Risk Quantum
Latest Risk Quantum
CME suffers longest op failures in seven years
Outages totalled over 13 hours in 12-month period
CRR III curbs charges for BPCE’s equity stakes
RWAs for subsidiaries outside prudential consolidation drop 82% after Basel revamp
Volatility fuels record growth in CDCC’s default fund
Skin in the game increase overshadowed by member contribution spike in Q1
Ice US incurs $644m hypothetical stress loss shortfall
Double-member default in worst-case scenario would have overwhelmed CCP’s default fund
Wells Fargo’s seven-year freeze sees rivals surge ahead
Risk density and loan growth lagged as Fed enforced asset cap
Risk Quantum database
Risk Quantum readers now have access to some of the datasets that sit behind our articles – not just the segment of data that is the focus for the story, but the complete time series, for the full population of covered firms.
The available data covers hundreds of metrics from 127 banks and 14 central counterparties.
BASEL III
CVA capital charges more than double at BPCE post-Basel III
French bank leads European trend of elevated capital requirements under new rules
Basel III overhaul adds €85bn to EU banks’ op RWAs
BNP Paribas, Soc Gen and SEB see largest rises in absolute terms
BNP Paribas’s CVA risk charges swell 56% on Basel III overhaul
Impact of new formulas is largest yet for a G-Sib
Basel III prompts Scandi banks to redraw credit risk
Danske, Handelsbanken and Nykredit scale back A-IRB under new rules
TARIFF TURMOIL
Canada Big Five set aside C$1.7bn amid tariff uncertainty
Surge in performing loan provisions pushes allowances past pandemic peak
US banks held $2.2trn of USTs on eve of tariff turmoil
AFS holdings hit record $1.04 trillion days before Trump’s tariff announcement pushed Treasury yields higher
Tariff whiplash fuels clearing volumes at major CCPs
Record OCC volumes and strong gains at CME and Eurex mark April’s tariff-driven trading spike
Tariff rout lifts required IM by $51bn
Collateral posted for swaps, futures and CDSs jumped in April, data from top CCPs shows
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