Bank of America’s $130 Billion Unrealized Loss; Big Banks Cook Up New Way to Unload Risk

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WSJ: Big Banks Cook Up New Way to Unload Risk

“U.S. banks have found a new way to unload risk as they scramble to adapt to tighter regulations and rising interest rates.
JPMorgan Chase JPM 0.76%increase; green up pointing triangle, Morgan Stanley MS -0.45%decrease; red down pointing triangle, U.S. Bank and others are selling complex debt instruments to private-fund managers as a way to reduce regulatory capital charges on the loans they make, people familiar with the transactions said.
These so-called synthetic risk transfers are expensive for banks but less costly than taking the full capital charges on the underlying assets. They are lucrative for the investors, who can typically get returns of around 15% or more, according to the people familiar with the transactions.
U.S. banks mostly stayed out of the market until this autumn, when they issued a record quantity as a way to ease their mounting regulatory burden.
“We simply have to take it because they’re judge, jury and hangman,” JPMorgan Chief Executive Jamie Dimon said when asked about new capital regulations at an investor conference in September.”

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