Abstract

JP Morgan Chase, the second largest financial services company in the US, is exposed to market risk through its lending, trading and capital market activities. JP’s market risk management practices are designed to preserve the independence and integrity of the risk assessment process. JP has taken various steps to identify measure and mitigate risks. The case deals with JP’s market risk management in detail.

Learning Objectives

The case is structured to achieve the following Learning Objectives:

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Keywords

JP Morgan Chase, Chase Manhattan, Market Risk at JP Morgan Chase, Trading and Non Trading Risk at JP Morgan Chase, Risk Identification for large exposures, Value at Risk at JP Morgan chase, Stress testing, Earnings at Risk stress testing and Risk Reporting at JP Morgan chase