Accessible Version
SRISKv2 - A Note, Accessible Data
Figure 1. JPMC SRISK and SRISKv2
Both Panel A and B of Figure 1 plot SRISK, SRISK (unfloored), and SRISKv2 for JPMC through time. Throughout these figures, SRISK and SRISK (unfloored) are always equal to or lower than SRISKv2. Also, SRISK is equal to SRISK (unfloored) when SRISK (unfloored) is positive, and equal to zero when SRISK (unfloored) is negative.
Panel A
Panel A displays SRISK, SRISK (unfloored), and SRISKv2 in the period between January 2004 and December 2007. Between early 2004 and the middle of 2007, SRISKv2 fluctuates between $5,000 Mln and $20,000 Mln. At the end of 2007, SRISKv2 jumps up reaching $40,000. SRISK and SRISK (unfloored) are close to SRISKv2 during early 2004, most of 2005, and at the end of 2007. In the remaining time between January 2004 and December 2007, SRISK and SRISK (unfloored) are significantly lower than SRISKv2. SRISK (unfloored) is negative in late 2004, late 2006, and early 2007, reaching below -$20,000 Mln. When SRISK (unfloored) is negative, SRISK is equal to zero.
Panel B
Panel B displays SRISK, SRISK (unfloored), and SRISKv2 in the period between January 2015 and March 2020. SRISKv2 fluctuates between $25,000 Mln and $75,000 Mln in 2015 and 2016. Between 2017 and early 2020, SRISKv2 fluctuates between $10,000 Mln and $30,000. In early 2020, SRISKv2 jumps to over $80,000 Mln. SRISK and SRISK (unfloored) follow SRISKv2 closely in 2015 and 2016. Between 2017 and early 2020, SRISK(unfloored) is negative most of the time, reaching lower than -$80,000 Mln. While SRISK (unfloored) is negative, SRISK is zero. Early on 2020, SRISK and SRISK (floored) jump up to almost $75,000 Mln.