JP Morgan model updates shave $6.8bn off market RWAs in Q2

Model updates helped JP Morgan to cut market risk-weighted assets by 9% in the second quarter of this year, reversing the increase seen in Q1.

The bank’s market RWAs, calculated using the advanced approach, fell to $100 billion at end-June, from $110.2 billion in Q1 and $118.6 billion in the year-ago quarter. 

Model and data changes, including the effects of revised calculation methodologies and regulatory guidance, shaved $6.8 billion off the market RWA total during Q2, compared with $2.2

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