AOCI deterioration resumes at US banks in Q1
JP Morgan records largest quarterly rise in unrealised losses
US banks saw accumulated other comprehensive income (AOCI) deteriorate in the first quarter, as regional lenders continued to grapple with the prospect of the metric being reintroduced into Common Equity Tier 1 (CET1) capital.
Across 18 banks with data available, AOCI worsened at 16. The largest deterioration in absolute terms was at JP Morgan, where unrealised losses increased by $2.4 billion
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