Risk Quantum
Latest Risk Quantum
Huntington, Fifth Third set to become cat III banks in 2026
Purchases of Cadence and Comerica expected to lift assets above $250bn threshold, triggering stricter regulatory requirements
Euro credit growth catches up with dollar in global flows
Cross-border lending hits $37trn as euro flows gain ground
Popular sees highest NPL inflow since 2012
Telecoms and hotel loans behind $242 million in new NPLs in Q3
FICC takes record bite from MMF repo investments
Funds shift cash from the Fed’s ON RRP as cleared repos hit $1.11trn
Default risk overtakes credit spreads in Japan's first year under FRTB
Securitisation charges lift a bigger slice of banks’ market risk requirements
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.
European banks
SFT exposures surge at EU banks
Jump in repo and securities lending activity across 31 European dealers elevated total exposures to €802bn in H1
EU banks’ incremental risk charges up 20% in H1 2025
Heightened trading flows and worsening credit outlooks leave dealers with more risk-heavy books
BNP Paribas poised for fresh G-Sib score cut via intra-EU waiver
Carve-out facing US pushback compressed bank’s cross-border footprint 51% in 2024
Crédit Ag’s risk footprint swells faster than EU peers
Relative analysis of systemic scores suggests sticky step-up in G-Sib surcharge
Clearing
Required IM at top CCPs climbs 11% to record high in Q2
Tariff shocks and trading shifts propel surge across the board
Volatile Q2 reshapes margin composition at top CCPs
JSCC introduces new cash collateral method, CME sees gold hit record high
UK CCPs see gradual shift toward foreign clearing members
North America and Asia-Pacific clearing houses remain dominated by domestic members
Tariff volatility triggers record margin calls at global CCPs
Aggregate average VM call in Q2 eclipsed pandemic highs
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