128 QUBITS · IBM HERON · IBM_TORINO · MARCH 2026

QPC Detects Global Financial Crash Phase Transition

Quantum Polycontextural Systemic Risk Detection (QPC-SRD) on IBM Quantum hardware. Cascade probability, collapse threshold, and highest-stress financial nodes from one quantum run, in under 40 seconds.

Task and Goal

This experiment tests whether the Quantum Polycontextural Computer (QPC) can execute a large-scale systemic financial risk analysis of 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 configuration space of this network and identify states in which financial stress propagates across institutions and produces a systemic collapse scenario.

The model is a quantum sampling job. High-energy configurations correspond to unstable financial states. From the quantum samples, the system computes:

cascade default probability
systemic collapse threshold
systemic risk index
institutions contributing most strongly to systemic instability

QPC executed this systemic-risk computation on IBM hardware and returned a ranked node list plus scalar risk metrics from one job.

Most Dangerous Financial Nodes

Institutions ranked by stress frequency in high systemic-risk quantum samples. Higher stress frequency means a larger 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%

Rank	Institution	Stress Frequency
1	Sumitomo Mitsui	87.32%
2	UniCredit	85.37%
3	Vanguard	85.12%
4	ING	83.90%
5	Santander	77.56%
6	Crédit Agricole	75.37%
7	Prudential UK	73.41%
8	Mizuho	72.93%
9	Mitsubishi UFJ	69.27%
10	Allianz	67.07%

Two architectures on the same industry problem

Hybrid sampling + classical loop (IBM / Vanguard class)

Quantum sampling plus a classical optimizer (VQA loop)
Parameter evaluation and refinement 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. Decision metrics from the QPC readout.
Crash detection. Unstable configurations ranked from samples.
Systemic risk: cascade probability, collapse threshold, risk index.
Polycontextural: banks, asset managers, central banks as co-resident logics.
128 institutions, 4096 outcomes, 39.64 s on IBM hardware.

Hardware: IBM Heron ibm_torino, 133 qubits. Job ID: d6ph6inr88ds73db5a7g. Circuit: 128 qubits, depth 1149 (transpiled 30648). Shots: 4096. Execution: 39.64 seconds. Later QPC desks on IBM Heron r2 (156Q: Kingston, Fez, Marrakesh) sit on the same computation layer. See Highlights.

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

Computation Methodology Technical Details ← Home Highlights