Risk Quantum
Latest Risk Quantum
DB USA undershoots Fed capital decline by 3.4pp in DFAST 2026
Nine banks project smaller CET1 falls than the Fed
Iran turmoil lifts CCP margin to new peak
Ice, JSCC and ECC among clearing houses posting sharp Q1 increases
Ice rates contracts leapfrog CME SOFR in June
Ice rates open interest hits $62.3trn as euro and sterling hedging demand climbs
US banks cluster at stronger DFAST capital lows
Weakest projected capital ratio rises 390bp since 2018
RJ O’Brien transfer propels StoneX into top 10 FCMs
Customer funds jump 61% after futures services move across
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 160 banks, 25 central counterparties and 24 FCMs.
Middle East crisis
Iran war drives record CCP margin calls
NSCC, CCIL and CME among clearing houses reporting peak VM and IM calls in Q1
Commodity CCPs buck trend with IM breaches in Q1
Precious metals and energy clearing units stand out, as most CCPs avoid breach surge despite Iran war turmoil
Wall Street giants rack up VAR breaches
Goldman hit hardest as JP Morgan, BofA and Morgan Stanley also exceed model forecasts in Q1
Top US banks load up on derivatives in Q1
Credit, commodity and interest rate notionals balloon
Risk Quantum in-depth
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
The IMA map: charting market risk capital under Basel 2.5
The current market risk framework refuses to be superseded. Risk.net dissects banks’ disclosures to explore how trading book capital requirements have evolved
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