Risk Quantum
Latest Risk Quantum
Emirates NBD fund RWAs surge 480%
Bank’s first reported use of look-through approach coincides with RBL acquisition
RBC, Scotiabank securitisation RWAs hit record highs
SEC-SA RWAs rise 23% across major Canadian banks, led by C$1.5bn increase at RBC
Kookmin’s SFTs surge 40% on higher repo
Record securities financing transactions contributes to 15bp leverage ratio drop
Barclays, SocGen lead European banks to new corporate SRT highs
Corporate loan retained exposures up $31bn at European G-Sibs
Basel III capital hit on G-Sibs jumps sixfold in H2 2025
Estimated increase in Tier 1 requirements rises to 1.8% – highest since 2023
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 180 banks, 25 central counterparties and 24 FCMs.
Middle East crisis
Liquidity risk spikes at Eurex, JSCC, NSCC
New highs for stressed payment obligations set at three CCPs
JP Morgan leads US banks to highest derivatives exposure in a decade
BNY, Goldman and Wells Fargo at all-time highs
OCC initial margin hits record $223bn after 38.1% surge
Client net requirements nearly double in Q2 as ECC and HKSCC also set new highs
Equity swaps notional jumps by record $766bn at US G-Sibs
Notional rises 16% to $5.5 trillion in Q2, outpacing options growth
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
Sponsored content
About
These articles were paid for by contributing third parties. Click here for more information on content funding.
Managing risk to accelerate agentic AI value creation
One legal entity. Multiple IDs. Three business risks.
The changing shape of fixed income trading
How AI is reshaping enterprise risk
XiNG provides the platform for Citi’s growth
Physical risk now drives credit decisions
Forward volatility: a model-free framework for hedging options risk
Reshaping risk and trading workflows
Shining a light on the dollar repo market
