The Risk Quantum database houses thousands of data points from the public disclosures of 127 banks and 14 central counterparties. Most financial data from these organisations is published at the end of each quarter, with some released biannually.

For the banks covered, data spans 480 metrics across 12 categories, including capital adequacy, market, credit and operational risk, liquidity ratios, systemic indicators, derivatives positions, and securities and loan portfolio composition.

The majority of the 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.

The CCP data is divided across 38 clearing services, allowing for greater granularity. This data encompasses 23 metrics across four categories: initial margin; default funds; membership; and concentration. Most metrics are extracted from the quarterly CPMI-Iosco Public Quantitative Disclosures. Users can export and visualise data at both the parent CCP and clearing service level.

The Risk Quantum editorial team compiles, formats and standardises the data as soon as it’s available, adding it to the database the following day. A small selection of metrics for both banks and CCPs is calculated in-house.

Metrics are reported in their original currency, with an option for users to convert figures 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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