JP Morgan revs up securitisation engine

JP Morgan’s securitisation exposures have climbed 11.6% to $131.3 billion over the past year, partly reversing a slow and steady decline stretching back to at least Q4 2014.

Total assets subject to the securitisation capital treatment troughed at $117.6 billion as of Q3 2018, down 32.2% from end-December 2014. Since then, they have climbed by $13.7 billion. 

Securitisation exposures backed by commercial and industrial loans have increased $9.9 billion (29.5%) to $43.6 billion year on year.