Risk Quantum
Latest Risk Quantum
Market RWAs surge across Chinese banks in Q1
Eleven of 13 lenders report increases as total hits record 2.97 trn yuan
Morgan Stanley joins Goldman below old 5% SLR threshold
Four US G-Sibs reach record-low ratios as leverage requirements ease
Japan Post’s unrealised losses surge to new record in Q2
Markdowns on HTM book account for nearly a sixth of face value
European banks rebuild AT1 capital stock
Additional Tier 1 capital up 26% since end of 2023
CCR RWAs spike across Asian banks in Q1 2026
Singapore and Hong Kong lenders see sharpest rise in a category banks disclose little detail on
Risk Quantum database
Risk Quantum readers have access to some of the datasets behind our articles – not just the segment of data that is the focus for the story, but the full time series for all covered firms.
The available data covers hundreds of metrics from 160 banks, 25 central counterparties and 24 FCMs.
Middle East crisis
UBS VAR nearly doubles to hit decade high
Hedging activity behind spike as equity markets withstood Iran turmoil
CCP liquidity risk measures hit highs in Q1
LCH, HKEX, JSCC and OCC set payment obligation records
Commodity CCPs buck trend with IM breaches in Q1
Precious metals and energy clearing units stand out, as most CCPs avoid breach surge despite Iran war turmoil
Iran war drives record CCP margin calls
NSCC, CCIL and CME among clearing houses reporting peak VM and IM calls in Q1
Risk Quantum in-depth
Have CCPs got better at absorbing shocks?
Data suggests most CCPs weathered the Iran-war disruption, but shock frequency is starting to bite
Basel III endgame: overall relief hides winners and losers
G-Sibs gain from surcharge reform while AOCI hits regional banks
How window-dressing distorts US repo markets
Banks crush their repo balances periodically to massage systemic indicators, with far-reaching consequences for borrowing rates
DFAST fashion: emerging trends from 12 years of US stress tests
The banks that breach buffers, the assets that perform best under stress, and other insights from Dodd-Frank Act stress-testing exercises
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