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  "authorName": "JPMorgan Chase",
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  "presentationDate": "2024-01-01 00:00:00",
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      "text": "STANDARDIZED CET1 RATIO (%)¹\n15.0%\n30 bps\n53 bps\n(1 bps)\n(30 bps)\n14.3%\nIncludes FDIC special\nassessment: (13 bps)\n3Q23\nNet\nincome\nAOCI\nCapital\nDistributions®\nRWA\nOther\n4Q23",
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      "text": "STANDARDIZED RISK-WEIGHTED ASSETS ($B)1\n1,692\n(4)\n(2)\n1,676\n(10)\n3Q23\nLending10\nMarket Risk\nCredit Risk\nex. Lending\n4Q23",
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      "text": "JPMORGAN CHASE & Co.",
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      "text": "Note: Totals may not sum due to rounding\n1 Estimated for the current period. See note 1 on slide 14\n2 Estimated for the current period. Represents the supplementary leverage ratio (\"SLR\")\n3 Estimated for the current period. Liquidity Coverage Ratio (\"LCR\") represents the average LCR for\nthe Firm and JPMorgan Chase Bank, N.A. (\"Bank\"). See note 2 on slide 14\n4 See note 4 on slide 14\n5 See note 4 on slide 13\n6 Reflects Net Income Applicable to Common Equity\n7 Excludes AOCI on cash flow hedges and DVA related to structured notes\n8 Includes net share repurchases and common dividends\n9 Primarily a reduction in CET1 capital deductions\n10 Includes Loans and Commitments",
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      "text": "$B, EXCEPT PER SHARE DATA\nRisk-based capital metrics¹\nCET1 capital\nCET1 capital ratio – Standardized\nCET1 capital ratio – Advanced\nBasel III Standardized RWA\nLeverage-based capital metric²\nFirm SLR\nLiquidity metrics³\nFirm LCR\nBank LCR\nTotal excess HQLA\nHQLA and unencumbered marketable securities\nBalance sheet metrics\nTotal assets (EOP)\nDeposits (average)\nTangible book value per share⁵",
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      "text": "Fortress balance sheet",
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