Risk Quantum
Latest Risk Quantum
Metal rally lifts LME stress losses to record levels
Stress losses and liquidity obligations hit records in Q4
ABN Amro cuts €1.7bn of RWAs through Blackstone SRT
Deal with asset manager forms bank’s second synthetic transfer in 2025
Eurex dividend futures volumes jump on Iran shock
Turnover triples as investors hedge dividend cuts risk
CCP default funds grew to record size ahead of Iran war
End-2025 figures show widespread increases in prefunded resources
Comerica, Frost lead US banks on commodity derivatives concentration
Commodity-linked trades account for one-third of derivatives books at both lenders
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 150 banks, 25 central counterparties and 24 FCMs.
Middle East crisis
Ice CDS volumes surge as investors hedge Iran shock
Single-name volumes outpace indexes as investors target specific risks
Oil producers hedge rally with Brent shorts
Energy firms hedge oil spike as funds position for further gains
CCP default funds grew to record size ahead of Iran war
End-2025 figures show widespread increases in prefunded resources
Comerica, Frost lead US banks on commodity derivatives concentration
Commodity-linked trades account for one-third of derivatives books at both lenders
Risk Quantum in-depth
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The current market risk framework refuses to be superseded.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
A peek under the hood of Canadian banks’ new CVA machine
Disclosures from the country’s top dealers offer first glimpse of how FRTB reforms can reshape capital gauge for potential losses on derivatives
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