols
Also: JP Morgan fined over investor losses; Symetra’s Methodist pensions mess. Data by ORX News
Basel III endgame: overall relief hides winners and losers
G-Sibs gain from surcharge reform while AOCI hits regional banks
AOCI deterioration resumes at US banks in Q1
JP Morgan records largest quarterly rise in unrealised losses
Vida portfolio solutions on J.P. Morgan Markets
J.P. Morgan’s Vida portfolio solutions are being applied across financing and portfolio management, reflecting a shift towards more scalable, integrated investment infrastructure
From insight to execution: building the next-generation cross-asset platform
The shift from research-led platforms to fully integrated client solutions – how closer alignment between platforms is shaping the client experience
The interplay between liquidity and collateral
The evolution of financing solutions as institutional investors raise and preserve cash
JP Morgan repo reliance hits 15-year high after Q1 surge
Fed funds and repo liabilities climb 62% to $717 billion
JP Morgan’s race to simplify FX options trading
Fewer clicks, more automation win systematic clients and boost electronic volumes