Risk Quantum finds insights in data. The service tracks the public disclosures of over 120 banks, funds, insurers, corporates, and central counterparties – as well as reports from prudential and markets regulators – in Asia, Europe and North America.
As with the rest of Risk.net’s coverage, our reporting relates to risk management, derivatives and regulation.
Articles are short, and broken into chunks – the facts, the context, and brief commentary – and use data visualisations to get each story across. The aim is to help our readers stay in touch with what their peers and competitors are doing and how their markets are changing.
You can find a full list of the institutions and disclosures the service follows via the drop-down box to the right.
What we track
Banks
Risk Quantum tracks disclosures relating to fifty international banks, including 26 global systemically important banks. Data collected and reported on include: capital adequacy, measures of market risk, provisioning for credit losses, liquidity ratios, systemic indicators, derivatives positions and derivatives valuation adjustments.
Regulators
Data published following stress tests, alongside other miscellaneous data gathering exercises and disclosures, are analysed by Risk Quantum for further insights into the financial health of the covered sample of banks, insurers and other institutions
CCPs
Central counterparties are systemically important financial utilities that facilitate the clearing of financial securities and derivatives. Risk Quantum tracks ten of the largest CCPs by clearing volumes, gathering data at the default fund and/or clearing service level at each listed entity.
Corporates and insurers
Risk Quantum monitors the ten largest US companies and ten largest European companies by revenue, as identified by Fortune 500, as well as the 20 largest life and general insurers in the world by assets.
Funds
Risk Quantum follows ten of the largest fixed income funds in the US by assets, as measured by Thomson Reuters Lipper. No more than two funds from a single asset manager are incorporated in the tracked list to ensure a diversity of funds are represented.