Jp Morgan Chase & Co. · NYSE:JPM
Jp Morgan Chase & — Investor Presentation (May 2009)
8 slides from Jp Morgan Chase &'s investor presentation, May 8, 2009
Slide 1: JPMorgan Chase Supervisory Capital Assessment Program Results
Exhibit 99.2 JMAY JPMORGAN P M 7, O 2009 R G ACHASE GHASE NCHA SUPERVISORY &SCO. ESUPERV CAPITAL ISORY ASSESSMENT C A P I T A L APROGRAM S S E S S MRESULTS ENTPROGRAMRESULTS
Slide 2: Supervisory Capital Assessment Program confirms fortress balance sheet
Supervisory Government JPM Project JPMORGAN capital actual capital Tier base Capital confirms GHASE levels 1and ratio Assessment well fortress no & (ex. CO. need inTARP) excess balance forProgram additional of ofsheet 9.3% “government (SCAP) can and capital handle Tier outcome buffers” under 1 Commo
Slide 3: Government Estimates: SCAP Results and Capital Buffer
Government Estimates The JPMorgan Tier reported Total Second/Junior 21.2 Accounting 1Q09 SCAP Includes the JPMORGAN change estimates 122.4% Estimated true-up Capital Buffer More other for Chase inSecurities Adjustments template Added JPM No the Less: GHASE $136.2 below Adverse consumer Lien Losses N
Slide 4: Summary: Total losses and resources to absorb losses
Summary Total More Losses Estimated Note: Explanations Primary Multiple True-ups JPM No Even 1 l2 3 JPMORGAN oans SCAP Resources Net drastic gains has believes Impact in Adverse and of Data (1.2) aresults difference purchase no JPM represent on case leases results Net measures inintent securities Ot
Slide 5: Summary: SCAP credit losses
Summary SCAP ‘09-’10 Total Independent FICO LTV Historical Forecasted Credit Geographic Collateral Purchase In J1 4PMORGAN SCAP aggregate, levels Est. scores SCAP quality ‘09-’10 results Accounting accounting Credit results levels peak performance HPI and of Credit JPM GHASE migration: the are loss
Slide 6: Summary: SCAP Tier 1 capital ratios
(Summary SCAP 1,338 Tier Note: Current JPM Estimated RWA Fortress Capital JExtremely 5PMORGAN ($ $1likely of in Data 1,207 Ratio JPM ratios balance in $1,275B balance results impact strong billions) in outcome Likely 1,275 10.2% well gray GHASE sheet sheet hypothetical reflects reserve on Allowance
Slide 7: Summary: JPM can handle a worse environment
More Summary JPM’s In Subject JWe 6PMORGAN all can remain cases Adverse existing handle to safe very weGHASE scenario have aand strong confident substantially sound the capital &iscapital CO. alending inconservative the and worse and future loan practices intention environment loss prospects stress
Slide 8: Forward-looking statements and notes
Forward-looking of JPMorgan March (www.jpmorganchase.com) impact Notes This information Jresult, 7PMORGAN JPMorgan presentation on such 31, offinancial circumstances Chase’s 2009 information reflects Chase’s GHASE and statements contains includes information actual estimates Annual management &may o
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