J.P.Morgan Results Presentation Deck slide image

J.P.Morgan Results Presentation Deck

Additional notes 1. 2. 3. Reflects the relief provided by the Federal Reserve Board in response to the COVID-19 pandemic, including the Current Expected Credit Losses ("CECL") capital transition provisions. Beginning January 1, 2022, the $2.9B CECL capital benefit recognized as of December 31, 2021, is being phased out at 25% per year over a three-year period. As of September 30, 2022 and June 30, 2022, CET1 capital reflected the remaining $2.2B CECL benefit. For the period ended September 30, 2021, the impact of the CECL capital transition provisions resulted in an increase to CET1 capital of $3.3B. Refer to Capital Risk Management on pages 44-49 of the Firm's Quarterly Report on Form 10-Q for the quarterly period ended June 30, 2022 and on pages 86-96 of the Firm's 2021 Form 10-K for additional information Total excess high-quality liquid assets ("HQLA") represent the average eligible unencumbered liquid assets that are in excess of what is required to meet the estimated Firm and Bank total net cash outflows over a prospective 30 calendar-day period of significant stress under the LCR rule. HQLA and unencumbered marketable securities, includes the Firm's average eligible HQLA, other end-of-period HQLA-eligible securities which are included as part of the excess liquidity at the Bank that are not transferable to non-bank affiliates and thus excluded from the Firm's LCR under the LCR rule, and other end-of-period unencumbered marketable securities, such as equity and debt securities. Does not include borrowing capacity at Federal Home Loan Banks and the discount window at the Federal Reserve Bank. Refer to Liquidity Risk Management on pages 50-54 of the Firm's Quarterly Report on Form 10-Q for the quarterly period ended June 30, 2022 and on pages 97-104 of the Firm's 2021 Form 10-K for additional information In the first quarter of 2022, the Firm changed its methodology for allocating income taxes to the LOBS, with no impact to Firmwide net income. Prior period amounts have been revised to conform with the current presentation 12 JPMORGAN CHASE & Co.
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