Technical Details

Run Configuration

ExperimentQPC-SRD-128Q
Backendibm_torino (133 qubits)
Job IDd6ph6inr88ds73db5a7g
Qubits128
QAOA layers (p)2
Shots4096
Circuit depth (original)1149
Transpiled depth30,648
Execution time39.64 seconds
Unique outcomes4096

Outputs Summary

Cascade default probability0.1001 (10.01%)
Systemic collapse threshold θ54.5074
Systemic risk index R26.218359
Crash config H (max)81.5726

Most Dangerous Financial Nodes (Top 20)

RankInstitutionStress Freq.RankInstitutionStress Freq.
1Sumitomo Mitsui87.32%11Inst_10165.61%
2UniCredit85.37%12Inst_8964.63%
3Vanguard85.12%13Barclays61.22%
4ING83.90%14Inst_11659.27%
5Santander77.56%15Inst_12758.78%
6Crédit Agricole75.37%16Inst_12558.78%
7Prudential UK73.41%17Inst_10558.29%
8Mizuho72.93%18Inst_11058.29%
9Mitsubishi UFJ69.27%19Inst_10858.29%
10Allianz67.07%20Inst_8157.80%
Extended institutions — full names (ranks 11–20):

Nodes 50–127 are extended nodes (regional banks, asset managers, insurers) in the 128-institution model. Type from contexture assignment.

Top 5 States by Systemic Energy H

HCount
81.571
76.901
69.751
67.181
66.251

Stressed Institutions in Crash Configuration (H = 81.57)

Numbers in brackets refer to rank in the Most Dangerous Financial Nodes table above.

Goldman Sachs, Citigroup, Bank of America, Barclays (#13), Deutsche Bank, Société Générale, Santander (#5), UniCredit (#2), ING (#4), Crédit Agricole (#6), Mitsubishi UFJ (#9), Sumitomo Mitsui (#1), Mizuho (#8), Vanguard (#3), Capital Group

← Back to Report Methodology