JP Morgan’s CVA charge jumps $249m in Q2
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
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 [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact [email protected] to find out more.
You are currently unable to copy this content. Please contact [email protected] to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
More on Risk Quantum
Regulation
What lies beneath: Nomura’s iceberg balance sheet
Collateral received by the Japanese bank exceeds its total on-balance-sheet assets – does it matter?
Receive this by email