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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Santander’s VAR surges 17% in Q3

Macroeconomic jitters push credit spread and interest rate risk up, but bank’s traders net income windfall

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.
How US funds trade defaulting CDS names

Counterparty Radar: Funds slashed sold positions ahead of 2020’s auctions but post-default Argentina remains a focus

Liquidity issues spell losses at JPM

Tighter liquidity assumptions for traded derivatives at JP Morgan lopped off around $235 million of revenue in the third quarter of the year, Risk Quantum analysis shows. The bank reported revenue of $3.7 billion for its fixed income markets division, down 20% from 12 months prior, and 10% lower quarter on quarter.

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