JP Morgan’s fixed income VAR dives 69%

- By Joasia E. Popowicz
- @joasiaepopowicz
- 13 Jul 2021

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Trading risk at JP Morgan fell sharply in Q2 – to its lowest level since end-2019 – led by its fixed income unit.

The firm’s average value-at-risk for its corporate and investment bank (CIB) fell to $41 million in the second quarter, a $58 million (59%) drop from Q1 2021 and an $86 million reduction year on year.

Fixed income VAR dropped $86 million (69%) on the prior quarter, to $39 million, leading the overall dive.

Risk of loss from commodities, foreign exchange and equity trading

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