JP Morgan’s CVA charge jumps $249m in Q2

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All eight US systemically important banks (G-Sibs) saw their credit valuation adjustment (CVA) capital requirement increase in the second quarter of this year.

On aggregate, the CVA capital charge across US G-Sibs rose $845 million (6%) to $12.3 billion, the highest level since Q3 2018.

JP Morgan contributed the most to the overall increase, with its CVA capital up $249 million (8%) to $3.57 billion quarter-on-quarter. Goldman Sachs saw its capital requirement jump $214 million (11%) to $2

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