European Central Bank Fines JPMorgan €12.18 Million for Misreporting Risk-Weighted Assets Over Five Years

 


The European Central Bank (ECB) announced on Thursday, February 19, 2026, that it has imposed two administrative penalties totaling €12.18 million (approximately $14.34 million) on JPMorgan Chase Bank N.A., Frankfurt branch, for serious and repeated breaches of prudential reporting requirements related to risk-weighted assets (RWAs).

The penalties stem from two distinct but overlapping violations that persisted over multiple years:

Misclassification of corporate exposures — JPMorgan wrongly applied a lower risk weight to certain corporate exposures than required under the Capital Requirements Regulation (CRR). This error affected the bank’s credit risk calculations for 15 consecutive quarters (from 2019 to 2024), leading to a systematic understatement of RWAs in this portfolio.

Undue exclusion of transactions in credit valuation adjustment (CVA) risk — The bank improperly excluded certain derivative transactions from its CVA risk calculations for 21 consecutive quarters (also spanning 2019–2024), further reducing reported RWAs.

The ECB classified the credit risk breach as “severe” and the CVA risk breach as “moderately severe”, citing “serious negligence” driven by “evident deficiencies in internal processes and controls.” These deficiencies prevented the bank from accurately identifying, measuring, and reporting its risk exposures in line with EU banking rules.

As a direct consequence, JPMorgan submitted materially incorrect supervisory reporting to the ECB. The misreported figures gave the supervisor an incomplete and overly optimistic view of the bank’s risk profile. Because RWAs serve as the denominator in capital adequacy ratios (e.g., CET1 ratio, Tier 1 ratio), understating RWAs artificially inflated the bank’s reported capital ratios and created a misleading impression of its ability to absorb losses.

The ECB stressed that accurate and timely RWA reporting is essential for effective prudential supervision, financial stability, and a level playing field among euro-area banks. The prolonged nature of the breaches—spanning more than five years and multiple reporting cycles—aggravated the severity of the infractions.

JPMorgan has the right to challenge the penalty decision before the Court of Justice of the European Union (CJEU) within two months of notification. The bank has not yet publicly commented on whether it intends to appeal.

This is the latest in a series of ECB enforcement actions targeting reporting and risk-modelling deficiencies at major institutions. In recent years, the Single Supervisory Mechanism (SSM) has imposed fines on several significant institutions for similar breaches, underscoring the supervisor’s zero-tolerance stance toward material misreporting that impairs its ability to monitor capital adequacy and systemic risk.

The fine, while substantial, remains modest relative to JPMorgan’s size and global earnings. The ECB noted that the penalty reflects the absence of evidence of deliberate misconduct or material impact on the bank’s overall solvency, but still warrants a strong deterrent signal to the industry.

The decision follows an on-site inspection and subsequent enforcement procedure conducted by the ECB’s Joint Supervisory Team responsible for JPMorgan’s euro-area operations. The bank cooperated with the investigation, according to the ECB.

The case highlights ongoing supervisory focus on the integrity of Pillar 1 risk calculations under the CRR/CRD framework, particularly around internal ratings-based (IRB) approaches, standardized approaches for credit risk, and the CVA framework for counterparty credit risk in the trading book.

Market participants will watch closely for any follow-on supervisory measures, such as requirements for remedial actions, enhanced reporting, or adjustments to the bank’s Pillar 2 capital guidance. The ECB has the authority to impose additional non-pecuniary measures if it determines that the breaches materially affected the bank’s risk position.

As of Thursday, JPMorgan’s Frankfurt branch remains classified as a significant institution under direct ECB supervision. The penalty does not affect the group’s overall capital position or its compliance with minimum regulatory requirements, according to preliminary assessments by analysts.

The ECB’s action reinforces its commitment to enforcing consistent, high-quality prudential reporting across the euro area and serves as a reminder to all supervised entities of the severe consequences of sustained deficiencies in risk-measurement and reporting systems.

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