Risk Quantum
Latest Risk Quantum
Liquidity risk spikes at Eurex, JSCC, NSCC
New highs for stressed payment obligations set at three CCPs
JP Morgan drives US G-Sibs’ equity shorts to record $356 billion
Bank accounts for nearly half of Q2 increase as rising equities push up short liabilities
NSCC issues record $27.6bn margin call in Q2
Required IM hits all-time high as posted cash nearly doubles
Huntington real estate delinquent loans hit record high
Quarterly jump is largest on record as delinquencies top $2 billion for the first time
9/11: the colleagues we lost, and the years that followed
Risk.net and Waters remember the 16 employees who lost their lives during the September 11 terrorist attacks
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
Middle East risks lift StanChart Stage 2 loans
Early alert exposures rise $1.5 billion as conflict-related downgrades mount
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
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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