Risk Data

Risk Quantum

Data insights, delivered daily


Risk Quantum finds insights in data. The service tracks the public disclosures of over 120 banks, funds, insurers, corporates, and central counterparties – as well as reports from prudential and markets regulators – in Asia, Europe and North America.

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JP Morgan, Goldman lead US banks in cutting VAR-based charges

On aggregate, requirements connected to commodity positions fell the most, down 28% from end-June

Counterparty Radar

Matchmaking and benchmarking for OTC derivatives


Counterparty Radar is based on position data from around 20,000 US mutual funds and ETFs, rolled up to the manager level – it shows the OTC derivatives they have on their books, and who they traded them with, providing unique insights into an important market segment. More info

US funds pile into LatAm interest rate swaps

Counterparty Radar: Managers still enamoured of non-G10 pairs in Q2, with BRL volumes now up 104% year-to-date

Underexposure up at HSBC

HSBC slashed derivatives exposures in 2020, cutting the most exposures across the 30 global systemically important banks, data from the Basel Committee shows.

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