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Part 4: JPMorgan (20 marks) Table 4.1 demonstrates JP Morgan's U.S. dollar sensitivities to different interest rate change scenarios. Use the information in the table to answer the following questions. Table 4.1 $ The Firm's U.S. dollar sensitivities are presented in the table below. December 31, (in billions) 2018 2017 Parallel shift: +100 bps shift in rates 0.9 $ 1.7 -100 bps shift in rates (2.1) (3.6) Steeper yield curve: +100 bps shift in long-term rates 0.5 0.7 -100 bps shift in short-term rates (1.2) (2.2) Flatter yield curve: +100 bps shift in short-term rates 0.4 1.0 -100 bps shift in long-term rates (0.9) (1.4)