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

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