Credit Risk Management at JP Morgan Chase
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Case Details:
Case Code : FINA003
Case Length : 20 Pages
Period : 2002 - 2003
Pub. Date : 2005
Teaching Note :Not Available
Organization : JP Morgan Chase
Industry : Banking
Countries : USA
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FINA003) click on the button below, and select the case from the list of available cases:
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Please note:
This case study was compiled from published sources, and is intended to be used as a basis for class discussion. It is not intended to illustrate either effective or ineffective handling of a management situation. Nor is it a primary information source.
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Excerpts
Commercial and Consumer Credit Portfolio
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JP's total credit exposure was $730.9 billion as on 31st December 2003 (Exhibit 9), a 2% increase when compared to 2002. The increase reflected a $41.5 billion in consumer exposure, partially offset by a $30.2 billion decrease in commercial exposure...
Commercial Credit Portfolio
As on 31st December 2003, 83% of the total commercial credit exposure of $383 billion (See Exhibit 9) was considered investment-grade, an improvement from 80% in 2002...
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Consumer Credit Portfolio
Consumer portfolio's largest component consisted primarily of 1–4 family residential mortgages, credit cards and automobile financings. The consumer portfolio was predominantly US-based. 1–4 family residential mortgage loans were primarily secured by first mortgages...
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Allowance for Credit Losses
JP's allowance for credit losses was intended to cover probable credit losses, including losses where the asset was not specifically identified or the size of the loss had not been determined. At least quarterly, the Risk Management Committee reviewed the Allowance for credit losses relative to the risk profile of JP's credit portfolio and current economic conditions...
Exhibits
Exhibit 1: Commercial Criticized Exposure Trends
Exhibit 2: Criticized Exposure – Industry Concentrations
Exhibit 3: Consumer Managed Loan Portfolio |
Exhibit 4: U.S. Managed Consumer Loans by Region
Exhibit 5: Exposure Profile of Derivative Measures
Exhibit 6: Credit Risk Organization
Exhibit 7: Reconciliation of Derivative Receivables to Economic Credit Exposure
Exhibit 8: Reconciliation of Commercial Lending-Related Commitments to Economic
Credit Exposure
Exhibit 9: Commercial & Consumer Credit portfolio
Exhibit 10: Commercial Exposure
Exhibit 11: Industry Distribution of JP's Commercial Credit Exposure Loans
Exhibit 12: Selected Country Exposure
Exhibit 13: Notional Amounts & Derivative Receivables MTM
Exhibit 14: Ratings Profile of Derivative Receivables MTM
Exhibit 15: Credit Derivative Positions
Exhibit 16: Use of Single-name and Portfolio Credit Derivatives
Exhibit 17: Consumer Portfolio
Exhibit 18: Consumer Loans by Geographic Region
Exhibit 19: Commercial & Consumer Nonperforming Exposure and Net Charge offs
Exhibit 20: Summary of Changes in the Allowance
Exhibit 21: Credit Costs
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