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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HSBC leads systemic banks in cutting derivatives exposures

On aggregate, the top 30 banks shrunk notionals by 7% year on year 

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

A clear rise

The share of credit default swap contracts cleared by central counterparties hit a fresh record of 64% in the first half of the year, figures from the Bank for International Settlements show.

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