In physics, a ‘quantum’ represents the smallest building block of any entity. Think of our reporting 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 representing 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 draws on public disclosures and is segmented by organisation type: banks; central counterparties; funds; and regulators. Most of the disclosures are published quarterly and include earnings reports and regulatory filings, alongside annual stress tests and market surveys.

Risk Quantum readers can also access some of the datasets that sit behind our stories – not just the segment of data that is the focus for the story, but the complete time series, for the full population of covered firms. Currently, the Risk Quantum database covers 127 banks and 14 central counterparties.

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