JPMorgan Chase Bank的問題，透過圖書和論文來找解法和答案更準確安心。 我們找到下列各種有用的問答集和懶人包

JPMorgan’’s Fall and Revival: How the Wave of Consolidation Changed America’’s Premier Bank

為了解決JPMorgan Chase Bank的問題，作者Sargen, Nicholas P. 這樣論述：

Uncovers Morgan’s transformation with detailed interviews from former senior executivesOffers an insider account of what transpired before J.P. Morgan merged with ChaseTells the story of JPMorgan against the backdrop of a larger U.S. banking consolidation era in the 1980s and 90s

JPMorgan Chase Bank進入發燒排行的影片

金融法遵科技應用之治理模式探討—以人工智慧之應用為核心

為了解決JPMorgan Chase Bank的問題，作者廖淑君 這樣論述：

人工智慧(Artificial intelligence, AI)作為一種金融法遵科技在近年受到重視，其應用將對社會、企業與個人帶來效益，但也帶來偏差、歧視、黑盒子等疑慮而對金融消費者之權益有所影響。是以，有關當局對於人工智慧應用宜有良好之治理政策與措施，以同時兼顧法遵科技創新發展與金融消費者保護之目標。為此，本研究針對金融法遵科技採用人工智慧時，所面臨的法律與倫理議題該如何治理之，尤其是(一)與AI決策作成有關之偏差或歧視議題，以及(二) AI系統缺乏透明性與可解釋性之議題，透過比較法研究進行相關的探討與研析，進而提出適當的建議。參考歐盟、新加坡、英國與美國對於AI風險之治理採取共律機制，

即結合強制性法律與政府機關所發布之指引或指導原則，以及衡酌我國法制現況與人工智慧於產業應用之情況，就短期而言，建議金融主管機關以行政指導之立場，提出金融產業AI應用倫理指引，敍明五大原則，包括：(一)維持人類自主性並預防傷害發生、(二)維護公平性與反歧視(anti-discrimination)、(三)促成透明性與可解釋性、(四)建立內部問責機制、以及(五)建立外部問責機制，以引導產業應用人工智慧之方向，並作為未來下級機關治理AI風險之共同參考；就長期而言，於人工智慧大量普及應用，如有市場失靈情形發生時，建議金融主管機關應考量修正金融消費者保護法，以納入下列事項：(一)平等提供金融產品或服務，

(二)資料治理與管理機制，(三)消費者保護衝擊評估，(四)從事自動化個人決策作成或側寫活動時應採取之措施，(五)從事自動化個人決策作成或側寫活動前應向金融消費者告知，以及(六)提供金融消費者查詢自動化個人決策作成或側寫活動之機制。

The Credit Default Swap Basis

為了解決JPMorgan Chase Bank的問題，作者Choudhry, Moorad 這樣論述：

An up-to-date resource on the intricacies of the credit default swap basisWhile credit default swaps and credit derivatives are of great concern to many in the field of finance, the Second Edition of The Credit Default Swap Basis does not directly focus on these issues. It is instead about an aspect

of CDS behavior, the basis, which is of importance to all users of CDS products. An understanding of the basis is essential to anyone involved in the credit-risky debt capital markets, whether you're an investor, trader, or broker.The credit default swap basis (the basis) defines the relationship b

etween the cash and synthetic credit markets. Finance professionals need to understand the drivers of the basis in order to better undertake investment and value analysis, and for trading purposes. In this updated Second Edition, author Moorad Choudhry, a market practitioner who has published widely

in the field of credit derivatives, explores this dynamic discipline and examines the structural changes in the CDS market, including new settlement mechanisms and contract standardization. Along the way, he describes how basis pricing has changed in the aftermath of the financial crisis and what t

hat change means in regard to overall market and trading opportunities.The only book on basis issues of credit default swaps, it provides practitioners with vital information on valuation, credit risk assessment, and basis trading strategiesAddresses structural changes to the market, including the i

ntroduction of central clearing houses in the U.S. and Europe and standardization of contracts to reduce disputes about payout settlementsCovers the close relationship between the synthetic and cash markets in credit, which manifests itself in the credit default swap basisThe Credit Default Swap Bas

is, Second Edition offers invaluable market insights to all financial professionals seeking a deeper understanding of credit derivatives and fixed income securities. MooradChoudhry (London, UK) was head of treasury at Europe Arab Bank plc in London. Previously, he was head of treasury at KBC Finan

cial Products, and a vice president in Structured Finance Service at JPMorgan Chase Bank. Prior to that, he was a sterling proprietary trader at Hambros Bank Limited and gilt-edged market maker and money markets trader at ABN Amro Hoare Govett Ltd. Choudhry is visiting professor at the Department of

Economics, London Metropolitan University and a visiting research fellow at the ICMA Centre, University of Reading. He was educated at the University of Westminster and the University of Reading. He obtained his MBA from Henley Management School and his PhD from Birkbeck, University of London. He h

as written several books on the credit markets.

A Comparison of Financial Performance of Commercial Banks: JPMorgan & Chase Co. and Citigroup

為了解決JPMorgan Chase Bank的問題，作者李玉婷 這樣論述：

According to Bauman (1996), fundamental analysis includes assessing firms based on their published financial reports and other data that is available. MacDonald and Morris (1984) found in their research of the statistical validity of the ratio method in financial analysis to be empirically sound bu

t only for intra-industry comparison.This study is an in-depth comparison of the financial performance of commercial banks JPMorgan Chase Bank and Citibank. The quarterly financial reports of both Citigroup and JPMorgan Chase & Co. for 2015 to 2019 were analyzed. Financial ratios (measuring liquidit

y, leverage, efficiency, profitability and market value) were calculated for both banks over the aforementioned period. The collected data were computed and analyzed through descriptive statistics, hypothesis testing, correlation and regression analysis. The Herfindahl-Hirschman Index for 2015 to 20

19 was also calculated.The findings of the study were generalized as follows: JPMorgan Chase & Co. outperformed Citigroup in every ratio measured. Furthermore, the relationship among these ratios were found to be significant with a strong positive correlation for Citigroup and a mix of both positive

and negative correlation for JPMorgan Chase & Co..