Risk Quantum
Latest Risk Quantum
Basel III endgame: overall relief hides winners and losers
G-Sibs gain from surcharge reform while AOCI hits regional banks
AOCI deterioration resumes at US banks in Q1
JP Morgan records largest quarterly rise in unrealised losses
US banks made no headway on EVE transparency in 2025
Morgan Stanley remains lone US G-Sib not disclosing key measure of long-term interest rate sensitivity
Hedge fund financing hits record $8 trillion despite year-end pullback
Surge in longer-dated funding offsets seasonal drop in overnight borrowing
FCM target residual interest shrinks as customer funds surge
Nine firms hit all-time lows in February across multiple asset classes
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 150 banks, 25 central counterparties and 24 FCMs.
Middle East crisis
Mizuho leads FCM customer fund surge after Iran war
F&O balances jump 51% at Japanese dealer as industry hits fresh heights
CCP default funds grew to record size ahead of Iran war
End-2025 figures show widespread increases in prefunded resources
Eurex dividend futures volumes jump on Iran shock
Turnover triples as investors hedge dividend cuts risk
Ice CDS volumes surge as investors hedge Iran shock
Single-name volumes outpace indexes as investors target specific risks
Risk Quantum in-depth
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
The IMA map: charting market risk capital under Basel 2.5
The current market risk framework refuses to be superseded. Risk.net dissects banks’ disclosures to explore how trading book capital requirements have evolved
Sponsored content
About
These articles were paid for by contributing third parties. Click here for more information on content funding.
Risk management is key in this unpredictable environment
Vida portfolio solutions on J.P. Morgan Markets
From insight to execution: building the next-generation cross-asset platform
The interplay between liquidity and collateral
A consistent view of risk across the organisation
Murex focuses on speed and integration
MRM: how banks are scaling models in the age of AI
ALM in 2026: the fast-track from compliance to competitive edge
Digital asset and crypto compliance: new risks and regulatory expectations
