Risk Quantum overview
In physics, a ‘quantum’ is the smallest building block of any physical entity. Our reporting can be thought of as the ‘quantum’ of Risk.net’s wider coverage.
Launched in 2018, Risk Quantum tracks thousands of data points across hundreds of metrics from organisations that represent a cross-section of the financial system.
Published daily, articles are short and broken into chunks – the facts, the context and a 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.
Our coverage relies on public disclosures and is segmented by organisation type – from banks to CCPs, from insurers to funds, corporates and regulators. Most of the disclosures are published quarterly and include earnings reports and regulatory filings, alongside annual stress tests and ad-hoc market surveys.
Readers of Risk Quantum have also access to some of the datasets that sit behind our stories – not just the segment of data that is the focus for the story, but the full time series, for the full population of covered firms. The available data covers more than 120 banks and over 100 risk metrics, and can be accessed directly here.
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