128 QUBITS ON IBM TORINO • MARCH 2026

QPC Detects Global Financial Crash Phase Transition

Quantum Polycontextural Systemic Risk Detection (QPC-SRD) — Real-world run on IBM Quantum hardware. Cascade probability, collapse threshold, and most dangerous financial nodes identified in <40 seconds.

Task and Goal

The goal of this experiment was to test whether the Quantum Polycontextural Computer (QPC) can execute a large-scale systemic financial risk analysis representing the global financial network.

The system models 128 financial institutions (banks, asset managers, insurers) connected through credit exposure, derivatives relationships, and asset correlations. The computational task is to explore the extremely large configuration space of this network and identify states in which financial stress propagates across institutions and produces a systemic collapse scenario.

The model is formulated as a quantum optimization problem, where high-energy configurations correspond to unstable financial states. From the quantum sampling results, the system computes:

This experiment demonstrates the capability of QPC to execute complex real-world systemic risk computations on quantum hardware.

Key Results

128
Qubits ( Institutions )
39.64s
Execution Time
10.01%
Cascade Default Probability
54.51
Systemic Collapse Threshold θ
26.22
Systemic Risk Index R

Most Dangerous Financial Nodes

Institutions ranked by stress frequency in high systemic-risk quantum samples. Higher stress frequency = higher contribution to cascade risk.

Sumitomo Mitsui
87.3%
UniCredit
85.4%
Vanguard
85.1%
ING
83.9%
Santander
77.6%
Crédit Agricole
75.4%
Prudential UK
73.4%
Mizuho
72.9%
Mitsubishi UFJ
69.3%
Allianz
67.1%
RankInstitutionStress Frequency
1Sumitomo Mitsui87.32%
2UniCredit85.37%
3Vanguard85.12%
4ING83.90%
5Santander77.56%
6Crédit Agricole75.37%
7Prudential UK73.41%
8Mizuho72.93%
9Mitsubishi UFJ69.27%
10Allianz67.07%

QPC vs IBM / Vanguard: Why This Demonstrates QPC Supremacy

IBM / Vanguard Approach

  • Hybrid quantum-classical — quantum sampling + classical optimizer (VQA loop)
  • Parameter evaluation & refinement run on classical computers
  • Portfolio optimization (asset allocation)
  • Minimize risk for a single portfolio; standard VQA / QUBO
  • Single-context binary optimization

QPC-SRD (This Run)

  • Single quantum run — no classical optimization loop
  • Crash detection — finds unstable configurations
  • Systemic risk: cascade probability, collapse threshold
  • Polycontextural: banks, asset managers, central banks
  • 128 institutions, 4096 outcomes, 39.6s on IBM hardware

Hardware: IBM ibm_torino, 133 qubits. Job ID: d6ph6inr88ds73db5a7g. Circuit: 128 qubits, depth 1149 (transpiled 30648). Shots: 4096. Execution: 39.64 seconds.

Crash Configuration (Highest Systemic Energy)

Institutions under stress in the highest-risk quantum configuration (H = 81.57):

Goldman Sachs, Citigroup, Bank of America, Barclays, Deutsche Bank, Société Générale, Santander, UniCredit, ING, Crédit Agricole, Mitsubishi UFJ, Sumitomo Mitsui, Mizuho, Vanguard, Capital Group

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