Risk Quantum
Latest Risk Quantum
Oil clearing volumes surge at Ice, CME
Ice Europe nears Brent clearing record midway through March
Oil producers hedge rally with Brent shorts
Energy firms hedge oil spike as funds position for further gains
Methodology change drives Eurex liquidity obligation to record
Limiting offsets to private-sector securities pushes estimated hypothetical obligation up 79%
FCMs held record customer funds on eve of Iran war
F&O funds climbed 6% in February as seven brokers set new records
ForexClear stress losses surge as member concentration rises
Top five member share of IM jumps 9pp as stress losses hit six-year high
Risk Quantum database
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The available data covers hundreds of metrics from 144 banks, 17 central counterparties and 24 FCMs.
Middle East crisis
Oil clearing volumes surge at Ice, CME
Ice Europe nears Brent clearing record midway through March
Oil producers hedge rally with Brent shorts
Energy firms hedge oil spike as funds position for further gains
FCMs held record customer funds on eve of Iran war
F&O funds climbed 6% in February as seven brokers set new records
Iran strikes a stress test for CCP margin models
CME’s Span2 and Ice’s IRM2 are performing as advertised. The next few days could test their mettle
Risk Quantum in-depth
BoE’s SSITG proposal could lead to $333m additional CCP capital
Plan would expand own-capital tranches deployed alongside member contributions at LCH, Ice and LME
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
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