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  • JP Morgan Rolls the Fed of New York (and BSC) [View article]
    "Because of this huge OTC derivatives book, the $1.6 trillion asset bank can tolerate just a 15bp realized loss across its aggregate derivatives position before losing the equivalent of its regulatory Risk Based Capital [RBC]."

    How do you know this? Does JM publish it? Where?
    Mar 26 22:34 pm |Rating: 0 0 |Link to Comment
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