by Calculated Risk on 9/25/2008 09:09:00 PM

JPMorgan announces investor conference call:

JPMorgan Chase & Co. (NYSE: JPM) will host a conference call at 9:15 p.m. (Eastern Time) tonight, September 25, 2008. You may access the conference call by dialing 1-877-238-4671 (U.S. and Canada) / 1-719-785-5594 (International) - access code: 814030 or via live audio webcast at www.jpmorganchase.com under Investor Relations/Investor Presentations. Materials and further communication will be available on this website at the time of the call.

Presentation material should be here.

Click on graph for larger image in new window.

Here are the bad asset details. Also see page 16 for assumptions.

Wow. They expect 44% peak-to-trough price declines in California (58% if severe recession).

Here are the House Price Appreciation numbers JPM is working with.