Risk Quantum
Latest Risk Quantum
Barclays Capital F&O funds jump past $20bn, narrowing gap with Citi
Customer and total funds rose in early November as most FCMs reported declines
Equity VAR hovering near four-year high at US banks
Gauges of stock market risk rise 36% in just one year
JPM stands alone as substitutability cap reins in G-Sib score
Bank of America crosses 500bp threshold for first time, as Basel continues review
How window-dressing distorts US repo markets
Banks crush their repo balances periodically to massage systemic indicators, with far-reaching consequences for borrowing rates
US G-Sibs post record secured finance flows in LCR
Q3 spike continues long-term shift toward secured funding and lending in liquidity stress scenario
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 144 banks, 17 central counterparties and 24 FCMs.
G-Sibs 2025
Bank of America leaps to fourth on global OTC derivatives ranking
Bank overtakes BNP Paribas, Morgan Stanley, Goldman and Citi with €8.3 trillion expansion in 2024
All 14 G-Sib indicators hit records in 2024
Aggregate measures of systemic importance for top banks jumped to new highs, driven by sharp rises in underwriting activity and securities trading volumes
BofA and ICBC lose, Deutsche wins in latest G-Sib audit
Latest assessment of systemic lenders brings capital relief to German giant
JP Morgan attracts bigger add-on from Fed’s G-Sib scoring
Methodological divergence with Basel Committee results in double the surcharge
Clearing
UK CCPs see gradual shift toward foreign clearing members
North America and Asia-Pacific clearing houses remain dominated by domestic members
Required IM at top CCPs climbs 11% to record high in Q2
Tariff shocks and trading shifts propel surge across the board
Volatile Q2 reshapes margin composition at top CCPs
JSCC introduces new cash collateral method, CME sees gold hit record high
Tariff volatility triggers record margin calls at global CCPs
Aggregate average VM call in Q2 eclipsed pandemic highs
Sponsored content
About
These articles were paid for by contributing third parties. Click here for more information on content funding.
Transforming the trade lifecycle with pricing and reference data in the cloud
Institutional priorities in multi-asset investing
Global investment outlook: 2026 and beyond
LSEG streamlines post-trade efficiency across cleared and uncleared markets
Liquidity in private markets: the structural and data challenge
Interview: Linda Middleditch, Regnology
Collateral management and optimisation product of the year: CloudMargin
Pricing and analytics: fixed income – Quantifi
SS&C Algorithmics: winner’s interview with Curt Burmeister
