

Top US banks’ counterparties’ credit quality deteriorated in Q2
Counterparties to over-the-counter derivatives, repo and margin loans got riskier over the second quarter, systemic US banks’ internal model outputs show.
At JP Morgan, counterparty credit risk (CCR) exposures with the lowest probability of default (PD) (less than 0.15%) made up 52% of its total, down on Q1 2020 and with their smallest share for at least two years. The dollar amount of exposures with a PD of 10–100% also rocketed 40% to $2 billion, though these still made up less than 1% of
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