The Risk Quantum database houses thousands of data points from the public disclosures of 144 banks, 17 central counterparties and 24 FCMs. Most financial data from these organisations is published quarterly, with some released biannually.

For banks, coverage spans 606 metrics across 14 categories, including capital adequacy, market, credit and operational risk, liquidity ratios, systemic indicators, derivatives positions, and securities and loan portfolio composition.

The majority of these metrics are sourced from regulatory disclosures such as Pillar 3 and annual reports, quarterly results, 10-K and 10-Q filings, FFIEC 101, FR Y-9C and FR Y-15 reports, and LCR, NSFR and G-Sib disclosures.

CCP data is split across 39 clearing services, offering greater granularity. It covers 44 metrics across eight categories, including initial margin, default funds, payment obligations, margin calls, stress losses and operational failures. Most of this data is drawn from the quarterly CPMI-Iosco Public Quantitative Disclosures. Users can export and visualise data at both the parent CCP and clearing service level.

FCM data spans 18 metrics across four categories, including capital, segregated customer funds and residual interest. These metrics are sourced from the monthly financial reports FCMs are required to file with the CFTC.

The Risk Quantum editorial team compiles, formats and standardises the data as soon as it becomes available, adding it to the database the following day. A small number of metrics is derived in-house.

Metrics are reported in their original currency, with the option to convert into US dollars for easier comparison.

Access the database here. The full list of available metrics can be found on this page, and the list of covered organisations is viewable here.

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