Risk Quantum
Latest Risk Quantum
LME hit hardest in BoE’s latest CCP stress test
Cover 2 liquidation scenario wipes out more than half of default fund
MBSD liquidity risk hits four-year high
Estimated largest payment obligation tops $40bn in Q3
RBC books C$984m soured-loan PCLs as tariff uncertainty persists
Set-asides run at elevated rate for yet another quarter
Interest rate ETDs surge to second-highest level on record
Futures-led surge signals firmer views on rate direction
China, US banks show highest global RWA density
American Express leads with risk density over 70%, ahead of Capital One and Truist
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 144 banks, 17 central counterparties and 24 FCMs.
G-Sibs 2025
Morgan Stanley marks biggest risk category swing in 2025 G-Sib test
Substitutability overtakes complexity at US bank for first time
UBS halved Level 3 assets in 2024
Mark-to-model assets had swelled after the Credit Suisse takeover
Chinese banks narrow gap to US on systemic risk
Smallest ever distance between two countries in FSB assessment after China surges 160bp
Bank of America leaps to fourth on global OTC derivatives ranking
Bank overtakes BNP Paribas, Morgan Stanley, Goldman and Citi with €8.3 trillion expansion in 2024
Clearing
LME hit hardest in BoE’s latest CCP stress test
Cover 2 liquidation scenario wipes out more than half of default fund
OCC’s initial margin spikes 27% in Q3
CCP hits new margin record for second consecutive quarter
MBSD liquidity risk hits four-year high
Estimated largest payment obligation tops $40bn in Q3
UK CCPs see gradual shift toward foreign clearing members
North America and Asia-Pacific clearing houses remain dominated by domestic members
Sponsored content
About
These articles were paid for by contributing third parties. Click here for more information on content funding.
Winds of change 2026: managing opportunities
From inertia to acceleration: scaling tri-party VM and collateral reuse
AI and the next era of Apac compliance
Japan’s yen swaps go global
Market liquidity risk product of the year: Bloomberg
FRTB (SA) product of the year: Bloomberg
Best use of cloud: ActiveViam
Best use of machine learning/AI: ActiveViam
Transforming the trade lifecycle with pricing and reference data in the cloud
