US banks continue to lop back market risk

Market risk capital charges for the largest US trading banks fell $2.4 billion in the year to date. The overall charges were the lowest since public disclosures began in the first quarter of 2015. 

Aggregate standardised market risk capital requirements for JP Morgan, Citigroup, Bank of America, Morgan Stanley, Goldman Sachs and Wells Fargo stood at $33.4 billion at end-September, down from $35.8 billion at end-2017. 

These charges have been trending down since end-March 2015, when the

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