Four US banks on cusp of higher systemic risk charges
JP Morgan on track for a 4% systemic risk add-on
Bank of America, JP Morgan and Goldman Sachs all disclosed systemic risk scores for Q3 that will qualify them for higher capital surcharges unless they rapidly cut exposures in the weeks before December 31.
Risk Quantum analysis of the Federal Reserve’s systemic risk reports, known as FR Y-15s, show that Goldman Sachs increased its systemic risk score, as calculated using the Fed’s Method 2
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