Risk Quantum - Database - Methodology

Methodology

The Risk Quantum database contains thousands of data points across hundreds of metrics collected over the years from the public disclosures of more than 70 banks.

Following the initial launch, the database will be expanded to include data from regulators – such as stress-test results and other miscellaneous data-gathering exercises – central counterparties, funds, insurers and corporations.

Most of the financial data is released at the end of each quarter, with the remainder published every six months. The data is collated by the Risk Quantum editorial team as soon as it becomes available. It is then formatted and standardised before being added to the database.

The metrics we track are grouped into categories. For the banks we cover, these include capital adequacy, measures of market, credit and operational risk, liquidity ratios, systemic indicators and derivatives positions.

Metrics are disclosed in the reporting currency they were originally released, but users have the option to convert each into US dollars for ease of comparison.

The database can be accessed at this page. The full list of datapoints currently available can be found here.

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