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.

More information

TLAC buffers up at all but three systemic US banks

BNY Mellon, Citi and Wells Fargo saw their headroom shrink from a year ago

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

Sync holes

The two methodologies used to gauge US banks’ systemic threat differ substantially with each other, complicating dealers’ ability to shrink their systemic footprint and lower applicable capital surcharges, Risk Quantum analysis shows.

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