RWA density at JP Morgan drops to six-year low
Bank’s asset portfolio has become less risk-heavy under standardised approach since 2013
A key barometer of asset risk fell at JP Morgan for the third consecutive quarter in Q1 2019 to its lowest point on public record.
Risk Quantum analysis shows the bank’s risk-weighted asset density – calculated as standardised RWAs divided by total assets – stood at 56% in Q1 2019, down 193 basis points quarter-on-quarter, and 87bp below the lowest level previously recorded in Q4 2014.
The bank
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 print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Risk Quantum
EU carve-out halves BNP Paribas’ cross-border G-Sib activity
Basel consultation could cement preferential treatment for European banks in G-Sib framework
Chinese G-Sibs add 500bn yuan to TLAC headroom
Eligible resources outpace RWA growth ahead of tighter 2028 requirements
US regionals take $18bn AOCI hit in Q3
Unrealised losses deepen as AOCI reaches 15% of CET1 capital
Rewriting the output floor: how EU reform options would split the banks
Making transitional relief permanent would offer the biggest cut by 2033, while market-risk changes would create winners and losers
Hang Seng LCR slumps to three-year low in Q2
LCR falls 58 percentage points as net cash outflows rise and HQLA declines
UAE, Qatari banks hit record risk density in Q2
Leverage exposure declines lift ratios as US and Chinese banks move lower
Basel G-Sib rule change could spare 24 banks reporting
Higher €350bn threshold would cut additional reporting pool by 60%
MMF Treasury holdings hit record $3.7trn in August
Funds increased direct UST investment 7.1% before September reversal
