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Regulatory Capital (Tables)
 9 Months Ended
Sep. 30, 2021
Banking Regulation [Abstract]  
Reconciliation of the Firm's regulatory capital, assets and risk-based capital ratios
The following table presents the minimum and well-capitalized risk-based ratios to which the Firm and its IDI subsidiaries were subject as of September 30, 2021 and December 31, 2020.
Standardized Minimum capital ratiosAdvanced Minimum capital ratiosWell-capitalized ratios
BHC(a)
IDI(b)
BHC(a)
IDI(b)
BHC(c)
IDI(d)
Risk-based capital ratios
CET1 capital11.3 %7.0 %10.5 %7.0 %NA6.5 %
Tier 1 capital12.8 8.5 12.0 8.5 6.0 %8.0 
Total capital14.8 10.5 14.0 10.5 10.0 10.0 
Note: The table above is as defined by the regulations issued by the Federal Reserve, OCC and FDIC and to which the Firm and its IDI subsidiaries are subject.
(a)Represents the minimum capital ratios applicable to the Firm. The CET1, Tier 1 and Total capital minimum capital ratios each include a respective minimum requirement plus a GSIB surcharge of 3.5% as calculated under Method 2; plus a 3.3% SCB for Basel III Standardized ratios and a fixed 2.5% capital conservation buffer for Basel III Advanced ratios. The countercyclical buffer is currently set to 0% by the federal banking agencies.
(b)Represents requirements for JPMorgan Chase’s IDI subsidiaries. The CET1, Tier 1 and Total capital minimum capital ratios include a fixed capital conservation buffer requirement of 2.5% that is applicable to the IDI subsidiaries. The IDI subsidiaries are not subject to the GSIB surcharge.
(c)Represents requirements for bank holding companies pursuant to regulations issued by the Federal Reserve.
(d)Represents requirements for IDI subsidiaries pursuant to regulations issued under the FDIC Improvement Act.
The following table presents the minimum and well-capitalized leverage-based ratios to which the Firm and its IDI subsidiaries were subject as of September 30, 2021 and December 31, 2020.
Minimum capital ratios(a)
Well-capitalized ratios
BHCIDI
BHC(b)
IDI
Leverage-based capital ratios
Tier 1 leverage4.0 %4.0 %NA5.0 %
SLR5.0 6.0 NA6.0 
Note: The table above is as defined by the regulations issued by the Federal Reserve, OCC and FDIC and to which the Firm and its IDI subsidiaries are subject.
(a)Represents minimum SLR requirement of 3.0%, as well as supplementary leverage buffer requirements of 2.0% and 3.0% for BHC and IDI subsidiaries, respectively.
(b)The Federal Reserve's regulations do not establish well-capitalized thresholds for these measures for BHCs.
The following tables present risk-based capital metrics under both the Basel III Standardized and Basel III Advanced Approaches and leverage-based capital metrics for JPMorgan Chase and JPMorgan Chase Bank, N.A. As of September 30, 2021 and December 31, 2020, JPMorgan Chase and JPMorgan Chase Bank, N.A. were well-capitalized and met all capital requirements to which each was subject.
September 30, 2021
(in millions, except ratios)		Basel III StandardizedBasel III Advanced
JPMorgan
Chase & Co.(a)
JPMorgan
Chase Bank, N.A.(a)
JPMorgan
Chase & Co.(a)
JPMorgan
Chase Bank, N.A.(a)
Risk-based capital metrics:
CET1 capital
$209,917 $259,990 $209,917 $259,990 
Tier 1 capital
244,207 259,994 244,207 259,994 
Total capital
274,994 276,303 264,469 265,403 
Risk-weighted assets1,628,406 1,562,370 1,544,512 1,396,725 
CET1 capital ratio12.9 %16.6 %13.6 %18.6 %
Tier 1 capital ratio15.0 16.6 15.8 18.6 
Total capital ratio16.9 17.7 17.1 19.0 
December 31, 2020
(in millions, except ratios)		Basel III StandardizedBasel III Advanced
JPMorgan
Chase & Co.(a)
JPMorgan
Chase Bank, N.A.(a)
JPMorgan
Chase & Co.(a)
JPMorgan
Chase Bank, N.A.(a)
Risk-based capital metrics:
CET1 capital$205,078 $234,235 $205,078 $234,235 
Tier 1 capital234,844 234,237 234,844 234,237 
Total capital269,923 252,045 257,228 239,673 
Risk-weighted assets1,560,609 1,492,138 1,484,431 1,343,185 
CET1 capital ratio13.1 %15.7 %13.8 %17.4 %
Tier 1 capital ratio15.0 15.7 15.8 17.4 
Total capital ratio17.3 16.9 17.3 17.8 
(a)The capital metrics reflect the CECL capital transition provisions. Additionally, loans originated under the PPP receive a zero percent risk weight.


(in millions, except ratios)		September 30, 2021December 31, 2020
JPMorgan
Chase & Co.(b)
JPMorgan
Chase Bank, N.A.(b)
JPMorgan
Chase & Co.(b)(c)
JPMorgan
Chase Bank, N.A.(b)(c)
Leverage-based capital metrics:
Adjusted average assets(a)
$3,675,803 $3,223,098 $3,353,319 $2,970,285 
Tier 1 leverage ratio
6.6 %8.1 %7.0 %7.9 %
Total leverage exposure$4,463,904 $4,003,800 $3,401,542 $3,688,797 
SLR5.5 %6.5 %6.9 %6.3 %
(a)Adjusted average assets, for purposes of calculating the leverage ratio, includes total quarterly average assets adjusted for on-balance sheet assets that are subject to deduction from Tier 1 capital, predominantly goodwill and other intangible assets.
(b)The capital metrics reflect the CECL capital transition provisions.
(c)JPMorgan Chase’s total leverage exposure for purposes of calculating the SLR, excludes on-balance sheet amounts of U.S. Treasury securities and deposits at Federal Reserve Banks, as provided by the interim final rule issued by the Federal Reserve which became effective April 1, 2020 and remained in effect through March 31, 2021. On June 1, 2020, the Federal Reserve, OCC and FDIC issued an interim final rule which became effective April 1, 2020 and remained in effect through March 31, 2021 that provides IDI subsidiaries with an option to apply this temporary exclusion subject to certain restrictions. JPMorgan Chase Bank, N.A. did not elect to apply this exclusion.