J.P.Morgan Mergers and Acquisitions Presentation Deck slide image

J.P.Morgan Mergers and Acquisitions Presentation Deck

Additional notes on slides 1 and 5 Slide 1 - Fortress principles position us to invest through cycles - organically and inorganically Represents the estimated Basel III common equity Tier 1 ("CET1") capital and ratio and Total Loss-Absorbing Capacity for the current period. Reflects the Current Expected Credit Losses ("CECL") capital transition provisions. Beginning January 1, 2022, the $2.9B CECL capital benefit is being phased out at 25% per year over a three-year period. As of March 31, 2023, CET1 capital and Total Loss-Absorbing Capacity reflected the remaining $1.4B CECL benefit; as of December 31, 2022 and March 31, 2022, CET1 capital reflected a $2.2B benefit. Refer to Capital Risk Management on pages 86-96 of the Firm's 2022 Form 10-K for additional information Standardized risk-weighted assets ("RWA"). Estimated for the current period 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. Cash and marketable securities represents HQLA and unencumbered marketable securities. Estimated for the current period. 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 97-104 of the Firm's 2022 Form 10-K for additional information 1. 2. 3. 4. Federal Deposit Insurance Corporation (FDIC) 2022 Summary of Deposits survey per S&P Global Market Intelligence applies a $1 billion deposit cap to Chase and industry branches for market share. While many of our branches have more than $1 billion in retail deposits, applying a cap consistently to ourselves and the industry is critical to the integrity of this measurement. Includes all commercial banks, savings banks and savings institutions as defined by the FDIC Based on 2022 sales volume and loans outstanding disclosures by peers (American Express Company (AXP), Bank of America Corporation, Capital One Financial Corporation, Citigroup Inc. and Dis er nancial Services) and JPMorgan Chase estimates. Sales volume udes private label and Commercial Card. AXP reflects the U.S. Consumer segment and JPMorgan Chase estimates for AXP's U.S. small business sales. Loans outstanding exclude private label, AXP Charge Card, Citi Retail Cards, and Commercial Card Barlow Research Associates, Primary Bank Market Share Database as of 4Q22. Rolling 8-quarter average of small businesses with revenues of more than $100,000 and less than $25 million Euromoney Dealogic as of January 2, 2023 Coalition Greenwich Competitor Analytics (preliminary for FY22). Market share is based on JPMorgan Chase's internal business structure and revenue. Ranks are based on Coalition Index Banks for Markets Based on third-party data S&P Global Market Intelligence as of December 31, 2022 Refinitiv LPC, full year 2022 Slide 5 - Transaction complements J.P. Morgan and Chase franchises, particularly in the affluent space Branch data source: S&P Global Market Intelligence First Republic data as of April 13, 2023 as provided by the FDIC As of December 31, 2022. Reflects cumulative losses on all loans originated since 1985 Reflects First Republic's top MSAS; Source: S&P Global Market Intelligence JPMORGAN CHASE & Co. 9
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