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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Westpac’s IRRBB charges rose faster than peers’ in Q2

Over 9% of bank’s total RWAs linked to interest rate risk, up from 6% three months earlier

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

Why a US fund manager added $4.8bn of Libor swaptions in Q1

Columbia Threadneedle’s eyebrow-raising trades were part of an effort to clean up legacy hedges

VAR jumps at Credit Ag

Crédit Agricole’s average one-day value-at-risk ballooned 88% in the second quarter, driven by blowout interest rate risk.

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