About chart lower than, we contrast JPMorgan’s consolidated money small fall to the people businesses whose liquidity risk i have in the past assessed inside series. JPMorgan’s consolidated funding shortfall, counted by mediocre removed borrowing off $ mil, positions third of your own agencies reviewed within show yet.
If one positions a similar businesses by the biggest an excellent borrowing into the afternoon, consolidated JPMorgan ranks 2nd, that have a top borrowing from the bank of $101.step 1 mil, nearly fourfold the latest $28 mil blog post-personal bankruptcy borrowing from the bank of Lehman Brothers:
To have information about the brand new Kamakura Credit Crisis Liquidity Exposure research feet, excite e mail us in the Excite utilize personal loans Riverside the exact same age-post target to contact the chance management pros in the Kamakura away from how to simulate practical exchangeability chance events in the Kamakura Exposure Director enterprise-wide exposure management system
Whenever we focus on the months away from body organ Pursue consumption of Bear Stearns) so you’re able to body organ Pursue ranking basic and you will Incur Stearns, for the a stand-alone base, ranking 2nd.
1 mil towards , than the $28 mil withheld out of Lehman Brothers up until once Lehman body organ borrowed an additional top regarding $67.5 billion to the , over twice that which was refused to Lehman. Both before and after Lehman, JPMorgan sustained larger financial support shortfalls than simply Lehman. Continue reading JPMorgan Pursue lent nearly fourfold more income, $101