JP Morgan’s CVA charge jumps $203m in Q3

JP Morgan’s credit valuation adjustment (CVA) capital requirement rose 6% in the third quarter of this year, returning to levels last seen in mid-2017.

The bank’s CVA charge increased by $203 million to $3.7 billion at end-September – the highest rise of the eight US global systemically important banks (G-Sibs). 

At the opposite end of the scale, Goldman Sachs’s CVA charge decreased by the most in dollar terms, down $160 million (6%) to $2.6 billion over the period. BNY Mellon’s requirement

To continue reading...

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 indvidual account here: