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All case studies

Catastrophic failureFinancial Services2021

Archegos Capital / Credit Suisse / Nomura

Archegos Capital Management Collapse

Estimated impact: $10B+ across prime brokers; Credit Suisse $5.5B

F12

Decision Quality Index

Critical — 6 biases detected, 2 toxic combinations

Bill Hwang's family office used total return swaps to build $100B+ in concentrated positions with 5x-8x leverage. When ViacomCBS stock dropped, margin calls triggered forced liquidation causing $10B+ in prime broker losses.

Decision context

Multiple prime brokers (Credit Suisse, Nomura, Goldman, Morgan Stanley) each extended leverage without visibility into Archegos's total exposure across counterparties. Risk managers at Credit Suisse flagged concerns but were overridden by relationship managers protecting revenue.

Deep hindsight-stripped analysis coming soon. This case is part of our ongoing backfill to reconstruct what the platform would have flagged at decision time. The summary and bias profile below are drawn from primary sources.

Biases present in the decision

★ Overconfidence BiasAuthority BiasGroupthinkBandwagon EffectConfirmation BiasSelective Perception

3D Decision Knowledge Graph

Archegos Capital / Credit Suisse / Nomura — 6 biases, 2 toxic combinations

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Decision

Critical

High

Medium

Toxic

Bias Intensity Profile

Severity × confidence across 6 detected biases

Toxic combinations

Echo Chamber
Yes Committee

Reference class base rates

Across all 146 curated case studies in our library:

90%

base failure rate

10%

base success rate

Lessons learned

Counterparty risk cannot be assessed without cross-broker visibility
Revenue incentives must not override risk management escalation
Total return swaps created opacity that existing regulatory frameworks did not address

Source: Credit Suisse Special Committee Report on Archegos, July 2021; SEC Complaint 2022 (SEC Filing)

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