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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Citi bolstered CET1 ratio on eve of SA-CCR switch

Standardised RWAs dropped 5% in Q4, boosting the bank’s core ratio by 55bp

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

Interest rate swap activity surges ahead of Fed tightening

Counterparty Radar: Managers react to fastest rise in inflation in three decades

Margin jumps at LCH

Aggregate initial margin (IM) held across LCH’s London-based central counterparty jumped at three of its four clearing funds during the three months to end-September. The amount of required IM – the aggregate minimum demanded of clients – increased quarter on quarter at ForexClear, RepoClear and EquityClear, while it shrunk at SwapClear.

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