JP Morgan takes axe to tough-to-model trading risks

Market risk abated at systemic US banks in Q3, pushing down their aggregate capital charge by $1.2 billion on the previous quarter. JP Morgan cut tough-to-model exposures, capitalised using the de minimis approach, by 80% quarter on quarter, which lowered its market risk charge the most of the group. 

The eight global systemically important banks (G-Sibs) posted combined market risk-weighted assets (RWAs), as calculated under the standardised approach, of $360.6 billion. Capital requirements

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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here