JP Morgan on course to escape Collins floor

- By Joshua Walker
- 15 May 2023

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JP Morgan could soon escape the so-called Collins floor if the downward trajectory of its standardised risk-weighted assets (RWAs) maintains the current pace of decline, Risk Quantum analysis shows.

Since 2015, US banks that use the advanced approach to weight exposures must also calculate RWAs under the regulator-set standardised approach. If modelled charges equate to more than 100% of the standardised figure, the advanced Common Equity Tier 1 capital ratio becomes the binding one.

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