US G-Sibs’ VAR-based charges jump 23% in Q4 2018

Value-at-risk capital charges at US global systemically important banks ended 2018 far higher compared with both end-September and the quarter a year ago.  

The aggregate VAR-based capital requirement across the eight US G-Sibs was $2.9 billion for the fourth quarter of 2018, up 23% quarter-on-quarter and 26% year-on-year.

JP Morgan posted a 48% year-on-year increase in its overall VAR-based capital charge to $784 million, the biggest rise among the G-Sibs. Citi and BofA Securities followed

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

If you already have an account, please sign in here.

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: