JP Morgan equity VAR surges 56%

Risk-of-loss from trading equities leapt up at JP Morgan in Q2, to its highest level since Q4 2012. 

The trading unit of the New York-based lender saw equity value-at-risk hit $25 million at end-June, up 56% quarter-on-quarter and 67% year-on-year. 

Despite the increase, JP Morgan’s overall trading VAR for its corporate and investment bank was 6% lower on the prior quarter at $44 million, pushed down by a significant diversification benefit of $36 million, up from $32 million in Q1.


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