RWA density at JP Morgan drops to six-year low

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’s standardised RWAs rose $14 billion (0.9%) to $1.54 trillion on the previous quarter. Over the

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 individual account here: