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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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Systemic US banks’ bail-in buffers rose in Q2

Morgan Stanley posts largest amount of headroom, while Citi, State Street and Wells Fargo trail behind

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.
BNP hits top spot for FX options

Counterparty Radar: French bank ousts long-time leader Citi as biggest dealer for mutual funds

Hard-to-value, easy to drop?

The world’s too-big-to-fail banks cut hard-to-value assets by 35.9% between 2014 and 2020, equivalent to a €186.7 billion ($219.7 billion) reduction, Risk Quantum analysis shows.

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